Related papers: The Price of Information in Combinatorial Optimiza…
We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input dataset are uncertain. The class of problems that we study includes shortest paths, minimum weight spanning trees,…
We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…
We study a multi-player one-round game termed Stackelberg Network Pricing Game, in which a leader can set prices for a subset of $m$ priceable edges in a graph. The other edges have a fixed cost. Based on the leader's decision one or more…
We consider a cost sharing problem to connect all nodes in a weighted undirected graph, where the weight of each edge represents the cost to use the edge for the connectivity and the cost has to be shared among all connected nodes. There is…
In this paper, we analyse how a peer-to-peer sharing platform should price its service (when imagined as an excludable public good) to maximize profit, when each user's participation adds value to the platform service by creating a positive…
Online platforms collect rich information about participants and then share some of this information back with them to improve market outcomes. In this paper we study the following information disclosure problem in two-sided markets: If a…
This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…
In order to conduct analyses of networked systems where connections between individuals take on a range of values - counts, continuous strengths or ordinal rankings - a common technique is to dichotomize the data according to their…
We study the network pricing problem where the leader maximizes their revenue by determining the optimal amounts of tolls to charge on a set of arcs, under the assumption that the followers will react rationally and choose the shortest…
In many applications, it is desirable to extract only the relevant information from complex input data, which involves making a decision about which input features are relevant. The information bottleneck method formalizes this as an…
Tiering is an essential technique for building large-scale information retrieval systems. While the selection of documents for high priority tiers critically impacts the efficiency of tiering, past work focuses on optimizing it with respect…
We study the minimum spanning tree problem on the complete graph $K_n$ where an edge $e$ has a weight $W_e$ and a cost $C_e$, each of which is an independent copy of the random variable $U^\gamma$ where $\gamma\leq 1$ and $U$ is the uniform…
In this paper, we consider a financial market with assets exposed to some risks inducing jumps in the asset prices, and which can still be traded after default times. We use a default-intensity modeling approach, and address in this…
The importance of a node in a directed graph can be measured by its PageRank. The PageRank of a node is used in a number of application contexts - including ranking websites - and can be interpreted as the average portion of time spent at…
The auction theory literature has so far focused mostly on the design of mechanisms that takes the revenue or the efficiency as a yardstick. However, scenarios where the {\it capacity}, which we define as \textit{``the number of bidders the…
We develop a new approach for online network design and obtain improved competitive ratios for several problems. Our approach gives natural deterministic algorithms and simple analyses. At the heart of our work is a novel application of…
This paper focuses on managing the cost of deliberation before action. In many problems, the overall quality of the solution reflects costs incurred and resources consumed in deliberation as well as the cost and benefit of execution, when…
A central challenge in using price signals to coordinate the electricity consumption of a group of users is the operator's lack of knowledge of the users due to privacy concerns. In this paper, we develop a two-time-scale incentive…
In the \emph{budgeted rooted node-weighted Steiner tree} problem, we are given a graph $G$ with $n$ nodes, a predefined node $r$, two weights associated to each node modelling costs and prizes. The aim is to find a tree in $G$ rooted at $r$…
In this letter we discuss cost optimization of sensor networks monitoring structurally full-rank systems under distributed observability constraint. Using structured systems theory, the problem is relaxed into two subproblems: (i) sensing…