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Stochastic Optimization in Dynamic Environments: with applications in e-commerce
Linköping University, Department of Mathematics.
Linköping University, Department of Mathematics.
2007 (English)Independent thesis Advanced level (degree of Magister), 20 points / 30 hpStudent thesis
Abstract [en]

In this thesis we address the problem of how to construct an optimal algorithm for displaying banners (i.e advertisements shown on web sites). The optimization is based on the revenue each banner generates, with the aim of selecting those banners which maximize future total revenue. Banner optimality is of major importance in the e-commerce industry, in particular on web sites with heavy traffic. The 'micropayments' from showing banners add up to substantial profits due to the large volumes involved. We provide a broad, up-to-date and primarily theoretical treatment of this global optimization problem. Through a synthesis of mathematical modeling, statistical methodology and computer science we construct a stochastic 'planning algorithm'. The superiority of our algorithm is based on empirical analysis conducted by us on real internet-data at TradeDoubler AB, as well as test-results on a selection of stylized data-sets. The algorithm is flexible and adapts well to new environments.

Place, publisher, year, edition, pages
Matematiska institutionen , 2007. , 109 p.
Keyword [en]
global optimization, function models, e-commerce, banners, MDP, exploration vs exploitation
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-8509ISRN: LITH-MAT-EX--2007/04--SEOAI: oai:DiVA.org:liu-8509DiVA: diva2:23289
Uppsok
fysik/kemi/matematik
Supervisors
Examiners
Available from: 2007-03-27 Created: 2007-03-27

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf