In this paper the problem of developing bidding strategies for the participants of dynamic energy-multi markets is studied. Attention is given to strategic bidding of load serving...
We consider marketplaces where buyers and sellers iteratively encounter to trade. Given some specific trade conditions, the question that we address is what strategies should buy...
In this paper, we derive optimal bidding strategies for a global bidder who participates in multiple, simultaneous second-price auctions with perfect substitutes. We first conside...
Enrico H. Gerding, Rajdeep K. Dash, David C. K. Yu...
Bundling is a very popular sales-promotion tool, in which a critical issue is to decide what products should be sold together in order to improve sales. Traditionally, this decisi...
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...