Slides from all the lectures of Andrei Broder's recent Computational Advertising class at Stanford University now are available online. Andrei is a VP and Chief Scientist at Yahoo and leads their Advertising Technology Group.
Lecture 6 (PDF) is particularly interesting with its coverage of learning to rank. Lecture 8 (PDF) has a tidbit on behavioral advertising and using recommender systems for advertising, but it is very brief. The first few lectures are introductory; don't miss lecture 3 (PDF) if you are new to sponsored search and want a good dive into the issues and techniques.