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IOR
2011
96views more  IOR 2011»
12 years 9 months ago
An Ascending Vickrey Auction for Selling Bases of a Matroid
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 ...
Sushil Bikhchandani, Sven de Vries, James Schummer...
IOR
2011
57views more  IOR 2011»
13 years 1 months ago
The Price of Fairness
Dimitris Bertsimas, Vivek F. Farias, Nikolaos Tric...
IOR
2011
175views more  IOR 2011»
13 years 1 months ago
Clique Relaxations in Social Network Analysis: The Maximum k-Plex Problem
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 ...
Balabhaskar Balasundaram, Sergiy Butenko, Illya V....
IOR
2011
152views more  IOR 2011»
13 years 1 months ago
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
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 ...
Naomi Miller, Andrzej Ruszczynski
IOR
2011
107views more  IOR 2011»
13 years 1 months ago
Information Collection on a Graph
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...
Ilya O. Ryzhov, Warren B. Powell
IOR
2011
133views more  IOR 2011»
13 years 1 months ago
Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs
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...
Binyuan Chen, Simge Küçükyavuz, S...
IOR
2011
96views more  IOR 2011»
13 years 1 months ago
On the Minimax Complexity of Pricing in a Changing Environment
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...
Omar Besbes, Assaf J. Zeevi