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This paper studies an online selection problem, where a seller seeks to sequentially sell multiple copies of an item to arriving buyers. We consider an adversarial setting, making no modeling assumptions about buyers' valuations for the…

计算机科学与博弈论 · 计算机科学 2024-10-11 Bo Sun , Hossein Nekouyan Jazi , Xiaoqi Tan , Raouf Boutaba

Recently the influence maximization problem has received much attention for its applications on viral marketing and product promotions. However, such influence maximization problems have not taken into account the monetary effect on the…

社会与信息网络 · 计算机科学 2015-05-26 Ya-Wen Teng , Chih-Hua Tai , Philip S. Yu , Ming-Syan Chen

We study the online constrained ranking problem motivated by an application to web-traffic shaping: an online stream of sessions arrive in which, within each session, we are asked to rank items. The challenge involves optimizing the ranking…

最优化与控制 · 数学 2017-02-24 Parikshit Shah , Akshay Soni , Troy Chevalier

In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…

最优化与控制 · 数学 2019-11-19 Andrea Boskovic , Qinyi Chen , Dominik Kufel , Zijie Zhou

This paper investigates the problem of controlling a linear system under possibly unbounded stochastic noise with unknown convex cost functions, known as an online control problem. In contrast to the existing work, which assumes the…

系统与控制 · 电气工程与系统科学 2025-06-03 Kaito Ito , Taira Tsuchiya

We address the challenging problem of dynamically pricing complementary items that are sequentially displayed to customers. An illustrative example is the online sale of flight tickets, where customers navigate through multiple web pages.…

Lately, personalized marketing has become important for retail/e-retail firms due to significant rise in online shopping and market competition. Increase in online shopping and high market competition has led to an increase in promotional…

机器学习 · 计算机科学 2020-10-19 Ankur Verma

Product ranking is the core problem for revenue-maximizing online retailers. To design proper product ranking algorithms, various consumer choice models are proposed to characterize the consumers' behaviors when they are provided with a…

机器学习 · 计算机科学 2023-01-03 Renzhe Xu , Xingxuan Zhang , Bo Li , Yafeng Zhang , Xiaolong Chen , Peng Cui

We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave…

投资组合管理 · 定量金融 2021-10-14 Christian Dehm , Thai Nguyen , Mitja Stadje

This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) discrete-time financial market model with finite time horizon. In contrast to the standard setting, a possibly non-concave utility…

投资组合管理 · 定量金融 2014-09-04 Laurence Carassus , Miklos Rasonyi

We consider the revenue maximization problem with sharp multi-demand, in which $m$ indivisible items have to be sold to $n$ potential buyers. Each buyer $i$ is interested in getting exactly $d_i$ items, and each item $j$ gives a benefit…

计算机科学与博弈论 · 计算机科学 2013-12-16 Vittorio Bilò , Michele Flammini , Gianpiero Monaco

This paper studies a problem of jointly optimizing two important operations in mobile edge computing without knowing future requests, namely service caching, which determines which services to be hosted at the edge, and service routing,…

网络与互联网体系结构 · 计算机科学 2022-02-01 Siqi Fan , I-Hong Hou , Van Sy Mai , Lotfi Benmohamed

We study a data pricing problem, where a seller has access to $N$ homogeneous data points (e.g. drawn i.i.d. from some distribution). There are $m$ types of buyers in the market, where buyers of the same type $i$ have the same valuation…

机器学习 · 计算机科学 2024-11-05 Keran Chen , Joon Suk Huh , Kirthevasan Kandasamy

We study the problem of designing posted-price mechanisms in order to sell a single unit of a single item within a finite period of time. Motivated by real-world problems, such as, e.g., long-term rental of rooms and apartments, we assume…

计算机科学与博弈论 · 计算机科学 2020-12-11 Giulia Romano , Gianluca Tartaglia , Alberto Marchesi , Nicola Gatti

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

最优化与控制 · 数学 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

Learning-augmented algorithms have been extensively studied across the computer science community in the recent years, driven by advances in machine learning predictors, which can provide additional information to augment classical…

数据结构与算法 · 计算机科学 2024-11-14 Elena Grigorescu , Young-San Lin , Maoyuan Song

We study the problem of online convex optimization (OCO) under unknown linear constraints that are either static, or stochastically time-varying. For this problem, we introduce an algorithm that we term Optimistically Safe OCO (OSOCO) and…

机器学习 · 计算机科学 2025-07-16 Spencer Hutchinson , Tianyi Chen , Mahnoosh Alizadeh

We study the optimal pricing strategies of a monopolist selling a divisible good (service) to consumers that are embedded in a social network. A key feature of our model is that consumers experience a (positive) local network effect. In…

计算机科学与博弈论 · 计算机科学 2011-01-31 Ozan Candogan , Kostas Bimpikis , Asuman Ozdaglar

The online advertising management platform has become increasingly popular among e-commerce vendors/advertisers, offering a streamlined approach to reach target customers. Despite its advantages, configuring advertising strategies correctly…

信息检索 · 计算机科学 2023-08-22 Lianghai Xiao , Yixing Zhao , Jiwei Chen

This paper studies a finite-horizon portfolio selection problem with non-concave terminal utility and proportional transaction costs, in which the commonly used concavification principle for terminal value is no longer applicable. We…

数理金融 · 定量金融 2025-06-04 Shuaijie Qian , Chen Yang