Related papers: Online Revenue Maximization with Unknown Concave U…
This paper studies an online selection problem, where a seller seeks to sequentially sell multiple copies of an item to arriving buyers. We consider an adversarial setting, making no modeling assumptions about buyers' valuations for the…
Recently the influence maximization problem has received much attention for its applications on viral marketing and product promotions. However, such influence maximization problems have not taken into account the monetary effect on the…
We study the online constrained ranking problem motivated by an application to web-traffic shaping: an online stream of sessions arrive in which, within each session, we are asked to rank items. The challenge involves optimizing the ranking…
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.…
This paper investigates the problem of controlling a linear system under possibly unbounded stochastic noise with unknown convex cost functions, known as an online control problem. In contrast to the existing work, which assumes the…
We address the challenging problem of dynamically pricing complementary items that are sequentially displayed to customers. An illustrative example is the online sale of flight tickets, where customers navigate through multiple web pages.…
Lately, personalized marketing has become important for retail/e-retail firms due to significant rise in online shopping and market competition. Increase in online shopping and high market competition has led to an increase in promotional…
Product ranking is the core problem for revenue-maximizing online retailers. To design proper product ranking algorithms, various consumer choice models are proposed to characterize the consumers' behaviors when they are provided with a…
We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave…
This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) discrete-time financial market model with finite time horizon. In contrast to the standard setting, a possibly non-concave utility…
We consider the revenue maximization problem with sharp multi-demand, in which $m$ indivisible items have to be sold to $n$ potential buyers. Each buyer $i$ is interested in getting exactly $d_i$ items, and each item $j$ gives a benefit…
This paper studies a problem of jointly optimizing two important operations in mobile edge computing without knowing future requests, namely service caching, which determines which services to be hosted at the edge, and service routing,…
We study a data pricing problem, where a seller has access to $N$ homogeneous data points (e.g. drawn i.i.d. from some distribution). There are $m$ types of buyers in the market, where buyers of the same type $i$ have the same valuation…
We study the problem of designing posted-price mechanisms in order to sell a single unit of a single item within a finite period of time. Motivated by real-world problems, such as, e.g., long-term rental of rooms and apartments, we assume…
We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…
Learning-augmented algorithms have been extensively studied across the computer science community in the recent years, driven by advances in machine learning predictors, which can provide additional information to augment classical…
We study the problem of online convex optimization (OCO) under unknown linear constraints that are either static, or stochastically time-varying. For this problem, we introduce an algorithm that we term Optimistically Safe OCO (OSOCO) and…
We study the optimal pricing strategies of a monopolist selling a divisible good (service) to consumers that are embedded in a social network. A key feature of our model is that consumers experience a (positive) local network effect. In…
The online advertising management platform has become increasingly popular among e-commerce vendors/advertisers, offering a streamlined approach to reach target customers. Despite its advantages, configuring advertising strategies correctly…
This paper studies a finite-horizon portfolio selection problem with non-concave terminal utility and proportional transaction costs, in which the commonly used concavification principle for terminal value is no longer applicable. We…