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CDC
2008
IEEE
132views Control Systems» more  CDC 2008»
14 years 2 months ago
A distributed auction algorithm for the assignment problem
— The assignment problem constitutes one of the fundamental problems in the context of linear programming. Besides its theoretical significance, its frequent appearance in the a...
Michael M. Zavlanos, Leonid Spesivtsev, George J. ...
COCOON
2005
Springer
13 years 9 months ago
On-Line Algorithms for Market Equilibria
We consider a variation of the classical problem of finding prices which guarantee equilibrium in linear markets consisting of divisible goods and agents with money. Specificall...
Spyros Angelopoulos, Atish Das Sarma, Avner Magen,...
SIAMAM
2008
97views more  SIAMAM 2008»
13 years 7 months ago
Convergence of Dual Algorithm with Arbitrary Communication Delays
We study the issue of convergence of user rates and resource prices under a family of rate control schemes called dual algorithms with arbitrary communication delays. We first con...
Richard J. La, Priya Ranjan
FC
2009
Springer
118views Cryptology» more  FC 2009»
14 years 2 months ago
Cryptographic Combinatorial Clock-Proxy Auctions
We present a cryptographic protocol for conducting efficient, provably correct and secrecy-preserving combinatorial clock-proxy auctions. The “clock phase” functions as a trust...
David C. Parkes, Michael O. Rabin, Christopher Tho...
IPPS
2008
IEEE
14 years 2 months ago
Financial modeling on the cell broadband engine
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In th...
Virat Agarwal, Lurng-Kuo Liu, David A. Bader