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In this paper, we develop a new method for finding an optimal biddingstrategy in sequential auctions, using a dynamic programming technique. Theexisting method assumes that the utility of a user is represented in anadditive form. Thus, the…

Computer Science and Game Theory · Computer Science 2013-01-14 Hiromitsu Hattori , Makoto Yokoo , Yuko Sakurai , Toramatsu Shintani

We consider a seller who offers services to a buyer with multi-unit demand. Prior to the realization of demand, the buyer receives a noisy signal of their future demand, and the seller can design contracts based on the reported value of…

Theoretical Economics · Economics 2025-02-13 Dirk Bergemann , Michael C. Wang

Finding Minimal Unsatisfiable Subsets (MUSes) of binary constraints is a common problem in infeasibility analysis of over-constrained systems. However, because of the exponential search space of the problem, enumerating MUSes is extremely…

Artificial Intelligence · Computer Science 2024-02-27 Panagiotis Lymperopoulos , Liping Liu

We address a dynamic pricing problem for airlines aiming to maximize expected revenue from selling cargo space on a single-leg flight. The cargo shipments' weight and volume are uncertain and their precise values remain unavailable at the…

Optimization and Control · Mathematics 2024-04-09 Chengyu Du , Fang He , Xi Lin

Buying and selling of data online has increased substantially over the last few years. Several frameworks have already been proposed that study query pricing in theory and practice. The key guiding principle in these works is the notion of…

Databases · Computer Science 2019-09-10 Shuchi Chawla , Shaleen Deep , Paraschos Koutris , Yifeng Teng

Crowdsourcing markets have emerged as a popular platform for matching available workers with tasks to complete. The payment for a particular task is typically set by the task's requester, and may be adjusted based on the quality of the…

Data Structures and Algorithms · Computer Science 2015-09-03 Chien-Ju Ho , Aleksandrs Slivkins , Jennifer Wortman Vaughan

Data-driven pricing strategies are becoming increasingly common, where customers are offered a personalized price based on features that are predictive of their valuation of a product. It is desirable for this pricing policy to be simple…

Machine Learning · Statistics 2021-06-11 Max Biggs , Wei Sun , Markus Ettl

We consider a mechanism design problem for energy procurement, when there is one buyer and one seller, and the buyer is the mechanism designer. The seller can generate energy from conventional (deterministic) and renewable (random) plants,…

Optimization and Control · Mathematics 2014-01-23 Hamidreza Tavafoghi , Demosthenis Teneketzis

The design of deterministic filters can be cast as a problem of minimizing an associated cost function for an optimal control problem. Employing the min-plus linearity property of the dynamic programming operator (associated with the…

Optimization and Control · Mathematics 2012-03-28 Srinivas Sridharan

We propose a new forward electricity market framework that admits heterogeneous market participants with second-order cone strategy sets, who accurately express the nonlinearities in their costs and constraints through conic bids, and a…

Theoretical Economics · Economics 2022-12-20 Anubhav Ratha , Pierre Pinson , Hélène Le Cadre , Ana Virag , Jalal Kazempour

We study revenue-optimal pricing in data markets with rational, budget-constrained buyers. Such a market offers multiple datasets for sale, and buyers aim to improve the accuracy of their prediction tasks by acquiring data bundles. The…

Computer Science and Game Theory · Computer Science 2026-04-28 Bhaskar Ray Chaudhury , Jugal Garg , Eklavya Sharma , Jiaxin Song

We study optimal monopoly pricing over consumer networks governed by general nonlinear utilities. In our framework, a consumer's utility is jointly determined by an individualized price and the consumption choices of their peers, propagated…

Statistics Theory · Mathematics 2026-05-15 Daniele Bracale , George Michailidis

Ensemble models refer to methods that combine a typically large number of classifiers into a compound prediction. The output of an ensemble method is the result of fitting a base-learning algorithm to a given data set, and obtaining diverse…

Machine Learning · Statistics 2019-06-10 Waldyn Martinez

Most recent research in network revenue management incorporates choice behavior that models the customers' buying logic. These models are consequently more complex to solve, but they return a more robust policy that usually generates better…

Optimization and Control · Mathematics 2019-11-05 Thibault Barbier , Miguel Anjos , Fabien Cirinei , Gilles Savard

In electricity markets, customers are increasingly constrained by their budgets. A budget constraint for a user is an upper bound on the price multiplied by the quantity. However, since prices are determined by the market equilibrium, the…

Computer Science and Game Theory · Computer Science 2026-03-24 Lila Perkins , Baosen Zhang

We consider markets consisting of a set of indivisible items, and buyers that have {\em sharp} multi-unit demand. This means that each buyer $i$ wants a specific number $d_i$ of items; a bundle of size less than $d_i$ has no value, while a…

Computer Science and Game Theory · Computer Science 2015-03-13 Ning Chen , Xiaotie Deng , Paul. W. Goldberg , Jinshan Zhang

We consider the Item Pricing problem for revenue maximization in the limited supply setting, where a single seller with $n$ items caters to $m$ buyers with unknown subadditive valuation functions who arrive in a sequence. The seller sets…

Computer Science and Game Theory · Computer Science 2009-05-21 Tanmoy Chakraborty , Zhiyi Huang , Sanjeev Khanna

Branch-price-and-cut is the state-of-the-art exact method for solving many types of vehicle routing problems, and is particularly effective for vehicle routing problems with time windows. A well-known challenge in branch-price-and-cut is…

Optimization and Control · Mathematics 2026-02-11 Lukas Eveborn , Elina Rönnberg

Iterative pruning is one of the most effective compression methods for pre-trained language models. We discovered that finding the optimal pruning decision is an equality-constrained 0-1 Integer Linear Programming problem. The solution to…

Computation and Language · Computer Science 2023-05-23 Siyu Ren , Kenny Q. Zhu

In the last decade, charging service providers are emerging along with the prevalence of electric vehicles. These providers need to strategically optimize their charging prices to improve the profits considering operation conditions of the…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Lyuzhu Pan , Hongcai Zhang