Targeted in-app ads can work when the player is playing your game.  Targeted mobile ads can work when they are on their phone.  Targeted web ads can reach them anytime they are using a browser.  This is possible only IF you can connect the playerID in your game with a web cookie on their browser.  And the easiest way to do that is get them to link from their game to a website, like:

• Your game’s website
• The online store for in-app purchases
• Your developer’s website
• Your publisher’s website