Yep, this is called cross-device matching. Generally consists of some modeling for devices seen together on the same IP address. One of the notable AdTech companies in cross-device modeling is Drawbridge (purchased by LinkedIn).
Here's a 2015 Kaggle competition that they hosted, which provides sample data that they use in modeling, https://www.kaggle.com/c/icdm-2015-drawbridge-cross-device-c...
And here's a technical writeup of one of the well-performing solutions from that competition, https://arxiv.org/pdf/1510.01175.pdf