Demand Side Platforms, or DSPs, represent advertisers who are looking for ad space. Google serves as a DSP, with a software platform that allows advertisers to upload their ads, and then Google helps find a buyer for those ads. There are about 200 DSPs out there (a few popular ones include Google, Facebook, and Amazon) but most are not accessible by the general public.
DSPs represent the advertiser in the auctions to purchase ad space from publishers, who are represented by Supply Side Platforms (SSPs).
Simply put, the DSP works for you. The purpose of the DSP is to get your ads to generate impressions and clicks from a variety of publishers.