This paper deals with a category of concavifiable functions that can be used to model inelastic traffic in the network. Such class of functions can be concavified within an interva...
We propose a new method to compute bid prices in network revenue management problems. The novel aspect of our method is that it naturally provides dynamic bid prices that depend o...
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
Network applications require a certain level of network performance for their proper operation. These individual guarantees can be provided if su cient amounts of network resource...
The design of pricing mechanisms for network resource allocation has two important objectives: 1) a simple and scalable end-to-end implementation and 2) efficiency of the resulting...