Ad Exchange platforms connect online publishers and advertisers and facilitate selling billions of impressions every day. We study these environments from the perspective of a publisher who wants to find the profit maximizing exchange to sell his inventory. Ideally, the publisher would run an...

Motivated by pricing in ad exchange markets, we consider the problem of robust learning of reserve prices against strategic buyers in repeated contextual second-price auctions. Buyers' valuations for an item depend on the context that describes the item. However, the seller is not aware of the...