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We consider the Item Pricing problem for revenue maximization in the limited supply setting, where a single seller with $n$ items caters to $m$ buyers with unknown subadditive valuation functions who arrive in a sequence. The seller sets…

Computer Science and Game Theory · Computer Science 2009-05-21 Tanmoy Chakraborty , Zhiyi Huang , Sanjeev Khanna

The $\textit{data market design}$ problem is a problem in economic theory to find a set of signaling schemes (statistical experiments) to maximize expected revenue to the information seller, where each experiment reveals some of the…

Computer Science and Game Theory · Computer Science 2023-11-01 Sai Srivatsa Ravindranath , Yanchen Jiang , David C. Parkes

Data analytics using machine learning (ML) has become ubiquitous in science, business intelligence, journalism and many other domains. While a lot of work focuses on reducing the training cost, inference runtime and storage cost of ML…

Databases · Computer Science 2018-05-30 Lingjiao Chen , Paraschos Koutris , Arun Kumar

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay

We consider a feature-based personalized pricing problem in which the buyer is strategic: given the seller's pricing policy, the buyer can augment the features that they reveal to the seller to obtain a low price for the product. We model…

Optimization and Control · Mathematics 2024-08-19 Zhi Chen , Bradley Sturt , Weijun Xie

With the rapid growth of the cloud computing marketplace, the issue of pricing resources in the cloud has been the subject of much study in recent years. In this paper, we identify and study a new issue: how to price resources in the cloud…

Computer Science and Game Theory · Computer Science 2016-10-04 Kamal Jain , Tung Mai , Vijay V. Vazirani

We consider prior-free auctions for revenue and welfare maximization when agents have a common budget. The abstract environments we consider are ones where there is a downward-closed and symmetric feasibility constraint on the probabilities…

Computer Science and Game Theory · Computer Science 2012-12-27 Nikhil R. Devanur , Bach Q. Ha , Jason D. Hartline

The society's insatiable appetites for personal data are driving the emergency of data markets, allowing data consumers to launch customized queries over the datasets collected by a data broker from data owners. In this paper, we study how…

Computational Engineering, Finance, and Science · Computer Science 2019-12-02 Chaoyue Niu , Zhenzhe Zheng , Fan Wu , Shaojie Tang , Guihai Chen

This paper studies line planning for urban bus networks that face multiple resource limits such as budget, labor, and emission caps while using heterogeneous fleets. The objective is to maximize total reward from serving passengers by…

Optimization and Control · Mathematics 2026-04-07 Hongyi Jiang , Igor Averbakh , Samitha Samaranayake

We study \emph{combinatorial procurement auctions}, where a buyer with a valuation function $v$ and budget $B$ wishes to buy a set of items. Each item $i$ has a cost $c_i$ and the buyer is interested in a set $S$ that maximizes $v(S)$…

Computer Science and Game Theory · Computer Science 2015-03-19 Ashwinkumar Badanidiyuru , Shahar Dobzinski , Sigal Oren

Selling a single item to $n$ self-interested buyers is a fundamental problem in economics, where the two objectives typically considered are welfare maximization and revenue maximization. Since the optimal mechanisms are often impractical…

Computer Science and Game Theory · Computer Science 2024-11-06 Billy Jin , Thomas Kesselheim , Will Ma , Sahil Singla

We study a real-time bidding problem resulting from a set of contractual obligations stipulating that a firm win a specified number of heterogeneous impressions or ad placements over a defined duration in a real-time auction. The contracts…

Systems and Control · Electrical Eng. & Systems 2020-12-21 R. J. Kinnear , R. R. Mazumdar , P. Marbach

Large-scale online recommendation systems must facilitate the allocation of a limited number of items among competing users while learning their preferences from user feedback. As a principled way of incorporating market constraints and…

Machine Learning · Computer Science 2022-12-15 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

Problem definition: We study a data-driven pricing problem in which a seller sets a price for a single item based on demand observed at a limited number of historical prices. Our goal is to quantify the value of such information and to…

Computer Science and Game Theory · Computer Science 2026-05-19 Achraf Bahamou , Omar Besbes , Omar Mouchtaki

We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…

Artificial Intelligence · Computer Science 2014-11-17 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

Considering that a trader or a trading algorithm interacting with markets during continuous auctions can be modeled by an iterating procedure adjusting the price at which he posts orders at a given rhythm, this paper proposes a procedure…

Trading and Market Microstructure · Quantitative Finance 2012-09-12 Sophie Laruelle , Charles-Albert Lehalle , Gilles Pagès

We study an assortment optimization problem under a multi-purchase choice model in which customers choose a bundle of up to one product from each of two product categories. Different bundles have different utilities and the bundle price is…

Data Structures and Algorithms · Computer Science 2022-10-12 Xin Chen , Jiachun Li , Menglong Li , Tiancheng Zhao , Yuan Zhou

Firms' algorithm development practices are often homogeneous. Whether firms train algorithms on similar data, aim at similar benchmarks, or rely on similar pre-trained models, the result is correlated predictions. We model the impact of…

Computer Science and Game Theory · Computer Science 2025-03-21 Nathanael Jo , Kathleen Creel , Ashia Wilson , Manish Raghavan

In this paper we consider the problem of pricing multiple differentiated products. This is challenging as a price change in one product, not only changes the demand of that particular product, but also the demand for the other products. To…

Optimization and Control · Mathematics 2017-10-27 Ruben van de Geer , Sandjai Bhulai

A two-sided market consists of two sets of agents, each of whom have preferences over the other (Airbnb, Upwork, Lyft, Uber, etc.). We propose and analyze a repeated matching problem, where some set of matches occur on each time step, and…

Computer Science and Game Theory · Computer Science 2020-09-22 Sreenivas Gollapudi , Kostas Kollias , Benjamin Plaut
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