相关论文: Online Revenue Maximization with Unknown Concave U…

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…

Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…

We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attention spans, i.e., the maximum number of products they are…

We consider an online version of the well-studied network utility maximization problem, where users arrive one by one and an operator makes irrevocable decisions for each user without knowing the details of future arrivals. We propose a…

Fair resource allocation is one of the most important topics in communication networks. Existing solutions almost exclusively assume each user utility function is known and concave. This paper seeks to answer the following question: how to…

We study a resource allocation problem over time, where a finite (random) resource needs to be distributed among a set of users at each time instant. Shortfalls in the resource allocated result in user dissatisfaction, which we model as an…

The fast growth of communication technology within the concept of smart grids can provide data and control signals from/to all consumers in an online fashion. This could foster more participation for end-user customers. These types of…

In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…

We consider an online matching problem with concave returns. This problem is a significant generalization of the Adwords allocation problem and has vast applications in online advertising. In this problem, a sequence of items arrive…

This paper considers the optimization-based traffic allocation problem among multiple end points in connectionless networks. The network utility function is modeled as a non-concave function, since it is the best description of the quality…

We consider the problem of choosing prices of a set of products so as to maximize profit, taking into account self-elasticity and cross-elasticity, subject to constraints on the prices. We show that this problem can be formulated as…

Consider the seller's problem of finding optimal prices for her $n$ (divisible) goods when faced with a set of $m$ consumers, given that she can only observe their purchased bundles at posted prices, i.e., revealed preferences. We study…

In this paper we study a revenue maximization problem for optical routing nodes. We model the routing node as a single server polling model with the aim to assign visit periods (service windows) to the different stations (ports) such that…

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered…

We propose a new efficient online algorithm to learn the parameters governing the purchasing behavior of a utility maximizing buyer, who responds to prices, in a repeated interaction setting. The key feature of our algorithm is that it can…

Selling a perfectly divisible item to potential buyers is a fundamental task with apparent applications to pricing communication bandwidth and cloud computing services. Surprisingly, despite the rich literature on single-item auctions,…

The computation of equilibrium prices at which the supply of goods matches their demand typically relies on complete information on agents' private attributes, e.g., suppliers' cost functions, which are often unavailable in practice.…

Efficient and truthful mechanisms to price resources on remote servers/machines has been the subject of much work in recent years due to the importance of the cloud market. This paper considers revenue maximization in the online stochastic…

The sum-utility maximization problem is known to be important in the energy systems literature. The conventional assumption to address this problem is that the utility is concave. But for some key applications, such an assumption is not…