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In the context of `Everything-as-a-Service', the transportation sector has been evolving towards user-centric business models in which customized services and mode-agnostic mobility resources are priced in a unified framework. Yet, in the…

Optimization and Control · Mathematics 2021-03-30 Haoning Xi , Wei Liu , David Rey , S. Travis Waller , Philip Kilby

In e-commerce advertising, it is crucial to jointly consider various performance metrics, e.g., user experience, advertiser utility, and platform revenue. Traditional auction mechanisms, such as GSP and VCG auctions, can be suboptimal due…

Computer Science and Game Theory · Computer Science 2021-07-15 Xiangyu Liu , Chuan Yu , Zhilin Zhang , Zhenzhe Zheng , Yu Rong , Hongtao Lv , Da Huo , Yiqing Wang , Dagui Chen , Jian Xu , Fan Wu , Guihai Chen , Xiaoqiang Zhu

Standard procurement models assume that the buyer knows the quality of the good at the time of procurement; however, in many settings, the quality is learned only long after the transaction. We study procurement problems in which the…

Theoretical Economics · Economics 2026-04-03 Kun Zhang

Optimal mechanisms have been provided in quite general multi-item settings, as long as each bidder's type distribution is given explicitly by listing every type in the support along with its associated probability. In the implicit setting,…

Computer Science and Game Theory · Computer Science 2015-03-09 Constantinos Daskalakis , Alan Deckelbaum , Christos Tzamos

We study a game between autobidding algorithms that compete in an online advertising platform. Each autobidder is tasked with maximizing its advertiser's total value over multiple rounds of a repeated auction, subject to budget and…

Computer Science and Game Theory · Computer Science 2024-12-03 Brendan Lucier , Sarath Pattathil , Aleksandrs Slivkins , Mengxiao Zhang

We study the classical weighted perfect matchings problem for bipartite graphs or sometimes referred to as the assignment problem, i.e., given a weighted bipartite graph $G = (U\cup V,E)$ with weights $w : E \rightarrow \mathcal{R}$ we are…

Data Structures and Algorithms · Computer Science 2021-01-19 Megha Khosla , Avishek Anand

This paper studies mechanism design for auctions with externalities on budgets, a novel setting where the budgets that bidders commit are adjusted due to the externality of the competitors' allocation outcomes-a departure from traditional…

Computer Science and Game Theory · Computer Science 2025-04-22 Yusen Zheng , Yukun Cheng , Chenyang Xu , Xiaotie Deng

The resource allocation problem of optimal assignment of the clients to the available access points in 60 GHz millimeterWave wireless access networks is investigated. The problem is posed as a multiassignment optimisation problem. The…

Networking and Internet Architecture · Computer Science 2013-04-09 George Athanasiou , Pradeep Chathuranga Weeraddana , Carlo Fischione

We consider an extension of the rollout algorithm that applies to constrained deterministic dynamic programming, including challenging combinatorial optimization problems. The algorithm relies on a suboptimal policy, called base heuristic.…

Optimization and Control · Mathematics 2020-04-28 Dimitri Bertsekas

Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…

Data Structures and Algorithms · Computer Science 2021-11-08 Santiago Balseiro , Haihao Lu , Vahab Mirrokni

The issue of fairness in AI arises from discriminatory practices in applications like job recommendations and risk assessments, emphasising the need for algorithms that do not discriminate based on group characteristics. This concern is…

Computer Science and Game Theory · Computer Science 2024-08-12 Fengjuan Jia , Mengxiao Zhang , Jiamou Liu , Bakh Khoussainov

The amount of transmitted data in computer networks is expected to grow considerably in the future, putting more and more pressure on the network infrastructures. In order to guarantee a good service, it then becomes fundamental to use the…

Networking and Internet Architecture · Computer Science 2018-05-14 Stefano D'Aronco , Pascal Frossard

Routing and scheduling problems are fundamental problems in combinatorial optimization, and also have many applications. Most variations of these problems are NP-Hard, so we need to use heuristics to solve these problems on large instances,…

Data Structures and Algorithms · Computer Science 2015-02-20 Arindam Pal

Graphs are a natural representation for systems based on relations between connected entities. Combinatorial optimization problems, which arise when considering an objective function related to a process of interest on discrete structures,…

Machine Learning · Computer Science 2024-08-21 Victor-Alexandru Darvariu , Stephen Hailes , Mirco Musolesi

Routing optimization is a relevant problem in many contexts. Solving directly this type of optimization problem is often computationally unfeasible. Recent studies suggest that one can instead turn this problem into one of solving a…

Physics and Society · Physics 2020-12-11 Diego Baptista , Daniela Leite , Enrico Facca , Mario Putti , Caterina De Bacco

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Algorithmic trading refers to executing buy and sell orders for specific assets based on automatically identified trading opportunities. Strategies based on reinforcement learning (RL) have demonstrated remarkable capabilities in addressing…

Trading and Market Microstructure · Quantitative Finance 2024-07-03 Xi Cheng , Jinghao Zhang , Yunan Zeng , Wenfang Xue

This thesis explores the benefits machine learning algorithms can bring to online planning and scheduling for autonomous vehicles in off-road situations. Mainly, we focus on typical problems of interest which include computing itineraries…

Artificial Intelligence · Computer Science 2021-08-03 Kevin Osanlou

First-price auctions have largely replaced traditional bidding approaches based on Vickrey auctions in programmatic advertising. As far as learning is concerned, first-price auctions are more challenging because the optimal bidding strategy…

Machine Learning · Computer Science 2021-11-23 Juliette Achddou , Olivier Cappé , Aurélien Garivier

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger
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