Related papers: The Exchange Problem
We consider an online matching problem with concave returns. This problem is a significant generalization of the Adwords allocation problem and has vast applications in online advertising. In this problem, a sequence of items arrive…
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…
Motivated by a variety of online matching platforms, we consider demand and supply units which are located i.i.d. in [0,1]^d, and each demand unit needs to be matched with a supply unit. The goal is to minimize the expected average distance…
Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…
This paper studies a wireless network where multiple users cooperate with each other to improve the overall network performance. Our goal is to design an optimal distributed power allocation algorithm that enables user cooperation, in…
This paper studies a joint design problem where a seller can design both the signal structures for the agents to learn their values, and the allocation and payment rules for selling the item. In his seminal work, Myerson (1981) shows how to…
We revisit the online dynamic acknowledgment problem. In the problem, a sequence of requests arrive over time to be acknowledged, and all outstanding requests can be satisfied simultaneously by one acknowledgement. The goal of the problem…
Small operators who take part in secondary wireless spectrum markets typically have strict budget limits. In this paper, we study the bidding problem of a budget constrained operator in repeated secondary spectrum auctions. In existing…
In online ad markets, a rising number of advertisers are employing bidding agencies to participate in ad auctions. These agencies are specialized in designing online algorithms and bidding on behalf of their clients. Typically, an agency…
First-price auctions have very recently swept the online advertising industry, replacing second-price auctions as the predominant auction mechanism on many platforms. This shift has brought forth important challenges for a bidder: how…
This paper proposes online algorithms for dynamic matching markets in power distribution systems, which at any real-time operation instance decides about matching -- or delaying the supply of -- flexible loads with available renewable…
Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…
This paper presents a new combinatorial optimisation task, the Subset Sum Matching Problem (SSMP), which is an abstraction of common financial applications such as trades reconciliation. We present three algorithms, two suboptimal and one…
Consider the problem of allocating goods to buyers through an auction. An auction is efficient if the resulting allocation maximizes total welfare, conditional on the information available. If buyers have private values, the…
We study the Euclidean minimum weight perfect matching problem for $n$ points in the plane. It is known that any deterministic approximation algorithm whose approximation ratio depends only on $n$ requires at least $\Omega(n \log n)$ time.…
We apply Reinforcement Learning algorithms to solve the classic quantitative finance Market Making problem, in which an agent provides liquidity to the market by placing buy and sell orders while maximizing a utility function. The optimal…
We study the on-line minimum weighted bipartite matching problem in arbitrary metric spaces. Here, $n$ not necessary disjoint points of a metric space $M$ are given, and are to be matched on-line with $n$ points of $M$ revealed one by one.…
The maximal matching problem has received considerable attention in the self-stabilizing community. Previous work has given different self-stabilizing algorithms that solves the problem for both the adversarial and fair distributed daemon,…
In this paper, we revisit the much studied problem of Pattern Matching with Swaps (Swap Matching problem, for short). We first present a graph-theoretic model, which opens a new and so far unexplored avenue to solve the problem. Then, using…
In this paper, we consider the problem of optimizing the revenue a web publisher gets through real-time bidding (i.e. from ads sold in real-time auctions) and direct (i.e. from ads sold through contracts agreed in advance). We consider a…