相关论文: An Improved Combinatorial Polynomial Algorithm for…
Min-plus product of two $n\times n$ matrices is a fundamental problem in algorithm research. It is known to be equivalent to APSP, and in general it has no truly subcubic algorithms. In this paper, we focus on the min-plus product on a…
With dynamic pricing on the rise, firms are using sophisticated algorithms for price determination. These algorithms are often non-interpretable and there has been a recent interest in their seemingly emergent ability to tacitly collude…
We analyze the computational complexity of market maker pricing algorithms for combinatorial prediction markets. We focus on Hanson's popular logarithmic market scoring rule market maker (LMSR). Our goal is to implicitly maintain correct…
Beyond its obvious macro-economic relevance, fiat money has important micro-economic implications. They matter for addressing No. 8 in Smale's "Mathematical Problems for the Next Century": extend the mathematical model of general…
In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…
Online optimization with multiple budget constraints is challenging since the online decisions over a short time horizon are coupled together by strict inventory constraints. The existing manually-designed algorithms cannot achieve…
Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications, such as online auction, network revenue management, order fulfillment and advertising. Existing OLP…
We analyze competition on nonlinear prices in homogeneous goods markets with consumer search. In equilibrium firms offer two-part tariffs consisting of a linear price and lump-sum fee. The equilibrium production is socially efficient as the…
Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting and to improve the predictive performance. First, we…
A well-studied nonlinear extension of the minimum-cost flow problem is to minimize the objective $\sum_{ij\in E} C_{ij}(f_{ij})$ over feasible flows $f$, where on every arc $ij$ of the network, $C_{ij}$ is a convex function. We give a…
Renewable electricity generation has grown significantly across many European power systems, leading to a greener energy mix, but also additional complexity in balancing electricity supply and demand. Unexpected differences between…
In this article, we introduce and study accelerated Landweber methods for linear ill-posed problems obtained by an alteration of the coefficients in the three-term recurrence relation of the \nu-methods. The residual polynomials of the…
We study a combinatorial market design problem, where a collection of indivisible objects is to be priced and sold to potential buyers subject to equilibrium constraints.The classic solution concept for such problems is Walrasian…
We present an algorithm that enumerates all the minimal triangulations of a graph in incremental polynomial time. Consequently, we get an algorithm for enumerating all the proper tree decompositions, in incremental polynomial time, where…
We present a new multigrid method called neural multigrid which is based on joining multigrid ideas with concepts from neural nets. The main idea is to use the Greenbaum criterion as a cost functional for the neural net. The algorithm is…
We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. First, we show that it is not possible to solve this problem…
We study a natural combinatorial pricing problem for sequentially arriving buyers with equal budgets. Each buyer is interested in exactly one pair of items and purchases this pair if and only if, upon arrival, both items are still available…
Artificial intelligence algorithms are increasingly used by firms to set prices. Previous research shows that they can exhibit collusive behaviour, but how quickly they can do so has so far remained an open question. I show that a modern…
We consider a market where a set of objects is sold to a set of buyers, each equipped with a valuation function for the objects. The goal of the auctioneer is to determine reasonable prices together with a stable allocation. One definition…
In 1990 Cerlienco and Mureddu gave a combinatorial iterative algorithm which, given an ordered set of points, returns the lexicographical Groebner escalier of the ideal of these points. There are many alternatives to this algorithm and in…