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We consider a repeated auction where the buyer's utility for an item depends on the time that elapsed since his last purchase. We present an algorithm to build the optimal bidding policy, and then, because optimal might be impractical, we…

Theoretical Economics · Economics 2023-08-04 Benjamin Heymann , Alexandre Gilotte , Rémi Chan-Renous

We propose a new efficient online algorithm to learn the parameters governing the purchasing behavior of a utility maximizing buyer, who responds to prices, in a repeated interaction setting. The key feature of our algorithm is that it can…

Machine Learning · Statistics 2018-03-07 Debjyoti Saharoy , Theja Tulabandhula

We consider a setting where $n$ buyers, with combinatorial preferences over $m$ items, and a seller, running a priority-based allocation mechanism, repeatedly interact. Our goal, from observing limited information about the results of these…

Computer Science and Game Theory · Computer Science 2014-08-29 Avrim Blum , Yishay Mansour , Jamie Morgenstern

We study the dynamic pricing problem with knapsack, addressing the challenge of balancing exploration and exploitation under resource constraints. We introduce three algorithms tailored to different informational settings: a Boundary…

Optimization and Control · Mathematics 2025-01-27 Ruicheng Ao , Jiashuo Jiang , David Simchi-Levi

We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…

Computer Science and Game Theory · Computer Science 2018-09-13 Sébastien Bubeck , Nikhil R. Devanur , Zhiyi Huang , Rad Niazadeh

In the random-order online set cover problem, the instance with $m$ sets and $n$ elements is chosen in a worst-case fashion, but then the elements arrive in a uniformly random order. Can this random-order model allow us to circumvent the…

Data Structures and Algorithms · Computer Science 2025-11-11 Anupam Gupta , Marco Molinaro , Matteo Russo

In the matroid secretary problem, the elements of a matroid $\mathcal{M}$ arrive in random order. Once we observe an item we need to irrevocably decide whether or not to accept it. The set of selected elements should form an independent set…

Data Structures and Algorithms · Computer Science 2020-01-06 Mohammad Shadravan

We investigate the problem of heterogeneous task assignment in crowdsourcing markets from the point of view of the requester, who has a collection of tasks. Workers arrive online one by one, and each declare a set of feasible tasks they can…

Data Structures and Algorithms · Computer Science 2015-08-17 Sepehr Assadi , Justin Hsu , Shahin Jabbari

When designing a preemptive online algorithm for the maximum matching problem, we wish to maintain a valid matching M while edges of the underlying graph are presented one after the other. When presented with an edge e, the algorithm should…

Data Structures and Algorithms · Computer Science 2015-03-20 Leah Epstein , Asaf Levin , Danny Segev , Oren Weimann

The high proportions of demand charges in electric bills motivate large-power customers to leverage energy storage for reducing the peak procurement from the outer grid. Given limited energy storage, we expect to maximize the peak-demand…

Systems and Control · Electrical Eng. & Systems 2021-08-25 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

In the past decade, many parameterized algorithms were developed for packing problems. Our goal is to obtain tradeoffs that improve the running times of these algorithms at the cost of computing approximate solutions. Consider a packing…

Data Structures and Algorithms · Computer Science 2015-05-05 Meirav Zehavi

Matching problems have been widely studied in the research community, especially Ad-Auctions with many applications ranging from network design to advertising. Following the various advancements in machine learning, one natural question is…

Data Structures and Algorithms · Computer Science 2024-02-15 Eniko Kevi , Nguyen Kim Thang

We address online learning in complex auction settings, such as sponsored search auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner and observed only if the bidder wins an allocation. We leverage the…

Computer Science and Game Theory · Computer Science 2018-06-04 Zhe Feng , Chara Podimata , Vasilis Syrgkanis

Maintaining a maximum bipartite matching online while minimizing recourse/augmentations is a well studied problem, motivated by content delivery, job scheduling, and hashing. A breakthrough result of Bernstein, Holm, and Rotenberg…

Data Structures and Algorithms · Computer Science 2023-09-20 Niv Buchbinder , Anupam Gupta , Daniel Hathcock , Anna R. Karlin , Sherry Sarkar

We consider the online resource minimization problem in which jobs with hard deadlines arrive online over time at their release dates. The task is to determine a feasible schedule on a minimum number of machines. We rigorously study this…

Data Structures and Algorithms · Computer Science 2015-12-09 Lin Chen , Nicole Megow , Kevin Schewior

In online advertising markets, budget-constrained advertisers acquire ad placements through repeated bidding in auctions on various platforms. We present a strategy for bidding optimally in a set of auctions that may or may not be…

Computer Science and Game Theory · Computer Science 2023-06-14 Fransisca Susan , Negin Golrezaei , Okke Schrijvers

Many high-stakes AI deployments proceed only if every stakeholder deems the system acceptable relative to their own minimum standard. With randomization over a finite menu of options, this becomes a feasibility question: does there exist a…

Computer Science and Game Theory · Computer Science 2026-04-21 Davin Choo , Paul W. Goldberg , Nicholas Teh

We study the relationship between the competitive ratio and the tail distribution of randomized online minimization problems. To this end, we define a broad class of online problems that includes some of the well-studied problems like…

Data Structures and Algorithms · Computer Science 2013-02-15 Dennis Komm , Rastislav Královič , Richard Královič , Tobias Mömke

The Matroid Secretary Conjecture is a notorious open problem in online optimization. It claims the existence of an $O(1)$-competitive algorithm for the Matroid Secretary Problem (MSP). Here, the elements of a weighted matroid appear…

Data Structures and Algorithms · Computer Science 2023-05-10 Richard Santiago , Ivan Sergeev , Rico Zenklusen

We study different online optimization problems in the random-order model. There is a finite set of bins with known capacity and a finite set of items arriving in a random order. Upon arrival of an item, its size and its value for each of…

Data Structures and Algorithms · Computer Science 2025-04-03 Max Klimm , Martin Knaack
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