Related papers: Trading Prophets
We investigate online algorithms for maximum (weight) independent set on graph classes with bounded inductive independence number like, e.g., interval and disk graphs with applications to, e.g., task scheduling and spectrum allocation. In…
We study the two-agent single-item bilateral trade. Ideally, the trade should happen whenever the buyer's value for the item exceeds the seller's cost. However, the classical result of Myerson and Satterthwaite showed that no mechanism can…
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…
This paper studies online optimization under inventory (budget) constraints. While online optimization is a well-studied topic, versions with inventory constraints have proven difficult. We consider a formulation of inventory-constrained…
We study an online version of the max-min fair allocation problem for indivisible items. In this problem, items arrive one by one, and each item must be allocated irrevocably on arrival to one of $n$ agents, who have additive valuations for…
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…
We consider the problem of learning and using predictions for warm start algorithms with predictions. In this setting, an algorithm is given an instance of a problem, and a prediction of the solution. The runtime of the algorithm is bounded…
We study matroid prophet inequalities when distributions are unknown and accessible only through samples. While single-sample prophet inequalities for special matroids are known, no constant-factor competitive algorithm with even a…
We introduce a new decomposition technique for random variables that maps a generic instance of the prophet inequalities problem to a new instance where all but a constant number of variables have a tractable structure that we refer to as…
We consider an outsourcing problem where a software agent procures multiple services from providers with uncertain reliabilities to complete a computational task before a strict deadline. The service consumer requires a procurement strategy…
We consider the problem of allocating a set of divisible goods to $N$ agents in an online manner, aiming to maximize the Nash social welfare, a widely studied objective which provides a balance between fairness and efficiency. The goods…
We study the optimal mechanism design problem faced by a market intermediary who makes revenue by connecting buyers and sellers. We first show that the optimal intermediation protocol has substantial structure: it is the solution to an…
This paper investigates the online conversion problem, which involves sequentially trading a divisible resource (e.g., energy) under dynamically changing prices to maximize profit. A key challenge in online conversion is managing decisions…
In this work, we study a scenario where a publisher seeks to maximize its total revenue across two sales channels: guaranteed contracts that promise to deliver a certain number of impressions to the advertisers, and spot demands through an…
Motivated by applications where a system must remain operational via continual procurement of contracts, we study two online contract selection problems under uncertain prices. At each time step, a price drawn from a known distribution is…
We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general…
A retailer is purchasing goods in bundles from suppliers and then selling these goods in bundles to customers; her goal is to maximize profit, which is the revenue obtained from selling goods minus the cost of purchasing those goods. In…
In display advertising, a small group of sellers and bidders face each other in up to 10 12 auctions a day. In this context, revenue maximisation via monopoly price learning is a high-value problem for sellers. By nature, these auctions are…
We study the revenue guarantees and approximability of item pricing. Recent work shows that with $n$ heterogeneous items, item-pricing guarantees an $O(\log n)$ approximation to the optimal revenue achievable by any (buy-many) mechanism,…
We study the single-choice Prophet Inequality problem when the gambler is given access to samples. We show that the optimal competitive ratio of $1/2$ can be achieved with a single sample from each distribution. When the distributions are…