— 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. ...
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,...
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...
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...
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...