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We introduce a chance constrained optimization model for the fulfillment ofguaranteed display Internet advertising campaigns. The proposed formulation forthe allocation of display inventory takes into account the uncertainty of thesupply of Internet viewers. We discuss and present theoretical andcomputational features of the model via Monte Carlo sampling and convexapproximations. Theoretical upper and lower bounds are presented along with anumerical substantiation.

Chance Constrained Optimization for Targeted Internet Advertising