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The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…

Optimization and Control · Mathematics 2025-02-17 Xinyi Guan , Velibor V. Mišić

We study the problem of characterizing revenue optimal auctions for single-minded buyers. Each buyer is interested only in a specific bundle of items and has a value for the same. Both his bundle and its value are his private information.…

Computer Science and Game Theory · Computer Science 2010-09-14 Vineet Abhishek , Bruce Hajek

We introduce the \textit{prophet inequality with uncertain acceptance} model, in which a decision maker sequentially observes a sequence of independent options, each characterized by a value $x_i$ and an acceptance probability $p_i$, both…

Computer Science and Game Theory · Computer Science 2026-03-25 Emile Martinez , Felipe Garrido-Lucero , Umberto Grandi , Sebastian Pérez-Salazar

We show that the Revenue-Optimal Deterministic Mechanism Design problem for a single additive buyer is #P-hard, even when the distributions have support size 2 for each item and, more importantly, even when the optimal solution is…

Computer Science and Game Theory · Computer Science 2017-07-17 Xi Chen , George Matikas , Dimitris Paparas , Mihalis Yannakakis

Very few exact solutions are known for the monopolist's $k$-item $n$-buyer maximum revenue problem with additive valuation in which $k, n >1$ and the buyers $i$ have independent private distributions $F^j_i$ on items $j$. In this paper we…

Computer Science and Game Theory · Computer Science 2016-07-14 Andrew Chi-Chih Yao

Free order prophet inequalities bound the ratio between the expected value obtained by two parties each selecting a value from a set of independent random variables: a "prophet" who knows the value of each variable and may select the…

Data Structures and Algorithms · Computer Science 2020-10-20 Makis Arsenis , Odysseas Drosis , Robert Kleinberg

Statistical Relational Learning (SRL) models have attracted significant attention due to their ability to model complex data while handling uncertainty. However, most of these models have been limited to discrete domains due to their…

Machine Learning · Computer Science 2021-10-20 Yuqiao Chen , Sriraam Natarajan , Nicholas Ruozzi

Inference in general Markov random fields (MRFs) is NP-hard, though identifying the maximum a posteriori (MAP) configuration of pairwise MRFs with submodular cost functions is efficiently solvable using graph cuts. Marginal inference,…

Machine Learning · Computer Science 2013-01-03 Adrian Weller , Tony Jebara

We study revenue maximization through sequential posted-price (SPP) mechanisms in single-dimensional settings with $n$ buyers and independent but not necessarily identical value distributions. We construct the SPP mechanisms by considering…

Computer Science and Game Theory · Computer Science 2021-01-11 Hedyeh Beyhaghi , Negin Golrezaei , Renato Paes Leme , Martin Pal , Balasubramanian Sivan

We consider the online stochastic matching problem for bipartite graphs where edges adjacent to an online node must be probed to determine if they exist, based on known edge probabilities. Our algorithms respect commitment, in that if a…

Discrete Mathematics · Computer Science 2021-08-02 Allan Borodin , Calum MacRury , Akash Rakheja

We study the online fair division problem, where indivisible goods arrive sequentially and must be allocated immediately and irrevocably. Prior work establishes strong impossibility results for approximating classic notions such as…

Computer Science and Game Theory · Computer Science 2026-05-29 Davin Choo , Winston Fu , Derek Khu , Tzeh Yuan Neoh , Tze-Yang Poon , Nicholas Teh

We consider the problem of designing a revenue-maximizing auction for a single item, when the values of the bidders are drawn from a correlated distribution. We observe that there exists an algorithm that finds the optimal randomized…

Computer Science and Game Theory · Computer Science 2015-03-17 Shahar Dobzinski , Hu Fu , Robert Kleinberg

In multi-item screening, optimal selling mechanisms are challenging to characterize and implement, even with full knowledge of valuation distributions. In this paper, we aim to develop tractable, interpretable, and implementable mechanisms…

Theoretical Economics · Economics 2025-10-20 Shixin Wang

The newsvendor problem is a popular inventory management problem in supply chain management and logistics. Solutions to the newsvendor problem determine optimal inventory levels. This model is typically fully determined by a purchase and…

Applications · Statistics 2020-10-20 Sergey Tarima , Zhanna Zenkova

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

We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attention spans, i.e., the maximum number of products they are…

Machine Learning · Computer Science 2025-11-11 Ningyuan Chen , Anran Li , Shuoguang Yang

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

We study the Maximum Budgeted Allocation problem, i.e., the problem of selling a set of $m$ indivisible goods to $n$ players, each with a separate budget, such that we maximize the collected revenue. Since the natural assignment LP is known…

Data Structures and Algorithms · Computer Science 2014-03-31 Christos Kalaitzis , Aleksander Mcadry , Alantha Newman , Lukáš Poláček , Ola Svensson

The auction of a single indivisible item is one of the most celebrated problems in mechanism design with transfers. Despite its simplicity, it provides arguably the cleanest and most insightful results in the literature. When the…

Computer Science and Game Theory · Computer Science 2023-07-04 Rangeet Bhattacharyya , Parvik Dave , Palash Dey , Swaprava Nath

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…

Data Structures and Algorithms · Computer Science 2025-09-12 Aviad Rubinstein , Jack Z. Wang , S. Matthew Weinberg