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...
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...
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...
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...
ABSTRACT. Motivated by economic thought, a recent research agenda has suggested the algorithmic study of combinatorial optimization problems under functions which satisfy the prope...