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Multiple machine learning and prediction models are often used for the same prediction or recommendation task. In our recent work, where we develop and deploy airline ancillary pricing models in an online setting, we found that among…

Machine Learning · Computer Science 2019-05-23 Naman Shukla , Arinbjörn Kolbeinsson , Lavanya Marla , Kartik Yellepeddi

The two somewhat conflicting requirements of efficiency and fairness make ATFM an unsatisfactorily solved problem, despite its overwhelming importance. In this paper, we present an economics motivated solution that is based on the notion of…

Computational Complexity · Computer Science 2011-09-27 Vijay V. Vazirani

I consider the optimal hourly (or per-unit-time in general) pricing problem faced by a freelance worker (or a service provider) on an on-demand service platform. Service requests arriving while the worker is busy are lost forever. Thus, the…

Computer Science and Game Theory · Computer Science 2019-07-09 Vijay Kamble

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

The Network Revenue Management (NRM) problem is a well-known challenge in dynamic decision-making under uncertainty. In this problem, fixed resources must be allocated to serve customers over a finite horizon, while customers arrive…

Data Structures and Algorithms · Computer Science 2023-10-16 Jiashuo Jiang

Guaranteed maximization of financial returns from economic structures is only possible if all of its systems are focused on selecting target operations with maximum efficiency. Is it possible? Any system is created to enhance the value of…

Optimization and Control · Mathematics 2015-10-15 Igor Lutsenko

Cash management is concerned with optimizing the short-term funding requirements of a company. To this end, different optimization strategies have been proposed to minimize costs using daily cash flow forecasts as the main input to the…

General Finance · Quantitative Finance 2016-05-16 Francisco Salas-Molina , Francisco J. Martin , Juan A. Rodríguez-Aguilar , Joan Serrà , Josep Ll. Arcos

This paper explores the critical domain of Revenue Management (RM) within Operations Research (OR), focusing on intricate pricing dynamics. Utilizing Mixed Integer Linear Programming (MILP) models, the study enhances revenue optimization by…

Optimization and Control · Mathematics 2024-04-08 Amirreza Talebi , Sayed Pedram Haeri Boroujeni , Abolfazl Razi

We study a finite-horizon dynamic pricing problem for event tickets with limited inventory and time-varying demand. The central practical difficulty is that the total demand function $L(t)$ is not observed directly and must be estimated…

General Economics · Economics 2026-04-16 Lev Razumovskiy , Nikolay Karenin , Mikhail Safro

In continuous-choice settings, consumers decide not only on whether to purchase a product, but also on how much to purchase. Thus, firms optimize a full price schedule rather than a single price point. This paper provides a methodology to…

General Economics · Economics 2024-08-13 Soheil Ghili , Russ Yoon

Dynamic pricing is commonly used to regulate congestion in shared service systems. This paper is motivated by the fact that in the presence of users with varying price sensitivity (responsiveness), conventional monotonic pricing can lead to…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Yingqing Chen , Anni Li , Christos G. Cassandras , Homayoun Hamedmoghadam , Fabian Wirth , Robert Shorten

We consider the problem of dynamic pricing of a product in the presence of feature-dependent price sensitivity. Developing practical algorithms that can estimate price elasticities robustly, especially when information about no purchases…

Machine Learning · Statistics 2022-12-21 Ravi Kumar , Shahin Boluki , Karl Isler , Jonas Rauch , Darius Walczak

Recently the influence maximization problem has received much attention for its applications on viral marketing and product promotions. However, such influence maximization problems have not taken into account the monetary effect on the…

Social and Information Networks · Computer Science 2015-05-26 Ya-Wen Teng , Chih-Hua Tai , Philip S. Yu , Ming-Syan Chen

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores. We present an approach to adjust prices based on the…

Optimization and Control · Mathematics 2021-01-13 David Müller , Yurii Nesterov , Vladimir Shikhman

The long waiting time at airport security has become an emergent issue as demand for air travel continues to grow. Not only does queuing at security cause passengers to miss their flights, but also reduce the amount of time passengers spend…

Systems and Control · Electrical Eng. & Systems 2025-05-12 Shangqing Cao , Aparimit Kasliwal , Huangyi Zheng , Masoud Reihanifar , Francesc Robuste , Mark Hansen

We study the classic setting of envy-free pricing, in which a single seller chooses prices for its many items, with the goal of maximizing revenue once the items are allocated. Despite the large body of work addressing such settings, most…

Computer Science and Game Theory · Computer Science 2017-05-03 Elliot Anshelevich , Koushik Kar , Shreyas Sekar

In this study, we develop an innovative data-driven optimization approach to solve the drone delivery service planning problem with online demand. Drone-based logistics are expected to improve operations by enhancing flexibility and…

Optimization and Control · Mathematics 2024-04-04 Aditya Paul , Michael W. Levin , S. Travis Waller , David Rey

We consider markets consisting of a set of indivisible items, and buyers that have {\em sharp} multi-unit demand. This means that each buyer $i$ wants a specific number $d_i$ of items; a bundle of size less than $d_i$ has no value, while a…

Computer Science and Game Theory · Computer Science 2015-03-13 Ning Chen , Xiaotie Deng , Paul. W. Goldberg , Jinshan Zhang

Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…

Optimization and Control · Mathematics 2021-06-25 Sushil Mahavir Varma , Francisco Castro , Siva Theja Maguluri

In this paper, we solve the multiple product price optimization problem under interval uncertainties of the price sensitivity parameters in the demand function. The objective of the price optimization problem is to maximize the overall…

Optimization and Control · Mathematics 2021-07-01 Mahdi Hamzeei , Alvin Lim , Jiefeng Xu