myerson-auction

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AAH20 / rtb-arbitrage

High-Frequency Real-Time Bidding (RTB) Auction Shading & Stochastic Budget Pacing Engine. Uses Myerson first-price auction game theory and Hamilton-Jacobi-Bellman stochastic control to maximize ad surplus in sub-millisecond auctions.

adtech rtb stochastic-control real-time-bidding programmatic-advertising auction-theory dsp-engine ad-auction budget-pacing bid-shading myerson-auction

Updated Sep 18, 2026
Python

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