相关论文: A Market for Air Traffic Flow Management

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…

The exponential growth of Advanced Air Mobility (AAM) services demands assurances of safety in the airspace. This research a Traffic Control Framework (TCF) for developing digital flight rules for Uncrewed Aircraft System (UAS) flying in…

We study a model of congestible resources, where pricing and scheduling are intertwined. Motivated by the problem of pricing cloud instances, we model a cloud computing service as linked $GI/GI/\cdot$ queuing systems where the provider…

Airline route planning takes into account the factors of commercial and customer preferences, safety, and should allow a flexibility given the tremendous uncertainty about market conditions. The mathematical model on the Bayes formula…

The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices into a learning framework and use the resulting models to…

We develop an axiomatic theory for Automated Market Makers (AMMs) in local energy sharing markets and analyze the Markov Perfect Equilibrium of the resulting economy with a Mean-Field Game. In this game, heterogeneous prosumers solve a…

Recent research found that fairness plays a key role in customer satisfaction. Therefore, many manufacturing and services industries have become aware of the need to treat customers fairly. Still, there is a huge lack of models that enable…

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…

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…

This paper studies optimal market making for large-tick assets in the presence of latency. We consider a random walk model for the asset price, and formulate the market maker's optimization problem using Markov Decision Processes (MDP). We…

As Mobility as a Service (MaaS) systems become increasingly popular, travel is changing from unimodal trips to personalized services offered by a platform of mobility operators. Evaluation of MaaS platforms depends on modeling both user…

Automated Market Makers (AMMs) are a central component of decentralized exchanges, yet their equilibrium foundations and microeconomic mechanisms remain incompletely understood. This paper develops a dynamic equilibrium framework for…

In the ever evolving landscape of decentralized finance automated market makers (AMMs) play a key role: they provide a market place for trading assets in a decentralized manner. For so-called bluechip pairs, arbitrage activity provides a…

We consider the airplane refueling problem, where we have a fleet of airplanes that can refuel each other. Each airplane is characterized by specific fuel tank volume and fuel consumption rate, and the goal is to find a drop out order of…

Many settings, such as matching riders to drivers in ride-hailing platforms or in-stream video advertising, require handling arrivals over time. In such applications, it is often beneficial to group the arriving orders or requests into…

A new class of multi agent single machine scheduling problems is introduced, where each job is associated with a self interested agent with a utility function decreasing in completion time. We aim to achieve a fair solution by maximizing…

This paper studies optimal pricing and rebalancing policies for Autonomous Mobility-on-Demand (AMoD) systems. We take a macroscopic planning perspective to tackle a profit maximization problem while ensuring that the system is…

Our goal in this paper is to study the market impact in a market in which the order flow is autocorrelated. We build a model which explains qualitatively and quantitatively the empirical facts observed so far concerning market impact. We…

Current fairness metrics and mitigation techniques provide tools for practitioners to asses how non-discriminatory Automatic Decision Making (ADM) systems are. What if I, as an individual facing a decision taken by an ADM system, would like…

Ancillaries have become a major source of revenue and profitability in the travel industry. Yet, conventional pricing strategies are based on business rules that are poorly optimized and do not respond to changing market conditions. This…