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» A pricing problem under Monge property
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DISOPT
2008
89views more  DISOPT 2008»
13 years 8 months ago
A pricing problem under Monge property
We study a pricing problem where buyers with non-uniform demand purchase one of many items. Each buyer has a known benefit for each item and purchases the item that gives the larg...
Oktay Günlük
EUROGP
2007
Springer
145views Optimization» more  EUROGP 2007»
14 years 13 days ago
GP Classifier Problem Decomposition Using First-Price and Second-Price Auctions
This work details an auction-based model for problem decomposition in Genetic Programming classification. The approach builds on the population-based methodology of Genetic Progra...
Peter Lichodzijewski, Malcolm I. Heywood
FS
2010
95views more  FS 2010»
13 years 7 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
SOFSEM
2010
Springer
14 years 5 months ago
On the Complexity of the Highway Pricing Problem
Abstract. The highway pricing problem asks for prices to be determined for segments of a single highway such as to maximize the revenue obtainable from a given set of customers wit...
Alexander Grigoriev, Joyce van Loon, Marc Uetz
FSTTCS
2010
Springer
13 years 6 months ago
Combinatorial Problems with Discounted Price Functions in Multi-agent Systems
ABSTRACT. Motivated by economic thought, a recent research agenda has suggested the algorithmic study of combinatorial optimization problems under functions which satisfy the prope...
Gagan Goel, Pushkar Tripathi, Lei Wang