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» Algorithms for Multi-product Pricing
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STOC
2006
ACM
180views Algorithms» more  STOC 2006»
14 years 8 months ago
Pricing for fairness: distributed resource allocation for multiple objectives
In this paper, we present a simple distributed algorithm for resource allocation which simultaneously approximates the optimum value for a large class of objective functions. In p...
Sung-woo Cho, Ashish Goel
CEC
2005
IEEE
14 years 1 months ago
A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
Jin Suk Kim, Suk Joon Byun
CISS
2008
IEEE
14 years 2 months ago
Distributed interference pricing for OFDM wireless networks with non-separable utilities
—We present a distributed algorithm for allocating power among multiple interfering transmitters in a wireless network using Orthogonal Frequency Division Multiplexing (OFDM). Th...
Changxin Shi, Randall A. Berry, Michael L. Honig
STOC
2005
ACM
138views Algorithms» more  STOC 2005»
14 years 1 months ago
A new strategy for querying priced information
This paper focuses on competitive function evaluation in the context of computing with priced information. A function f is given together with a cost cx for each variable x of f. ...
Ferdinando Cicalese, Eduardo Sany Laber
SOFSEM
2010
Springer
14 years 4 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