相关论文: An Improved Combinatorial Polynomial Algorithm for…
Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…
Precise day-ahead forecasts for electricity prices are crucial to ensure efficient portfolio management, support strategic decision-making for power plant operations, enable efficient battery storage optimization, and facilitate demand…
We cast the problem of combinatorial auction design in a Bayesian framework in order to incorporate prior information into the auction process and minimize the number of rounds to convergence. We first develop a generative model of agent…
Collusion in market pricing is a concept associated with human actions to raise market prices through artificially limited supply. Recently, the idea of algorithmic collusion was put forward, where the human action in the pricing process is…
In settings where full incentive-compatibility is not available, such as core-constraint combinatorial auctions and budget-balanced combinatorial exchanges, we may wish to design mechanisms that are as incentive-compatible as possible. This…
Priced timed automata provide a natural model for quantitative analysis of real-time systems and have been successfully applied in various scheduling and planning problems. The optimal reachability problem for linearly-priced timed automata…
In the contextual pricing problem a seller repeatedly obtains products described by an adversarially chosen feature vector in $\mathbb{R}^d$ and only observes the purchasing decisions of a buyer with a fixed but unknown linear valuation…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
Price differentiation is a common strategy in many markets. In this paper, we study a static multiproduct price optimization problem with demand given by a discrete mixed multinomial logit model. By considering a mixed logit model that…
We present a method for finding envy-free prices in a combinatorial auction where the consumers' number $n$ coincides with that of distinct items for sale, each consumer can buy one single item and each item has only one unit available.…
A patient seller aims to sell a good to an impatient buyer (i.e., one who discounts utility over time). The buyer will remain in the market for a period of time $T$, and her private value is drawn from a publicly known distribution. What is…
In this article we consider combinatorial markets with valuations only for singletons and pairs of buy/sell-orders for swapping two items in equal quantity. We provide an algorithm that permits polynomial time market-clearing and -pricing.…
Algorithmic pricing raises a question of interpretation as well as intervention: when autonomous deep-learning pricing systems sustain supracompetitive prices, what strategic pattern have they learned, and how might market institutions…
In this paper we propose models of combinatorial algorithms for the Boolean Matrix Multiplication (BMM), and prove lower bounds on computing BMM in these models. First, we give a relatively relaxed combinatorial model which is an extension…
To overcome the #P-hardness of computing/updating prices in logarithm market scoring rule-based (LMSR-based) combinatorial prediction markets, Chen et al. [5] recently used a simple Bayesian network to represent the prices of securities in…
The emerging edge computing paradigm promises to deliver superior user experience and enable a wide range of Internet of Things (IoT) applications. In this work, we propose a new market-based framework for efficiently allocating resources…
We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on…
Identical products being sold at different prices in different locations is a common phenomenon. Price differences might occur due to various reasons such as shipping costs, trade restrictions and price discrimination. To model such…
We study revenue optimization learning algorithms for posted-price auctions with strategic buyers. We analyze a very broad family of monotone regret minimization algorithms for this problem, which includes the previously best known…
We revisit the fundamental Boolean Matrix Multiplication (BMM) problem. With the invention of algebraic fast matrix multiplication over 50 years ago, it also became known that BMM can be solved in truly subcubic $O(n^\omega)$ time, where…