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作者：Kanoria, Yash; Nazerzadeh, Hamid
作者单位：Columbia University; University of Southern California
摘要：Large fractions of online advertisements are sold via repeated second-price auctions. In these auctions, the reserve price is the main tool for the auctioneer to boost revenues. In this work, we investigate the following question: how can the auctioneer optimize reserve prices by learning from the previous bids while accounting for the long-term incentives and strategic behavior of the bidders? To this end, we consider a seller who repeatedly sells ex ante identical items via a second-price au...
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作者：Johari, Ramesh; Kamble, Vijay; Kanoria, Yash
作者单位：Stanford University; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; Columbia University
摘要：We consider the problem faced by a service platform that needs to match limited supply with demand while learning the attributes of new users to match them better in the future. We introduce a benchmark model with heterogeneous workers (demand) and a limited supply of jobs that arrive over time. Job types are known to the platform, but worker types are unknown and must be learned by observing match outcomes. Workers depart after performing a certain number of jobs. The expected payoff from a m...
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作者：Dworczak, Piotr
作者单位：Northwestern University
摘要：I introduce a class of algorithms called deferred acceptance with compensation chains (DACC). DACC algorithms generalize the Gale-Shapley algorithm by allowing both sides of the market to make offers. The main result is a characterization of the set of stable matchings: a matching is stable if and only if it is the outcome of a DACC algorithm. The proof of convergence of DACC algorithms uses a novel technique based on a construction of a potential function.
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作者：Song, Jing-Sheng; Xue, Zhengliang
作者单位：Duke University; International Business Machines (IBM); IBM USA
摘要：In today's digital age, with the aid of the internet and data mining, many firms use vertically differentiated product bundling to influence demand to match up with inventory status, especially in industries with short product life cycles. Despite this practice, there is little understanding on how exactly the inventory dynamics impact the bundling strategy and, in turn, how the bundling strategy affects the firm's inventory decisions. To fill this gap, we present a dynamic model to analyze th...
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作者：Skandari, M. Reza; Shechter, Steven M.
作者单位：Imperial College London; University of British Columbia
摘要：Patient heterogeneity in disease progression is prevalent in many settings. Treatment decisions that explicitly consider this heterogeneity can lower the cost of care and improve outcomes by providing the right care for the right patient at the right time. In this paper, we analyze the problem of designing ongoing treatment plans for a population with heterogeneity in disease progression and response to medical interventions. We create a model that learns the patient type by monitoring the pat...
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作者：Rostami, Borzou; Desaulniers, Guy; Errico, Fausto; Lodi, Andrea
作者单位：Wilfrid Laurier University; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; University of Quebec; Ecole de Technologie Superieure - Canada; Universite de Montreal
摘要：In this paper, we consider a version of the capacitated vehicle routing problem (CVRP) where travel times are assumed to be uncertain and statistically correlated (CVRP-SCT). In particular, we suppose that travel times follow a multivariate probability distribution whose first and second moments are known. The main purpose of the CVRP-CST is to plan vehicle routes whose travel times are reliable, in the sense that observed travel times are not excessively dispersed with respect to their expect...
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作者：Wu, Zijun; Moehring, Rolf H.; Chen, Yanyan; Xu, Dachuan
作者单位：Hefei University; Technical University of Berlin; Beijing University of Technology; Beijing University of Technology
摘要：We investigate the price of anarchy (PoA) in nonatomic congestion games when the total demand T gets very large. First results in this direction have recently been obtained by Colini-Baldeschi et al. (2016, 2017, 2020) for routing games and show that the PoA converges to one when the growth of the total demand T satisfies certain regularity conditions. We extend their results by developing a new framework for the limit analysis of the PoA that offers strong techniques such as the limit of game...
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作者：Chen, Ningyuan; Chen, Ying-Ju
作者单位：University of Toronto; Hong Kong University of Science & Technology; Hong Kong University of Science & Technology
摘要：We consider two firms selling products to a market of network-connected customers. Each firm is selling one product, and the two products are substitutable. The customers make purchases based on the multinomial logit model, and the firms compete for their purchasing probabilities. We characterize possible Nash equilibria for homogeneous network interactions and identical firms: When the network effects are weak, there is a symmetric equilibrium that the two firms evenly split the market; when ...
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作者：Abdellaoui, Mohammed; Bleichrodt, Han; Kemel, Emmanuel; l'Haridon, Olivier
作者单位：Centre National de la Recherche Scientifique (CNRS); Hautes Etudes Commerciales (HEC) Paris; Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Australian National University; Centre National de la Recherche Scientifique (CNRS); CNRS - Institute for Humanities & Social Sciences (INSHS); Universite de Rennes
摘要：This paper presents a simple method to measure the beliefs of a decision-maker with nonneutral ambiguity attitudes. Our method requires three simple choices, is incentive compatible, and allows for risk aversion and deviations from expected utility, including probability weighting and ambiguity aversion. An experiment using two natural sources of uncertainty (the temperature in Rotterdam and in New York City) shows that the model's estimated beliefs are well calibrated, sensitive to the source...
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作者：Adsul, Bharat; Garg, Jugal; Mehta, Ruta; Sohoni, Milind; von Stengel, Bernhard
作者单位：Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Bombay; University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign; University of London; London School Economics & Political Science
摘要：The rank of a bimatrix game is the matrix rank of the sum of the two payoff matrices. This paper comprehensively analyzes games of rank one and shows the following: (1) For a game of rank r, the set of its Nash equilibria is the intersection of a generically one-dimensional set of equilibria of parameterized games of rank r - 1 with a hyperplane. (2) One equilibrium of a rank-1 game can be found in polynomial time. (3) All equilibria of a rank-1 game can be found by following a piecewise linea...
