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As autobidding systems increasingly dominate online advertising auctions, characterizing their long-term dynamical behavior is brought to the fore. In this paper, we examine the dynamics of autobidders who optimize value subject to a…

Computer Science and Game Theory · Computer Science 2026-02-11 Ioannis Anagnostides , Ian Gemp , Georgios Piliouras , Kelly Spendlove

The problem of robust dynamic pricing of an abstract commodity, whose inventory is specified at an initial time but never subsequently replenished, originally studied by Perakis and Sood (2006) in discrete time, is considered from the…

Optimization and Control · Mathematics 2012-09-04 Terry L. Friesz , Changhyun Kwon , Tae Il Kim , Lifan Fan , Tao Yao

We introduce two new "degree of complementarity" measures, which we refer to, respectively, as supermodular width and superadditive width. Both are formulated based on natural witnesses of complementarity. We show that both measures are…

Data Structures and Algorithms · Computer Science 2018-11-29 Wei Chen , Shang-Hua Teng , Hanrui Zhang

In this work we consider selling items using a sequential first price auction mechanism. We generalize the assumption of conservative bidding to extensive form games (henceforth optimistic conservative bidding), and show that for both…

Computer Science and Game Theory · Computer Science 2015-02-02 Avinatan Hassidim , Yishay Mansour

We consider the problem of maximizing the multilinear extension of a submodular function subject a single matroid constraint or multiple packing constraints with a small number of adaptive rounds of evaluation queries. We obtain the first…

Data Structures and Algorithms · Computer Science 2018-11-12 Alina Ene , Huy L. Nguyen , Adrian Vladu

Submodular maximization arises in many applications, and has attracted a lot of research attentions from various areas such as artificial intelligence, finance and operations research. Previous studies mainly consider only one kind of…

Data Structures and Algorithms · Computer Science 2023-07-20 Yu-Ran Gu , Chao Bian , Chao Qian

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

Computer Science and Game Theory · Computer Science 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

Subset sum is a very old and fundamental problem in theoretical computer science. In this problem, $n$ items with weights $w_1, w_2, w_3, \ldots, w_n$ are given as input and the goal is to find out if there is a subset of them whose weights…

Data Structures and Algorithms · Computer Science 2022-09-13 Hamed Saleh , Saeed Seddighin

Suppose some objects are hidden in a finite set $S$ of hiding places which must be examined one-by-one. The cost of searching subsets of $S$ is given by a submodular function and the probability that all objects are contained in a subset is…

Optimization and Control · Mathematics 2018-06-12 Robbert Fokkink , Thomas Lidbetter , László A. Végh

We consider the following two deterministic inventory optimization problems over a finite planning horizon $T$ with non-stationary demands. (a) Submodular Joint Replenishment Problem: This involves multiple item types and a single retailer…

Data Structures and Algorithms · Computer Science 2015-04-27 Viswanath Nagarajan , Cong Shi

We study the problem of maximizing a monotone submodular function subject to a Multiple Knapsack constraint. The input is a set $I$ of items, each has a non-negative weight, and a set of bins of arbitrary capacities. Also, we are given a…

Data Structures and Algorithms · Computer Science 2021-04-19 Yaron Fairstein , Ariel Kulik , Joseph , Naor , Danny Raz , Hadas Shachnai

Budgets play a significant role in real-world sequential auction markets such as those implemented by internet companies. To maximize the value provided to auction participants, spending is smoothed across auctions so budgets are used for…

Computer Science and Game Theory · Computer Science 2021-05-11 Vincent Conitzer , Christian Kroer , Eric Sodomka , Nicolas E. Stier-Moses

We consider the Arrow--Debreu exchange market model under the assumption that the agents' demands satisfy the weak gross substitutes (WGS) property. We present a simple auction algorithm that obtains an approximate market equilibrium for…

Computer Science and Game Theory · Computer Science 2022-05-03 Jugal Garg , Edin Husić , László A. Végh

We give new approximation algorithms for the submodular joint replenishment problem and the inventory routing problem, using an iterative rounding approach. In both problems, we are given a set of $N$ items and a discrete time horizon of…

Data Structures and Algorithms · Computer Science 2019-12-03 Thomas Bosman , Neil Olver

We study dynamic algorithms for the problem of maximizing a monotone submodular function over a stream of $n$ insertions and deletions. We show that any algorithm that maintains a $(0.5+\epsilon)$-approximate solution under a cardinality…

Data Structures and Algorithms · Computer Science 2022-04-19 Xi Chen , Binghui Peng

Robust mechanism design is a rising alternative to Bayesian mechanism design, which yields designs that do not rely on assumptions like full distributional knowledge. We apply this approach to mechanisms for selling a single item, assuming…

Computer Science and Game Theory · Computer Science 2022-05-24 Nir Bachrach , Inbal Talgam-Cohen

We consider dynamic pricing with many products under an evolving but low-dimensional demand model. Assuming the temporal variation in cross-elasticities exhibits low-rank structure based on fixed (latent) features of the products, we show…

Machine Learning · Computer Science 2019-09-12 Jonas Mueller , Vasilis Syrgkanis , Matt Taddy

Internet ad auctions have evolved from a few lines of text to richer informational layouts that include images, sitelinks, videos, etc. Ads in these new formats occupy varying amounts of space, and an advertiser can provide multiple…

Computer Science and Game Theory · Computer Science 2022-06-08 Gagan Aggarwal , Kshipra Bhawalkar , Aranyak Mehta , Divyarthi Mohan , Alexandros Psomas

The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…

Data Structures and Algorithms · Computer Science 2018-10-31 Nived Rajaraman , Rahul Vaze

In the Inverse Matroid problem, we are given a matroid, a fixed basis $B$, and an initial weight function, and the goal is to minimally modify the weights -- measured by some function -- so that $B$ becomes a maximum-weight basis. The…

Data Structures and Algorithms · Computer Science 2025-07-03 Kristóf Bérczi , Lydia Mirabel Mendoza-Cadena , José Soto
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