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» A pricing problem under Monge property
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DISOPT
2008
89views more  DISOPT 2008»
13 years 5 months ago
A pricing problem under Monge property
We study a pricing problem where buyers with non-uniform demand purchase one of many items. Each buyer has a known benefit for each item and purchases the item that gives the larg...
Oktay Günlük
EUROGP
2007
Springer
145views Optimization» more  EUROGP 2007»
13 years 8 months ago
GP Classifier Problem Decomposition Using First-Price and Second-Price Auctions
This work details an auction-based model for problem decomposition in Genetic Programming classification. The approach builds on the population-based methodology of Genetic Progra...
Peter Lichodzijewski, Malcolm I. Heywood
FS
2010
95views more  FS 2010»
13 years 3 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
SOFSEM
2010
Springer
14 years 1 months ago
On the Complexity of the Highway Pricing Problem
Abstract. The highway pricing problem asks for prices to be determined for segments of a single highway such as to maximize the revenue obtainable from a given set of customers wit...
Alexander Grigoriev, Joyce van Loon, Marc Uetz
FSTTCS
2010
Springer
13 years 2 months ago
Combinatorial Problems with Discounted Price Functions in Multi-agent Systems
ABSTRACT. Motivated by economic thought, a recent research agenda has suggested the algorithmic study of combinatorial optimization problems under functions which satisfy the prope...
Gagan Goel, Pushkar Tripathi, Lei Wang