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Dynamic pricing is both an opportunity and a challenge to the demand side. It is an opportunity as it better reflects the real time market conditions and hence enables an active demand side. However, demand's active participation does not…

Systems and Control · Electrical Eng. & Systems 2019-12-04 Jiaman Wu , Zhiqi Wang , Chenye Wu , Kui Wang , Yang Yu

We consider dynamic pricing schemes in online settings where selfish agents generate online events. Previous work on online mechanisms has dealt almost entirely with the goal of maximizing social welfare or revenue in an auction settings.…

Computer Science and Game Theory · Computer Science 2015-04-07 Ilan Reuven Cohen , Alon Eden , Amos Fiat , Łukasz Jeż

Auctions for perishable goods such as internet ad inventory need to make real-time allocation and pricing decisions as the supply of the good arrives in an online manner, without knowing the entire supply in advance. These allocation and…

Computer Science and Game Theory · Computer Science 2012-10-05 Gagan Goel , Vahab Mirrokni , Renato Paes Leme

In cloud computing, users scale their resources (computational) based on their need. There is massive literature dealing with such resource scaling algorithms. These works ignore a fundamental constrain imposed by all Cloud Service…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-09-01 Gourav Saha , Ramkrishna Pasumarthy

Complex network data problems are increasingly common in many fields of application. Our motivation is drawn from strategic marketing studies monitoring customer choices of specific products, along with co-subscription networks encoding…

Applications · Statistics 2018-09-11 Daniele Durante , Sally Paganin , Bruno Scarpa , David B. Dunson

We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…

Optimization and Control · Mathematics 2017-08-11 Pan Li , Hao Wang , Baosen Zhang

Offline policy learning aims to discover decision-making policies from previously-collected datasets without additional online interactions with the environment. As the training dataset is fixed, its quality becomes a crucial determining…

Machine Learning · Computer Science 2024-02-16 Qiang Wang , Yixin Deng , Francisco Roldan Sanchez , Keru Wang , Kevin McGuinness , Noel O'Connor , Stephen J. Redmond

As a popular form of knowledge and experience, patterns and their identification have been critical tasks in most data mining applications. However, as far as we are aware, no study has systematically examined the dynamics of pattern values…

Optimization and Control · Mathematics 2024-09-10 Huayan Zhang , Ruibin Bai , Tie-Yan Liu , Jiawei Li , Bingchen Lin , Jianfeng Ren

Platform giants in China have operated with persistently compressed margins in highly concentrated markets for much of the past decade, despite market shares exceeding 60\% in core segments. Standard theory predicts otherwise: either the…

Theoretical Economics · Economics 2026-01-23 Liang Chen

Dynamic pricing schemes were introduced as an alternative to posted-price mechanisms. In contrast to static models, the dynamic setting allows to update the prices between buyer-arrivals based on the remaining sets of items and buyers, and…

Computer Science and Game Theory · Computer Science 2022-04-27 Kristóf Bérczi , Erika R. Bérczi-Kovács , Evelin Szögi

Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a known demand. Guruswami et al. (2005) propose this problem…

Computer Science and Game Theory · Computer Science 2008-08-13 Shuchi Chawla , Jason Hartline , Robert Kleinberg

We propose a new clustering approach, called optimality-based clustering, that clusters data points based on their latent decision-making preferences. We assume that each data point is a decision generated by a decision-maker who…

Optimization and Control · Mathematics 2022-02-15 Zahed Shahmoradi , Taewoo Lee

In this paper we consider the problem of clustering collections of very short texts using subspace clustering. This problem arises in many applications such as product categorisation, fraud detection, and sentiment analysis. The main…

Machine Learning · Statistics 2019-01-29 Hankui Peng , Nicos Pavlidis , Idris Eckley , Ioannis Tsalamanis

Minimizing the peak power consumption and matching demand to supply, under fixed threshold polices, are two key requirements for the success of the future electricity market. In this work, we consider dynamic pricing methods to minimize the…

Optimization and Control · Mathematics 2016-10-26 Zaid Almahmoud , Jacob Crandall , Khaled Elbassioni , Trung Thanh Nguyen , Mardavij Roozbehani

This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…

Social Reinforcement Learning methods, which model agents in large networks, are useful for fake news mitigation, personalized teaching/healthcare, and viral marketing, but it is challenging to incorporate inter-agent dependencies into the…

Machine Learning · Computer Science 2020-03-25 Mahak Goindani , Jennifer Neville

In this paper, we study a data caching problem in the cloud environment, where multiple frequently co-utilised data items could be packed as a single item being transferred to serve a sequence of data requests dynamically with reduced cost.…

Data Structures and Algorithms · Computer Science 2022-08-08 Jiashu Wu , Hao Dai , Yang Wang , Yong Zhang , Dong Huang , Chengzhong Xu

In the rapidly evolving world of financial markets, understanding the dynamics of limit order book (LOB) is crucial for unraveling market microstructure and participant behavior. We introduce ClusterLOB as a method to cluster individual…

Trading and Market Microstructure · Quantitative Finance 2025-05-13 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Dynamic pricing of goods in a competitive environment to maximize revenue is a natural objective and has been a subject of research over the years. In this paper, we focus on a class of markets exhibiting the substitutes property with…

Machine Learning · Computer Science 2017-09-18 Paresh Nakhe

When launching new products, firms face uncertainty about market reception. Online reviews provide valuable information not only to consumers but also to firms, allowing firms to adjust the product characteristics, including its selling…

Machine Learning · Computer Science 2024-04-24 José Correa , Mathieu Mari , Andrew Xia