Related papers: The IID Prophet Inequality with Limited Flexibilit…
We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the…
In feature-based dynamic pricing, a seller sets appropriate prices for a sequence of products (described by feature vectors) on the fly by learning from the binary outcomes of previous sales sessions ("Sold" if valuation $\geq$ price, and…
We study the power of price discrimination via an intermediary in bilateral trade, when there is a revenue-maximizing seller selling an item to a buyer with a private value drawn from a prior. Between the seller and the buyer, there is an…
We consider an online multi-weighted generalization of several classic online optimization problems, called the online combinatorial assignment problem. We are given an independence system over a ground set of elements and agents that…
We consider the problem of fairly allocating a combination of divisible and indivisible goods. While fairness criteria like envy-freeness (EF) and proportionality (PROP) can always be achieved for divisible goods, only their relaxed…
In the quest for market mechanisms that are easy to implement, yet close to optimal, few seem as viable as posted pricing. Despite the growing body of impressive results, the performance of most posted price mechanisms however, rely…
We provide a characterization of revenue-optimal dynamic mechanisms in settings where a monopolist sells k items over k periods to a buyer who realizes his value for item i in the beginning of period i. We require that the mechanism…
This paper aims to investigate and achieve seller-side fairness within online marketplaces, where many sellers and their items are not sufficiently exposed to customers in an e-commerce platform. This phenomenon raises concerns regarding…
We study the online fair division problem, where indivisible goods arrive sequentially and must be allocated immediately and irrevocably. Prior work establishes strong impossibility results for approximating classic notions such as…
When sales of a product are affected by randomness in demand, retailers can use dynamic pricing strategies to maximise their profits. In this article the pricing problem is formulated as a stochastic optimal control problem, where the…
We study the revenue comparison problem of auctions when the seller has a maxmin expected utility preference. The seller holds a set of priors around some reference belief, interpreted as an approximating model of the true probability law…
We study the classic problem of fairly allocating a set of indivisible goods among a group of agents, and focus on the notion of approximate proportionality known as PROPm. Prior work showed that there exists an allocation that satisfies…
We adopt a parametric approach to analyze the worst-case degradation in social welfare when the allocation of indivisible goods is constrained to be fair. Specifically, we are concerned with cardinality-constrained allocations, which…
We consider a scenario where a retailer can set different prices for different consumers in a smart grid. The retailer's objective is to maximize the revenue, minimize the operating cost, and maximize the consumer's welfare. The retailer…
The secretary problem or the game of Googol are classic models for online selection problems that have received significant attention in the last five decades. We consider a variant of the problem and explore its connections to data-driven…
In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…
Modeling and shaping how information spreads through a network is a major research topic in network analysis. While initially the focus has been mostly on efficiency, recently fairness criteria have been taken into account in this setting.…
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…
We consider a one-period Kyle (1985) framework where the insider can be subject to a penalty if she trades. We establish existence and uniqueness of equilibrium for virtually any penalty function when noise is uniform. In equilibrium, the…
Contemporary real-world online ad auctions differ from canonical models [Edelman et al., 2007; Varian, 2009] in at least four ways: (1) values and click-through rates can depend upon users' search queries, but advertisers can only partially…