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Matching and pricing are two critical levers in two-sided marketplaces to connect demand and supply. The platform can produce more efficient matching and pricing decisions by batching the demand requests. We initiate the study of the…

Data Structures and Algorithms · Computer Science 2022-10-24 Yiding Feng , Rad Niazadeh , Amin Saberi

A platform commits to a search algorithm that maps prices to search order. Given this algorithm, sellers set prices, and consumers engage in sequential search. This framework generalizes the ordered search literature. We introduce a special…

Theoretical Economics · Economics 2025-03-06 Xiaoyu Chen , Jingmin Huang , Yibo Lian

We investigate the optimal pricing strategy in a service-providing framework, where customers can leave the system prior to service completion. In this setting, a price is quoted to an incoming customer based on the current number of…

Optimization and Control · Mathematics 2026-05-05 Jieqi Di , Sigrún Andradóttir , Hayriye Ayhan

We study a competitive online optimization problem with multiple inventories. In the problem, an online decision maker seeks to optimize the allocation of multiple capacity-limited inventories over a slotted horizon, while the allocation…

Performance · Computer Science 2022-02-08 Qiulin Lin , Yanfang Mo , Junyan Su , Minghua Chen

We are interested in the problem of optimal commitments in rank-and-bid based auctions, a general class of auctions that include first price and all-pay auctions as special cases. Our main contribution is a novel approach to solve for…

Computer Science and Game Theory · Computer Science 2015-02-27 Zihe Wang , Pingzhong Tang

This paper presents the economic impacts of spot instance service on the cloud service providers (CSPs) and the customers when the CSPs offer it along with the on-demand instance service to the customers. We model the interaction between…

Computer Science and Game Theory · Computer Science 2023-06-05 Hyojung Lee , Lam Vu , Minsung Jang

Optimal execution, i.e., the determination of the most cost-effective way to trade volumes in continuous trading sessions, has been a topic of interest in the equity trading world for years. Electricity intraday trading slowly follows this…

Trading and Market Microstructure · Quantitative Finance 2020-10-06 Christopher Kath , Florian Ziel

We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…

Machine Learning · Computer Science 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

This paper considers the hidden-action model of the principal-agent problem, in which a principal incentivizes an agent to work on a project using a contract. We investigate whether contracts with bounded payments are learnable and…

Computer Science and Game Theory · Computer Science 2024-02-23 Yurong Chen , Zhaohua Chen , Xiaotie Deng , Zhiyi Huang

To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by the characteristics of the order flow and…

Trading and Market Microstructure · Quantitative Finance 2014-11-25 Rama Cont , Arseniy Kukanov

We study the problem of maximizing the average hourly profit earned by a Software-as-a-Service (SaaS) provider who runs a software service on behalf of a customer using servers rented from an Infrastructure-as-a-Service (IaaS) provider. The…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-07-19 Michele Mazzucco , Martti Vasar , Marlon Dumas

Cloud containers represent a new, light-weight alternative to virtual machines in cloud computing. A user job may be described by a container graph that specifies the resource profile of each container and container dependence relations.…

Computer Science and Game Theory · Computer Science 2018-01-19 Lin Ma , Ruiting Zhou , Zongpeng Li

In this paper, we study the market-oriented online bi-objective service scheduling problem for pleasingly parallel jobs with variable resources in cloud environments, from the perspective of SaaS (Software-as-as-Service) providers who…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-18 Bingbing Zheng , Li Pan , Shijun Liu

We propose throughput and cost optimal job scheduling algorithms in cloud computing platforms offering Infrastructure as a Service. We first consider online migration and propose job scheduling algorithms to minimize job migration and…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-07 Haritha K , Chandramani Singh

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

In modern distributed computing systems, unpredictable and unreliable infrastructures result in high variability of computing resources. Meanwhile, there is significantly increasing demand for timely and event-driven services with deadline…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-12 Chien-Sheng Yang , Ramtin Pedarsani , A. Salman Avestimehr

Many prominent smart-contract applications such as payment channels, auctions, and voting systems often involve a mechanism in which some party must respond to a challenge or appeal some action within a fixed time limit. This pattern of…

Cryptography and Security · Computer Science 2022-09-27 Ayelet Lotem , Sarah Azouvi , Patrick McCorry , Aviv Zohar

We consider a hierarchical edge-cloud architecture in which services are provided to mobile users as chains of virtual network functions. Each service has specific computation requirements and target delay performance, which require placing…

Networking and Internet Architecture · Computer Science 2022-02-21 Itamar Cohen , Carla Fabiana Chiasserini , Paolo Giaccone , Gabriel Scalosub

Bag of Distributed Tasks (BoDT) can benefit from decentralised execution on the Cloud. However, there is a trade-off between the performance that can be achieved by employing a large number of Cloud VMs for the tasks and the monetary…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-31 Long Thai , Blesson Varghese , Adam Barker

We consider the online machine minimization problem in which jobs with hard deadlines arrive online over time at their release dates. The task is to determine a feasible schedule on a minimum number of machines. Our main result is a general…

Data Structures and Algorithms · Computer Science 2015-06-19 Lin Chen , Nicole Megow , Kevin Schewior