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The blessing of ubiquitous data also comes with a curse: the communication, storage, and labeling of massive, mostly redundant datasets. We seek to solve this problem at its core, collecting only valuable data and throwing out the rest via…

Machine Learning · Computer Science 2023-12-18 Mariel Werner , Anastasios Angelopoulos , Stephen Bates , Michael I. Jordan

Data valuation is a class of techniques for quantitatively assessing the value of data for applications like pricing in data marketplaces. Existing data valuation methods define a value for a discrete dataset. However, in many use cases,…

Machine Learning · Computer Science 2024-10-08 Xinyi Xu , Shuaiqi Wang , Chuan-Sheng Foo , Bryan Kian Hsiang Low , Giulia Fanti

We consider a deterministic continuous time model of monopolistic firm, which chooses production and pricing strategies of a single good. Firm's goal is to maximize the discounted profit over infinite time horizon. The no-backlogging…

Optimization and Control · Mathematics 2016-01-19 Dmitry B. Rokhlin , Georgii Mironenko

Stochastic optimization is one of the central problems in Machine Learning and Theoretical Computer Science. In the standard model, the algorithm is given a fixed distribution known in advance. In practice though, one may acquire at a cost…

Data Structures and Algorithms · Computer Science 2023-06-07 Mingchen Ma , Christos Tzamos

In this paper, the optimal pricing strategy in Avellande-Stoikov's for a monopolistic dealer is extended to a general situation where multiple dealers are present in a competitive market. The dealers' trading intensities, their optimal bid…

Trading and Market Microstructure · Quantitative Finance 2015-12-31 Wai-Ki Ching , Jia-Wen Gu , Qing-Qing Yang , Tak-Kuen Siu

This paper studies dynamic monopoly pricing for a broad class of settings that allow for multiple durable, multiple rental, or a mix of varieties. We show that the driving force behind pricing dynamics is the existence of trading-up…

General Economics · Economics 2025-07-09 Stefan Buehler , Nicolas Eschenbaum , Severin Lenhard

I study the optimal provision of information in a long-term relationship between a sender and a receiver. The sender observes a persistent, evolving state and commits to send signals over time to the receiver, who sequentially chooses…

Theoretical Economics · Economics 2023-03-20 Ian Ball

Big data is a term used for a very large data sets that have many difficulties in storing and processing the data. Analysis this much amount of data will lead to information loss. The main goal of this paper is to share data in a way that…

Cryptography and Security · Computer Science 2018-08-14 Jalpesh Vasa , Panthini Modi

Many stochastic optimization problems include chance constraints that enforce constraint satisfaction with a specific probability; however, solving an optimization problem with chance constraints assumes that the solver has access to the…

Optimization and Control · Mathematics 2021-09-21 Joshua Comden , Ahmed S. Zamzam , Andrey Bernstein

We study a two-sided online data ecosystem comprised of an online platform, users on the platform, and downstream learners or data buyers. The learners can buy user data on the platform (to run a statistic or machine learning task).…

Computer Science and Game Theory · Computer Science 2025-10-13 Diptangshu Sen , Jingyan Wang , Juba Ziani

The vast advances in Machine Learning over the last ten years have been powered by the availability of suitably prepared data for training purposes. The future of ML-enabled enterprise hinges on data. As such, there is already a vibrant…

Databases · Computer Science 2021-06-02 Yifan Li , Xiaohui Yu , Nick Koudas

In today's growing data market, wireless service providers (WSPs) compete severely to attract users by announcing innovative data plans. Two of the most popular innovative data plans are rollover and shared data plans, where the former plan…

Networking and Internet Architecture · Computer Science 2019-04-18 Xuehe Wang , Lingjie Duan

Economic institutions often influence market outcomes not by directly controlling sellers' menus, but by shaping the market composition sellers face. We study the welfare effects of this upstream choice in a monopoly screening model. An…

Theoretical Economics · Economics 2026-05-05 Panagiotis Kyriazis

We study the effects of allowing paid prioritization arrangements in a market with content provider (CP) competition. We consider competing CPs who pay prioritization fees to a monopolistic ISP so as to offset the ISP's cost for investing…

Computer Science and Game Theory · Computer Science 2020-07-30 Parinaz Naghizadeh , Carlee Joe-Wong , Mung Chiang

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

The rapid expansion of digital commerce platforms has amplified the strategic importance of coordinated pricing and inventory management decisions among competing retailers. Motivated by practices on leading e-commerce platforms, we analyze…

General Economics · Economics 2025-12-02 Hang Wu , Qin Wu , Yue Liu , Mengmeng Shi

A single unit of a good is sold to one of two bidders. Each bidder has either a high prior valuation or a low prior valuation for the good. Their prior valuations are independently and identically distributed. Each bidder may observe an…

Theoretical Economics · Economics 2022-05-10 Wanchang Zhang

The goal of data clustering is to partition data points into groups to minimize a given objective function. While most existing clustering algorithms treat each data point as vector, in many applications each datum is not a vector but a…

Machine Learning · Statistics 2017-03-16 Dinh Phung , Ba-Ngu Bo

Problem definition: We study a data-driven pricing problem in which a seller sets a price for a single item based on demand observed at a limited number of historical prices. Our goal is to quantify the value of such information and to…

Computer Science and Game Theory · Computer Science 2026-05-19 Achraf Bahamou , Omar Besbes , Omar Mouchtaki

This paper studies Markov perfect equilibria in a repeated duopoly model where sellers choose algorithms. An algorithm is a mapping from the competitor's price to own price. Once set, algorithms respond quickly. Customers arrive randomly…

Theoretical Economics · Economics 2022-07-04 Rohit Lamba , Sergey Zhuk
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