IOR
2011
12 years 8 months ago
2011
Consider selling bundles of indivisible goods to buyers with concave utilities that are additively separable in money and goods. We propose an ascending auction for the case when ...
IOR
2011
12 years 11 months ago
2011
IOR
2011
12 years 11 months ago
2011
This paper introduces and studies the maximum k-plex problem, which arises in social network analysis and has wider applicability in several important areas employing graph-based ...
IOR
2011
12 years 11 months ago
2011
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
IOR
2011
12 years 11 months ago
2011
We derive a knowledge gradient policy for an optimal learning problem on a graph, in which we use sequential measurements to refine Bayesian estimates of individual edge values i...
IOR
2011
12 years 11 months ago
2011
In this paper, we give a finite disjunctive programming procedure to obtain the convex hull of general mixed-integer linear programs (MILP) with bounded integer variables. We prop...
IOR
2011
12 years 11 months ago
2011
IOR
2011
12 years 11 months ago
2011
We consider a pricing problem in an environment where the customers’ willingness-to-pay (WtP) distribution may change at some point over the selling horizon. Customers arrive se...
IOR
2011
12 years 11 months ago
2011