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» Optimal Allocation Strategies for the Dark Pool Problem
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ECAI
2010
Springer
13 years 8 months ago
Addressing the Exposure Problem of Bidding Agents Using Flexibly Priced Options
Abstract. In this paper we introduce a new option pricing mechanism for reducing the exposure problem encountered by bidding agents with complementary valuations when participating...
Valentin Robu, Ioannis A. Vetsikas, Enrico H. Gerd...
CORR
2010
Springer
172views Education» more  CORR 2010»
13 years 7 months ago
Seeing Through Black Boxes : Tracking Transactions through Queues under Monitoring Resource Constraints
The problem of optimal allocation of monitoring resources for tracking transactions progressing through a distributed system, modeled as a queueing network, is considered. Two for...
Animashree Anandkumar, Ting He, Chatschik Bisdikia...
RTSS
1999
IEEE
13 years 12 months ago
A Scalable Solution to the Multi-Resource QoS Problem
The problem of maximizing system utility by allocating a single finite resource to satisfy discrete Quality of Service (QoS) requirements of multiple applications along multiple Q...
Chen Lee, John P. Lehoczky, Daniel P. Siewiorek, R...
ICCBR
2005
Springer
14 years 1 months ago
Combining Case-Based Memory with Genetic Algorithm Search for Competent Game AI
We use case-injected genetic algorithms for learning how to competently play computer strategy games. Case-injected genetic algorithms combine genetic algorithm search with a case-...
Sushil J. Louis, Chris Miles
WINE
2010
Springer
129views Economy» more  WINE 2010»
13 years 5 months ago
Optimal Pricing in the Presence of Local Network Effects
We study the optimal pricing strategies of a monopolist selling a divisible good (service) to consumers that are embedded in a social network. A key feature of our model is that c...
Ozan Candogan, Kostas Bimpikis, Asuman E. Ozdaglar