Suppose a decision maker has to purchase a commodity over time with varying prices and demands. In particular, the price per unit might depend on the amount purchased and this pri...
Scoring rules for eliciting expert predictions of random variables are usually developed assuming that experts derive utility only from the quality of their predictions (e.g., sco...
We propose a general dual-fitting technique for analyzing online scheduling algorithms in the unrelated machines setting where the objective function involves weighted flow-time...
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
A number of real-world domains such as social networks and e-commerce involve heterogeneous data that describes relations between multiple classes of entities. Understanding the n...