I. Introduction
Online advertising is a fast growing industry and in order to deliver the campaign budget smoothly over time, as desired by the advertiser, it is critical to implement feedback control in the campaign management system. An early paper on feedback control applied to online advertising is available in [1], wherein several important challenges are outlined but detailed solutions are omitted. A more comprehensive and up-to-date overview of the control problem is available in [2]. The fact that the plant is unknown, dynamic, periodic, nonlinear, and in general discontinuous is a characteristic property of online advertising processes and is a fundamental challenge in the development of feedback control solutions. One of the main issues is that the user traffic to different web sites is volatile with stochastic effects as well as with trends and seasonality. In this paper, the Internet user traffic is represented by the number of impressions available during a fixed period of time, where an impression is one view of an ad. The seasonality, in particular, is dramatic and unless it is carefully accounted for during the feedback control, the advertiser may end up paying an unnecessary high price for impressions during hours of the day when the available number of impressions is low.