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In this paper, we study a retailer price optimization problem which includes the practical constraints: maximum number of price changes and minimum amount of price change (if a change is recommended). We provide a closed-form formula for…

Optimization and Control · Mathematics 2021-04-21 Xiaojie Wang , Hsin-Chan Huang , Lanshan Han , Alvin Lim

We study an assortment optimization problem under a multi-purchase choice model in which customers choose a bundle of up to one product from each of two product categories. Different bundles have different utilities and the bundle price is…

Data Structures and Algorithms · Computer Science 2022-10-12 Xin Chen , Jiachun Li , Menglong Li , Tiancheng Zhao , Yuan Zhou

We prove polynomial-time solvability of a large class of clustering problems where a weighted set of items has to be partitioned into clusters with respect to some balancing constraints. The data points are weighted with respect to…

Optimization and Control · Mathematics 2016-05-24 Steffen Borgwardt , Shmuel Onn

Budgeted uncertainty sets have been established as a major influence on uncertainty modeling for robust optimization problems. A drawback of such sets is that the budget constraint only restricts the global amount of cost increase that can…

Optimization and Control · Mathematics 2020-08-28 Marc Goerigk , Stefan Lendl

We propose an exact polynomial algorithm for a resource allocation problem with convex costs and constraints on partial sums of resource consumptions, in the presence of either continuous or integer variables. No assumption of strict…

Data Structures and Algorithms · Computer Science 2014-04-29 Thibaut Vidal , Patrick Jaillet , Nelson Maculan

Motivated by modern-day applications such as Attended Home Delivery and Preference-based Group Scheduling, where decision makers wish to steer a large number of customers toward choosing the exact same alternative, we introduce a novel…

Optimization and Control · Mathematics 2025-02-13 Omar El Housni , Marouane Ibn Brahim , Danny Segev

We study a continuous-time, finite horizon, stochastic partially reversible investment problem for a firm producing a single good in a market with frictions. The production capacity is modeled as a one-dimensional, time-homogeneous, linear…

Optimization and Control · Mathematics 2014-11-13 Tiziano De Angelis , Giorgio Ferrari

We study the allocation of indivisible goods under conflicting constraints, represented by a graph. In this framework, vertices correspond to goods and edges correspond to conflicts between a pair of goods. Each agent is allocated an…

Computer Science and Game Theory · Computer Science 2025-06-18 Ayumi Igarashi , Pasin Manurangsi , Hirotaka Yoneda

In this paper we consider multidimensional mechanism design problem for selling discrete substitutable items to a group of buyers. Previous work on this problem mostly focus on stochastic description of valuations used by the seller.…

Computer Science and Game Theory · Computer Science 2017-01-05 Maciej Drwal

The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…

Optimization and Control · Mathematics 2025-02-17 Xinyi Guan , Velibor V. Mišić

The main contribution of this paper resides in developing a new algorithmic approach for addressing the continuous-time joint replenishment problem, termed $\Psi$-pairwise alignment. The latter mechanism, through which we synchronize…

Data Structures and Algorithms · Computer Science 2023-02-21 Danny Segev

We study procurement games where each seller supplies multiple units of his item, with a cost per unit known only to him. The buyer can purchase any number of units from each seller, values different combinations of the items differently,…

Computer Science and Game Theory · Computer Science 2014-09-29 Hau Chan , Jing Chen

This paper investigates a continuous-time portfolio optimization problem with the following features: (i) a no-short selling constraint; (ii) a leverage constraint, that is, an upper limit for the sum of portfolio weights; and (iii) a…

Portfolio Management · Quantitative Finance 2022-03-08 Masashi Ieda

We consider the problem of designing revenue-optimal auctions for selling two items and bidders' valuations are independent among bidders but negatively correlated among items. In this paper, we obtain the closed-form optimal auction for…

Computer Science and Game Theory · Computer Science 2016-06-03 Pingzhong Tang , Zihe Wang

We study the problem of fairly allocating indivisible goods and chores under category constraints. Specifically, there are $n$ agents and $m$ indivisible items which are partitioned into categories with associated capacities. An allocation…

Computer Science and Game Theory · Computer Science 2026-04-21 Ayumi Igarashi , Frédéric Meunier

Many scenarios where agents with restrictions compete for resources can be cast as maximum matching problems on bipartite graphs. Our focus is on resource allocation problems where agents may have restrictions that make them incompatible…

Artificial Intelligence · Computer Science 2022-09-13 Yohai Trabelsi , Abhijin Adiga , Sarit Kraus , S. S. Ravi

We formalize the problem of selecting the optimal set of options for planning as that of computing the smallest set of options so that planning converges in less than a given maximum of value-iteration passes. We first show that the problem…

Artificial Intelligence · Computer Science 2019-03-19 Yuu Jinnai , David Abel , D Ellis Hershkowitz , Michael Littman , George Konidaris

We study a class of robust assortment optimization problems that was proposed by Farias, Jagabathula, and Shah (2013). The goal in these problems is to find an assortment that maximizes a firm's worst-case expected revenue under all…

Optimization and Control · Mathematics 2024-02-28 Bradley Sturt

We resolve the complexity of revenue-optimal deterministic auctions in the unit-demand single-buyer Bayesian setting, i.e., the optimal item pricing problem, when the buyer's values for the items are independent. We show that the problem of…

Computer Science and Game Theory · Computer Science 2017-02-24 Xi Chen , Ilias Diakonikolas , Dimitris Paparas , Xiaorui Sun , Mihalis Yannakakis

Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution…

Trading and Market Microstructure · Quantitative Finance 2015-06-05 Enzo Busseti , Fabrizio Lillo
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