Related papers: Estimating customer delay and tardiness sensitivit…
Nash equilibrium is a central solution concept for reasoning about self-interested agents. We address the problem of synthesizing Nash equilibria in two-player deterministic games on graphs, where players have private, partially-ordered…
The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…
In this paper, we consider revenue maximization problem for a two server system in the presence of heterogeneous customers. We assume that the customers differ in their cost for unit delay and this is modeled as a continuous random variable…
In this research a continuous model for resource allocations in a queuing system is considered and a local prediction on the system behavior is developed. As a result we obtain a set of possible cases, some of which lead to quite clear…
We consider the problem of staffing large-scale service systems with multiple customer classes and multiple dedicated server pools under joint quality-of-service (QoS) constraints. We first analyze the case in which arrival rates are…
We study the problem of matching agents who arrive at a marketplace over time and leave after d time periods. Agents can only be matched while they are present in the marketplace. Each pair of agents can yield a different match value, and…
The quadratic system provided by the Time of Arrival technique can be solved analytical or by optimization algorithms. In real environments the measurements are always corrupted by noise. This measurement noise effects the analytical…
We study interactions with uncertainty about demand sensitivity. In our solution concept (1) firms choose seemingly-optimal strategies given the level of sophistication of their data analytics, and (2) the levels of sophistication form best…
Caching is crucial for system performance, but the delayed hit phenomenon, where requests queue during lengthy fetches after a cache miss, significantly degrades user-perceived latency in modern high-throughput systems. While prior works…
We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of this exchange is motivated by the limit order book mechanism…
In this note, we apply Stein's method to analyze the performance of general load balancing schemes in the many-server heavy-traffic regime. In particular, consider a load balancing system of $N$ servers and the distance of arrival rate to…
Attack detection is usually approached as a classification problem. However, standard classification tools often perform poorly because an adaptive attacker can shape his attacks in response to the algorithm. This has led to the recent…
We evaluate the average waiting time between observing the price of financial markets and the next price change, especially in an on-line foreign exchange trading service for individual customers via the internet. Basic technical idea of…
We consider a stochastic bipartite matching model consisting of multi-class customers and multi-class servers. Compatibility constraints between the customer and server classes are described by a bipartite graph. Each time slot, exactly one…
With the growing workload of inference tasks on mobile devices, state-of-the-art neural architectures (NAs) are typically designed through Neural Architecture Search (NAS) to identify NAs with good tradeoffs between accuracy and efficiency…
Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…
Many applications of RCTs involve the presence of multiple treatment administrators -- from field experiments to online advertising -- that compete for the subjects' attention. In the face of competition, estimating a causal effect becomes…
I consider the optimal hourly (or per-unit-time in general) pricing problem faced by a freelance worker (or a service provider) on an on-demand service platform. Service requests arriving while the worker is busy are lost forever. Thus, the…
In network formation games, agents form edges with each other to maximize their utility. Each agent's utility depends on its private beliefs and its edges in the network. Strategic agents can misrepresent their beliefs to get a better…
In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…