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NIPS
2008
15 years 8 months ago
Adapting to a Market Shock: Optimal Sequential Market-Making
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Sanmay Das, Malik Magdon-Ismail
194
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SODA
2008
ACM
143views Algorithms» more  SODA 2008»
15 years 8 months ago
Dynamic optimality for skip lists and B-trees
Sleator and Tarjan [39] conjectured that splay trees are dynamically optimal binary search trees (BST). In this context, we study the skip list data structure introduced by Pugh [...
Prosenjit Bose, Karim Douïeb, Stefan Langerma...
WICON
2008
15 years 8 months ago
On the practical complexity of solving the maximum weighted independent set problem for optimal scheduling in wireless networks
It is well known that the maximum weighted independent set (MWIS) problem is NP-complete. Moreover, optimal scheduling in wireless networks requires solving a MWIS problem. Conseq...
Peng Wang, Stephan Bohacek
AAAI
2004
15 years 8 months ago
Regrets Only! Online Stochastic Optimization under Time Constraints
This paper considers online stochastic optimization problems where time constraints severely limit the number of offline optimizations which can be performed at decision time and/...
Russell Bent, Pascal Van Hentenryck
AAAI
2004
15 years 8 months ago
Branching and Pruning: An Optimal Temporal POCL Planner Based on Constraint Programming
A key feature of modern optimal planners such as Graphplan and Blackbox is their ability to prune large parts of the search space. Previous Partial Order Causal Link (POCL) planne...
Vincent Vidal, Hector Geffner