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We study the problem of optimizing assortment decisions in the presence of product-specific costs when customers choose according to a multinomial logit model. This problem is NP-hard and approximate solutions methods have been proposed in…

Optimization and Control · Mathematics 2023-12-05 Markus Leitner , Andrea Lodi , Roberto Roberti , Claudio Sole

We show an auction-based algorithm to compute market equilibrium prices in a production model, where consumers purchase items under separable nonlinear utility concave functions which satisfy W.G.S(Weak Gross Substitutes); producers produce…

Computer Science and Game Theory · Computer Science 2016-11-26 Junghwan Shin , Sanjiv Kapoor

We described a method to solve deterministic and stochastic Walras equilibrium models based on associating with the given problem a bifunction whose maxinf-points turn out to be equilibrium points. The numerical procedure relies on an…

Optimization and Control · Mathematics 2018-02-23 Julio Deride , Alejandro Jofré , Roger J-B Wets

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

Constrained submodular maximization has been extensively studied in the recent years. In this paper, we study adaptive robust optimization with nearly submodular structure (ARONSS). Our objective is to randomly select a subset of items that…

Machine Learning · Computer Science 2019-07-30 Shaojie Tang , Jing Yuan

Dynamic pricing is the practice of adjusting the selling price of a product to maximize a firm's revenue by responding to market demand. The literature typically distinguishes between two settings: infinite inventory, where the firm has…

Machine Learning · Computer Science 2025-10-15 Anush Anand , Pranav Agrawal , Tejas Bodas

We study the matroid secretary problems with submodular valuation functions. In these problems, the elements arrive in random order. When one element arrives, we have to make an immediate and irrevocable decision on whether to accept it or…

Data Structures and Algorithms · Computer Science 2013-02-27 Tengyu Ma , Bo Tang , Yajun Wang

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…

Computer Science and Game Theory · Computer Science 2008-08-13 Shuchi Chawla , Jason Hartline , Robert Kleinberg

Submodular set functions are undoubtedly among the most important building blocks of combinatorial optimization. Somewhat surprisingly, continuous counterparts of such functions have also appeared in an analytic line of research where they…

Combinatorics · Mathematics 2024-06-10 Kristóf Bérczi , Boglárka Gehér , András Imolay , László Lovász , Tamás Schwarcz

This paper derives polynomial-time approximation schemes for several NP-hard stochastic optimization problems from the algorithmic mechanism design and operations research literatures. The problems we consider involve a principal or seller…

Computer Science and Game Theory · Computer Science 2025-09-18 Robin Bowers , Marius Garbea , Emmanouil Pountourakis , Samuel Taggart

Maximizing submodular functions under cardinality constraints lies at the core of numerous data mining and machine learning applications, including data diversification, data summarization, and coverage problems. In this work, we study this…

Data Structures and Algorithms · Computer Science 2016-11-01 Alessandro Epasto , Silvio Lattanzi , Sergei Vassilvitskii , Morteza Zadimoghaddam

We present our results on Uniform Price Auctions, one of the standard sealed-bid multi-unit auction formats, for selling multiple identical units of a single good to multi-demand bidders. Contrary to the truthful and economically efficient…

Computer Science and Game Theory · Computer Science 2013-06-20 Evangelos Markakis , Orestis Telelis

We propose a novel decomposition framework for the distributed optimization of general nonconvex sum-utility functions arising naturally in the system design of wireless multiuser interfering systems. Our main contributions are: i) the…

Information Theory · Computer Science 2016-11-18 Gesualdo Scutari , Francisco Facchinei , Peiran Song , Daniel P. Palomar , Jong-Shi Pang

Pandora's problem is a fundamental model in economics that studies optimal search strategies under costly inspection. In this paper we initiate the study of Pandora's problem with combinatorial costs, capturing many real-life scenarios…

Data Structures and Algorithms · Computer Science 2024-02-20 Ben Berger , Tomer Ezra , Michal Feldman , Federico Fusco

We introduce a dynamic mechanism design problem in which the designer wants to offer for sale an item to an agent, and another item to the same agent at some point in the future. The agent's joint distribution of valuations for the two…

Computer Science and Game Theory · Computer Science 2023-05-22 Christos Papadimitriou , George Pierrakos , Christos-Alexandros Psomas , Aviad Rubinstein

Reallocation scheduling is one of the most fundamental problems in various areas such as supply chain management, logistics, and transportation science. In this paper, we introduce the reallocation problem that models the scheduling in…

Data Structures and Algorithms · Computer Science 2021-11-05 Toshimasa Ishii , Jun Kawahara , Kazuhisa Makino , Hirotaka Ono

We study buyer-optimal procurement mechanisms when quality is contractible. When some costs are borne by every participant of a procurement auction regardless of winning, the classic analysis should be amended. We show that an optimal…

Theoretical Economics · Economics 2024-11-20 Pasha Andreyanov , Ilia Krasikov , Alex Suzdaltsev

We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…

Computer Science and Game Theory · Computer Science 2024-01-17 Simina Brânzei , Mahsa Derakhshan , Negin Golrezaei , Yanjun Han

This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize…

Data Structures and Algorithms · Computer Science 2023-02-24 Ishan Bansal , Oktay Günlük

We study the online submodular maximization problem with free disposal under a matroid constraint. Elements from some ground set arrive one by one in rounds, and the algorithm maintains a feasible set that is independent in the underlying…

Discrete Mathematics · Computer Science 2016-10-26 T-H. Hubert Chan , Zhiyi Huang , Shaofeng H. -C. Jiang , Ning Kang , Zhihao Gavin Tang