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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

We study the problem of repeatedly auctioning off an item to one of $k$ bidders where: a) bidders have a per-round individual rationality constraint, b) bidders may leave the mechanism at any point, and c) the bidders' valuations are…

Computer Science and Game Theory · Computer Science 2021-03-03 Mark Braverman , Jon Schneider , S. Matthew Weinberg

A common problem in machine learning is to rank a set of n items based on pairwise comparisons. Here ranking refers to partitioning the items into sets of pre-specified sizes according to their scores, which includes identification of the…

Machine Learning · Computer Science 2018-01-08 Reinhard Heckel , Max Simchowitz , Kannan Ramchandran , Martin J. Wainwright

We study a problem related to submodular function optimization and the exact matching problem for which we show a rather peculiar status: its natural LP-relaxation can have fractional optimal vertices, but there is always also an optimal…

Data Structures and Algorithms · Computer Science 2025-04-11 Alexander Armbruster , Lars Rohwedder , Stefan Weltge , Andreas Wiese , Ruilong Zhang

Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…

Data Structures and Algorithms · Computer Science 2019-05-14 Will Ma , David Simchi-Levi

Developing efficient sequential bidding strategies for repeated auctions is an important practical challenge in various marketing tasks. In this setting, the bidding agent obtains information, on both the value of the item at sale and the…

Machine Learning · Computer Science 2021-03-01 Juliette Achddou , Olivier Cappé , Aurélien Garivier

We study a class of Bayesian online selection problems with matroid constraints. Consider a vendor who has several items to sell, with the set of sold items being subject to some structural constraints, e.g., the set of sold items should be…

Computer Science and Game Theory · Computer Science 2024-06-04 Ian DeHaan , Kanstantsin Pashkovich

We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…

Machine Learning · Computer Science 2025-03-18 Yigit Efe Erginbas , Thomas A. Courtade , Kannan Ramchandran

The restricted max-min fair allocation problem (also known as the restricted Santa Claus problem) is one of few problems that enjoys the intriguing status of having a better estimation algorithm than approximation algorithm. Indeed,…

Data Structures and Algorithms · Computer Science 2014-01-21 Lukas Polacek , Ola Svensson

Matching problems with group-fairness constraints and diversity constraints have numerous applications such as in allocation problems, committee selection, school choice, etc. Moreover, online matching problems have lots of applications in…

Data Structures and Algorithms · Computer Science 2023-08-04 Anand Louis , Meghana Nasre , Prajakta Nimbhorkar , Govind S. Sankar

We revisit the problem of large-scale assortment optimization under the multinomial logit choice model without any assumptions on the structure of the feasible assortments. Scalable real-time assortment optimization has become essential in…

Optimization and Control · Mathematics 2018-05-02 Deeksha Sinha , Theja Tulabandhula

The Joint Replenishment Problem (JRP) deals with optimizing shipments of goods from a supplier to retailers through a shared warehouse. Each shipment involves transporting goods from the supplier to the warehouse, at a fixed cost C,…

Data Structures and Algorithms · Computer Science 2013-07-10 Marcin Bienkowski , Jaroslaw Byrka , Marek Chrobak , Łukasz Jeż , Jiří Sgall

We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…

Computer Science and Game Theory · Computer Science 2019-05-15 Thomas Nedelec , Noureddine El Karoui , Vianney Perchet

This paper studies the multi-item newsvendor problem with a constrained budget and information about demand limited to its range, mean and mean absolute deviation. We consider a minimax model that determines order quantities by minimizing…

Optimization and Control · Mathematics 2023-01-10 Guus Boonstra , Wouter J. E. C. van Eekelen , Johan S. H. van Leeuwaarden

In markets such as digital advertising auctions, bidders want to maximize value rather than payoff. This is different to the utility functions typically assumed in auction theory and leads to different strategies and outcomes. We refer to…

Computer Science and Game Theory · Computer Science 2016-07-14 Salman Fadaei , Martin Bichler

We study the basic allocation problem of assigning resources to players so as to maximize fairness. This is one of the few natural problems that enjoys the intriguing status of having a better estimation algorithm than approximation…

Data Structures and Algorithms · Computer Science 2016-11-24 Chidambaram Annamalai , Christos Kalaitzis , Ola Svensson

We improve the best known competitive ratio (from 1/4 to 1/2), for the online multi-unit allocation problem, where the objective is to maximize the single-price revenue. Moreover, the competitive ratio of our algorithm tends to 1, as the…

Computer Science and Game Theory · Computer Science 2009-01-13 Sourav Chakraborty , Nikhil Devanur

The Capacitated Location Routing Problem is an important planning and routing problem in logistics, which generalizes the capacitated vehicle routing problem and the uncapacitated facility location problem. In this problem, we are given a…

Data Structures and Algorithms · Computer Science 2025-03-18 Jingyang Zhao , Mingyu Xiao , Shunwang Wang

In many online advertisement (ad) exchanges, ad slots are each sold via a separate second-price auction. This paper considers the bidder's problem of maximizing the value of ads they purchase in these auctions, subject to budget…

Computer Science and Game Theory · Computer Science 2020-03-16 Jonathan Amar , Nicholas Renegar

We study the efficiency of sequential first-price item auctions at (subgame perfect) equilibrium. This auction format has recently attracted much attention, with previous work establishing positive results for unit-demand valuations and…

Computer Science and Game Theory · Computer Science 2013-09-11 Michal Feldman , Brendan Lucier , Vasilis Syrgkanis
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