This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
Following the well-studied two-stage optimization framework for stochastic optimization [15, 18], we study approximation algorithms for robust two-stage optimization problems with ...
Uriel Feige, Kamal Jain, Mohammad Mahdian, Vahab S...
To solve the cruise two-dimensional revenue management problem and develop such an automated system under uncertain environment, a static model which is a stochastic integer progr...
— Recent investigations into the pricing of multiclass loss networks have shown that static prices are optimal in the asymptotic regime of many small sources. These results sugge...
We present the design of a banner advertising auction which is considerably more expressive than current designs. We describe a general model of expressive ad contracts/bidding an...
Craig Boutilier, David C. Parkes, Tuomas Sandholm,...