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In this paper, we address a variant of the marketing mix optimization (MMO) problem which is commonly encountered in many industries, e.g., retail and consumer packaged goods (CPG) industries. This problem requires the spend for each…

Optimization and Control · Mathematics 2021-01-12 Hsin-Chan Huang , Jiefeng Xu , Alvin Lim

Bilevel programs with spatial price equilibrium constraints are strategic models that consider a price competition at the lower level. These models find application in facility location-price models, optimal bidding in power networks, and…

Optimization and Control · Mathematics 2024-06-25 Akshit Goyal , Jean-Philippe P. Richard

Collateral optimization refers to the systematic allocation of financial assets to satisfy obligations or secure transactions, while simultaneously minimizing costs and optimizing the usage of available resources. {This involves assessing…

Optimization and Control · Mathematics 2023-12-20 Megan Giron , Georgios Korpas , Waqas Parvaiz , Prashant Malik , Johannes Aspman

Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute actions in stochastic environments, modeled as Markov decision…

Multiagent Systems · Computer Science 2011-10-13 D. A. Dolgov , E. H. Durfee

This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner…

Machine Learning · Computer Science 2023-07-27 Awadelrahman M. A. Ahmed , Frank Eliassen , Yan Zhang

Budgets play a significant role in real-world sequential auction markets such as those implemented by internet companies. To maximize the value provided to auction participants, spending is smoothed across auctions so budgets are used for…

Computer Science and Game Theory · Computer Science 2021-05-11 Vincent Conitzer , Christian Kroer , Eric Sodomka , Nicolas E. Stier-Moses

Standard ad auction formats do not immediately extend to settings where multiple size configurations and layouts are available to advertisers. In these settings, the sale of web advertising space increasingly resembles a combinatorial…

Computer Science and Game Theory · Computer Science 2020-11-10 Rad Niazadeh , Jason Hartline , Nicole Immorlica , Mohammad Reza Khani , Brendan Lucier

The rise of algorithmic pricing in online retail platforms has attracted significant interest in how autonomous software agents interact under competition. This article explores the potential emergence of algorithmic collusion -…

Computer Science and Game Theory · Computer Science 2025-04-24 Martin Bichler , Julius Durmann , Matthias Oberlechner

We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. First, we show that it is not possible to solve this problem…

Optimization and Control · Mathematics 2020-11-17 Joey Huchette , Haihao Lu , Hossein Esfandiari , Vahab Mirrokni

Dynamic facility location problems predominantly suppose a monopoly over the service or product provided. Nonetheless, this premise can be a severe oversimplification in the presence of market competitors, as customers may prefer facilities…

Optimization and Control · Mathematics 2026-02-20 Warley Almeida Silva , Margarida Carvalho , Sanjay Dominik Jena

The combinatorial pricing problem (CPP) is a bilevel problem in which the leader maximizes their revenue by imposing tolls on certain items that they can control. Based on the tolls set by the leader, the follower selects a subset of items…

Optimization and Control · Mathematics 2025-06-10 Quang Minh Bui , Margarida Carvalho , José Neto

In today's dynamic and interconnected world, resource constraints pose significant challenges across various domains, ranging from networks, logistics and manufacturing to project management and optimization, etc. Resource-constrained…

Computer Science and Game Theory · Computer Science 2023-11-09 Shiksha Singhal

The prospect of collusive agreements being stabilized via the use of pricing algorithms is widely discussed by antitrust experts and economists. However, the literature is often lacking the perspective of computer scientists, and seems to…

Computers and Society · Computer Science 2021-10-12 Florian E. Dorner

We consider Stackelberg pricing games, which are also known as bilevel pricing problems, or combinatorial price-setting problems. This family of problems consists of games between two players: the leader and the follower. There is a market…

Computer Science and Game Theory · Computer Science 2025-11-11 Christoph Grüne , Dorothee Henke , Eva Rotenberg , Lasse Wulf

This work presents a descending-price-auction algorithm to obtain the maximum market-clearing price vector (MCP) in unit-demand matching markets with m items by exploiting the combinatorial structure. With a shrewd choice of goods for which…

Computer Science and Game Theory · Computer Science 2017-11-07 Shih-Tang Su , Jacob D. Abernethy , Grant Schoenebeck , Vijay G. Subramanian

Bridging logical and algorithmic reasoning with modern machine learning techniques is a fundamental challenge with potentially transformative impact. On the algorithmic side, many NP-hard problems can be expressed as integer programs, in…

Machine Learning · Computer Science 2024-12-16 Anselm Paulus , Michal Rolínek , Vít Musil , Brandon Amos , Georg Martius

In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…

Optimization and Control · Mathematics 2024-04-30 Marc Goerigk , Mohammad Khosravi

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

Assortment optimization refers to the problem of designing a slate of products to offer potential customers, such as stocking the shelves in a convenience store. The price of each product is fixed in advance, and a probabilistic choice…

Computer Science and Game Theory · Computer Science 2017-11-09 Nicole Immorlica , Brendan Lucier , Jieming Mao , Vasilis Syrgkanis , Christos Tzamos

In cloud investment markets, consumers are looking for the lowest cost and a desirable fairness while providers are looking for strategies to achieve the highest possible profit and return. Most existing models for auction-based resource…

Computer Science and Game Theory · Computer Science 2016-09-22 Reihaneh Hassanzadeh , Ali Movaghar , Hamid Reza Hassanzadeh