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We consider a practically motivated variant of the canonical online fair allocation problem: a decision-maker has a budget of perishable resources to allocate over a fixed number of rounds. Each round sees a random number of arrivals, and…

Optimization and Control · Mathematics 2026-04-03 Siddhartha Banerjee , Chamsi Hssaine , Sean R. Sinclair

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 study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…

Computer Science and Game Theory · Computer Science 2024-06-21 Moshe Babaioff , Amitai Frey , Noam Nisan

In markets with budget-constrained buyers, competitive equilibria need not be efficient in the utilitarian sense, or maximise the seller's revenue. We consider a setting with multiple divisible goods. Competitive equilibrium outcomes, and…

Theoretical Economics · Economics 2025-04-09 Simon Finster , Paul W. Goldberg , Edwin Lock

We consider the problem of optimal bidding for virtual trading in two-settlement electricity markets. A virtual trader aims to arbitrage on the differences between day-ahead and real-time market prices; both prices, however, are random and…

Computer Science and Game Theory · Computer Science 2018-08-02 Sevi Baltaoglu , Lang Tong , Qing Zhao

We consider an auction of identical digital goods to customers whose valuations are drawn independently from known distributions. Myerson's classic result identifies the truthful mechanism that maximizes the seller's expected profit. Under…

Computer Science and Game Theory · Computer Science 2012-04-05 Elchanan Mossel , Omer Tamuz

We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

Optimization and Control · Mathematics 2023-07-04 Giovanni Giallombardo , Francesca Guerriero , Giovanna Miglionico

We consider a two-way trading problem, where investors buy and sell a stock whose price moves within a certain range. Naturally they want to maximize their profit. Investors can perform up to $k$ trades, where each trade must involve the…

Data Structures and Algorithms · Computer Science 2017-06-19 Stanley P. Y. Fung

We study a classic Bayesian mechanism design setting of monopoly problem for an additive buyer in the presence of budgets. In this setting a monopolist seller with $m$ heterogeneous items faces a single buyer and seeks to maximize her…

Computer Science and Game Theory · Computer Science 2018-10-09 Yu Cheng , Nick Gravin , Kamesh Munagala , Kangning Wang

We consider the online bin packing problem under the advice complexity model where the 'online constraint' is relaxed and an algorithm receives partial information about the future requests. We provide tight upper and lower bounds for the…

Data Structures and Algorithms · Computer Science 2013-12-24 Joan Boyar , Shahin Kamali , Kim S. Larsen , Alejandro López-Ortiz

Motivated by recent progress on pricing in the AI literature, we study marketplaces that contain multiple vendors offering identical or similar products and unit-demand buyers with different valuations on these vendors. The objective of…

Product Bundling and offering products to customers is of critical importance in retail marketing. In general, product bundling and offering products to customers involves two main issues, namely identification of product taste according to…

Other Computer Science · Computer Science 2009-12-22 D. Bhanu , S. Pavai Madeshwari

We study a class of Bayesian online selection problems with matroid constraints. Consider a vendor who has several items to sell, with the set of sold items being subject to some structural constraints, e.g., the set of sold items should be…

Computer Science and Game Theory · Computer Science 2024-06-04 Ian DeHaan , Kanstantsin Pashkovich

Combinatorial Auctions are a central problem in Algorithmic Mechanism Design: pricing and allocating goods to buyers with complex preferences in order to maximize some desired objective (e.g., social welfare, revenue, or profit). The…

Computer Science and Game Theory · Computer Science 2015-03-19 Avrim Blum , Anupam Gupta , Yishay Mansour , Ankit Sharma

In the matroid buyback problem, an algorithm observes a sequence of bids and must decide whether to accept each bid at the moment it arrives, subject to a matroid constraint on the set of accepted bids. Decisions to reject bids are…

Computer Science and Game Theory · Computer Science 2009-11-30 Ashwinkumar B. V. , Robert Kleinberg

We address the challenging problem of dynamically pricing complementary items that are sequentially displayed to customers. An illustrative example is the online sale of flight tickets, where customers navigate through multiple web pages.…

We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…

Computer Science and Game Theory · Computer Science 2017-03-29 Yiannis Giannakopoulos , Elias Koutsoupias , Philip Lazos

We study mixed bundling and competitive price-matching guarantees (PMGs) in a duopoly selling complementary products to heterogeneous customers. One retailer offers mixed bundling while the rival sells only a bundle. We characterize unique…

Theoretical Economics · Economics 2026-01-23 Esmat Sangari , Rajni Kant Bansal

We investigate brokerage between traders from an online learning perspective. At any round $t$, two traders arrive with their private valuations, and the broker proposes a trading price. Unlike other bilateral trade problems already studied…

Machine Learning · Computer Science 2023-10-19 Nataša Bolić , Tommaso Cesari , Roberto Colomboni

We present pricing mechanisms for several online resource allocation problems which obtain tight or nearly tight approximations to social welfare. In our settings, buyers arrive online and purchase bundles of items; buyers' values for the…

Computer Science and Game Theory · Computer Science 2018-07-16 Shuchi Chawla , J. Benjamin Miller , Yifeng Teng
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