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We study the problems of pricing an indivisible product to consumers who are embedded in a given social network. The goal is to maximize the revenue of the seller. We assume impatient consumers who buy the product as soon as the seller…

Computer Science and Game Theory · Computer Science 2015-02-10 Zhigang Cao , Xujin Chen , Xiaodong Hu , Changjun Wang

The current framework of network utility maximization for distributed rate allocation assumes fixed channel code rates. However, by adapting the physical layer channel coding, different rate-reliability tradeoffs can be achieved on each…

Networking and Internet Architecture · Computer Science 2007-05-23 Jang-Won Lee , Mung Chiang , A. Robert Calderbank

Peer-to-peer energy trading is emerging as a new paradigm that in the near future may disrupt conventional electricity markets and heavily affect energy exchanges in networks of microgrids. In this paper, a preference mechanism is…

Systems and Control · Electrical Eng. & Systems 2019-09-17 Li Bai , Dimitri Thomopulos , Emanuele Crisostomi

Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions associated with the nodes and edges. In most stochastic…

Optimization and Control · Mathematics 2024-05-01 Yuya Hikima , Yasunori Akagi , Hideaki Kim

This paper develops learning-augmented algorithms for energy trading in volatile electricity markets. The basic problem is to sell (or buy) $k$ units of energy for the highest revenue (lowest cost) over uncertain time-varying prices, which…

Machine Learning · Computer Science 2024-02-29 Russell Lee , Bo Sun , Mohammad Hajiesmaili , John C. S. Lui

In markets where algorithmic data processing is increasingly prevalent, recommendation algorithms can substantially affect trade and welfare. We consider a setting in which an algorithm recommends a product based on its value to the buyer…

Theoretical Economics · Economics 2025-06-17 Shota Ichihashi , Alex Smolin

We study a scenario for route planning in road networks, where the objective to be optimized may change between every shortest path query. Since this invalidates many of the known speedup techniques for road networks that are based on…

Data Structures and Algorithms · Computer Science 2015-09-11 Julian Dibbelt , Ben Strasser , Dorothea Wagner

Autonomous vehicles will be an integral part of ride-sharing services in the future. This setting differs from traditional ride-sharing marketplaces because of the absence of the supply side (drivers). However, it has far-reaching…

Computer Science and Game Theory · Computer Science 2023-03-07 Diptangshu Sen , Arnob Ghosh

We consider a dynamic system with multiple types of customers and servers. Each type of waiting customer or server joins a separate queue, forming a bipartite graph with customer-side queues and server-side queues. The platform can match…

Optimization and Control · Mathematics 2024-11-19 Zixian Yang , Lei Ying

We consider the allocation of limited resources to heterogeneous customers who arrive in an online fashion. We would like to allocate the resources "fairly", so that no group of customers is marginalized in terms of their overall service…

Data Structures and Algorithms · Computer Science 2021-05-24 Will Ma , Pan Xu , Yifan Xu

In this paper we consider the problem of pricing multiple differentiated products. This is challenging as a price change in one product, not only changes the demand of that particular product, but also the demand for the other products. To…

Optimization and Control · Mathematics 2017-10-27 Ruben van de Geer , Sandjai Bhulai

We consider a freight platform that serves as an intermediary between shippers and carriers in a truckload transportation network. The platform's objective is to design a policy that determines prices for shippers and payments to carriers,…

Optimization and Control · Mathematics 2025-03-07 Ruoran Chen , Sungwoo Kim , He Wang , Xuan Wang

We consider the supervised learning problem of learning the price of an option or the implied volatility given appropriate input data (model parameters) and corresponding output data (option prices or implied volatilities). The majority of…

Computational Finance · Quantitative Finance 2026-01-30 Serena Della Corte , Laurens Van Mieghem , Antonis Papapantoleon , Jonas Papazoglou-Hennig

The increase in renewable energy on the consumer side gives place to new dynamics in the energy grids. Participants in a microgrid can produce energy and trade it with their peers (peer-to-peer) with the permission of the energy provider.…

Machine Learning · Computer Science 2022-10-26 Nicolas Avila , Shahad Hardan , Elnura Zhalieva , Moayad Aloqaily , Mohsen Guizani

An existing challenge in power systems is the implementation of optimal demand management through dynamic pricing. This paper encompasses the design, analysis and implementation of a novel on-line pricing scheme based on coalitional game…

Optimization and Control · Mathematics 2024-07-16 Fernando Genis Mendoza , Pablo R Baldivieso Monasterios , Dario Bauso , George Konstantopoulos

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

Data Structures and Algorithms · Computer Science 2014-12-02 Kareem Amin , Rachel Cummings , Lili Dworkin , Michael Kearns , Aaron Roth

Given a stream of food orders and available delivery vehicles, how should orders be assigned to vehicles so that the delivery time is minimized? Several decisions have to be made: (1) assignment of orders to vehicles, (2) grouping orders…

Databases · Computer Science 2020-09-01 Manas Joshi , Arshdeep Singh , Sayan Ranu , Amitabha Bagchi , Priyank Karia , Puneet Kala

We study a pricing game in multi-hop relay networks where nodes price their services and route their traffic selfishly and strategically. In this game, each node (1) announces pricing functions which specify the payments it demands from its…

Computer Science and Game Theory · Computer Science 2007-10-15 Yufang Xi , Edmund M. Yeh

In this paper, we study the cooperative operation problem between the fleet operator and incentive-aware customers in an on-demand delivery system. Specifically, the fleet operator offers discounts on transportation costs in exchange of the…

Systems and Control · Electrical Eng. & Systems 2023-10-13 Canqi Yao , Shibo Chen , Zaiyue Yang