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Related papers: Dynamic Pricing with Limited Supply

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We study the problem of designing posted-price mechanisms in order to sell a single unit of a single item within a finite period of time. Motivated by real-world problems, such as, e.g., long-term rental of rooms and apartments, we assume…

Computer Science and Game Theory · Computer Science 2020-12-11 Giulia Romano , Gianluca Tartaglia , Alberto Marchesi , Nicola Gatti

We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

Optimization and Control · Mathematics 2023-07-04 Giovanni Giallombardo , Francesca Guerriero , Giovanna Miglionico

We consider a manufacturing plant that purchases raw materials for product assembly and then sells the final products to customers. There are M types of raw materials and K types of products, and each product uses a certain subset of raw…

Optimization and Control · Mathematics 2010-04-06 Michael J. Neely , Longbo Huang

Recently the influence maximization problem has received much attention for its applications on viral marketing and product promotions. However, such influence maximization problems have not taken into account the monetary effect on the…

Social and Information Networks · Computer Science 2015-05-26 Ya-Wen Teng , Chih-Hua Tai , Philip S. Yu , Ming-Syan Chen

We consider the problem of maximizing revenue for a monopolist offering multiple items to multiple heterogeneous buyers. We develop a simple mechanism that obtains a constant factor approximation under the assumption that the buyers' values…

Computer Science and Game Theory · Computer Science 2016-08-10 Shuchi Chawla , J. Benjamin Miller

We propose a model in which dividend payments occur at regular, deterministic intervals in an otherwise continuous model. This contrasts traditional models where either the payment of continuous dividends is controlled or the dynamics are…

Optimization and Control · Mathematics 2019-07-24 Jussi Keppo , Max Reppen , H. Mete Soner

We study the dynamic pricing problem where the demand function is nonparametric and H\"older smooth, and we focus on adaptivity to the unknown H\"older smoothness parameter $\beta$ of the demand function. Traditionally the optimal dynamic…

Machine Learning · Statistics 2023-11-02 Zeqi Ye , Hansheng Jiang

This paper compares two leading approaches for robust optimization in the models of online algorithms and mechanism design. Competitive analysis compares the performance of an online algorithm to an offline benchmark in worst-case over…

Computer Science and Game Theory · Computer Science 2020-09-09 Jason Hartline , Aleck Johnsen , Yingkai Li

We continue the study of the performance for fixed-price mechanisms in the bilateral trade problem, and improve approximation ratios of welfare-optimal mechanisms in several settings. Specifically, in the case where only the buyer…

Computer Science and Game Theory · Computer Science 2023-03-29 Zhengyang Liu , Zeyu Ren , Zihe Wang

This paper studies optimal pricing and rebalancing policies for Autonomous Mobility-on-Demand (AMoD) systems. We take a macroscopic planning perspective to tackle a profit maximization problem while ensuring that the system is…

Optimization and Control · Mathematics 2020-03-31 Salomón Wollenstein-Betech , Ioannis Ch. Paschalidis , Christos G. Cassandras

We consider a dynamic mechanism design problem where an auctioneer sells an indivisible good to groups of buyers in every round, for a total of $T$ rounds. The auctioneer aims to maximize their discounted overall revenue while adhering to a…

Computer Science and Game Theory · Computer Science 2024-10-04 Alireza Fallah , Michael I. Jordan , Annie Ulichney

We consider the problem of a revenue-maximizing seller with m items for sale to n additive bidders with hard budget constraints, assuming that the seller has some prior distribution over bidder values and budgets. The prior may be…

Computer Science and Game Theory · Computer Science 2016-05-09 Constantinos Daskalakis , Nikhil R. Devanur , S. Matthew Weinberg

We study the design of prior-independent auctions in a setting with heterogeneous bidders. In particular, we consider the setting of selling to $n$ bidders whose values are drawn from $n$ independent but not necessarily identical…

Computer Science and Game Theory · Computer Science 2023-11-08 Guru Guruganesh , Aranyak Mehta , Di Wang , Kangning Wang

A large fraction of online advertisement is sold via repeated second price auctions. In these auctions, the reserve price is the main tool for the auctioneer to boost revenues. In this work, we investigate the following question: Can…

Computer Science and Game Theory · Computer Science 2020-02-19 Yash Kanoria , Hamid Nazerzadeh

Dynamic pricing is a promising strategy to address the challenges of smart charging, as traditional time-of-use (ToU) rates and stationary pricing (SP) do not dynamically react to changes in operating conditions, reducing revenue for…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-27 Arun Kumar Kalakanti , Shrisha Rao

There is growing interest in the use of grid-level storage to smooth variations in supply that are likely to arise with increased use of wind and solar energy. Energy arbitrage, the process of buying, storing, and selling electricity to…

Optimization and Control · Mathematics 2015-09-01 Daniel R. Jiang , Warren B. Powell

In the multi-unit pricing problem, multiple units of a single item are for sale. A buyer's valuation for $n$ units of the item is $v \min \{ n, d\} $, where the per unit valuation $v$ and the capacity $d$ are private information of the…

Computer Science and Game Theory · Computer Science 2017-04-18 Nikhil R. Devanur , Nima Haghpanah , Christos-Alexandros Psomas

We study the problem of maximizing payoff generated over a period of time in a general class of closed queueing networks with a finite, fixed number of supply units which circulate in the system. Demand arrives stochastically, and serving a…

Optimization and Control · Mathematics 2022-03-10 Yash Kanoria , Pengyu Qian

We study a classic Bayesian mechanism design setting of monopoly problem for an additive buyer in the presence of budgets. In this setting a monopolist seller with $m$ heterogeneous items faces a single buyer and seeks to maximize her…

Computer Science and Game Theory · Computer Science 2018-10-09 Yu Cheng , Nick Gravin , Kamesh Munagala , Kangning Wang

Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…

Optimization and Control · Mathematics 2018-04-25 Tonghoon Suk , Xinchang Wang