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作者：Miao, Sentao; Wang, Yining
作者单位：University of Colorado System; University of Colorado Boulder
摘要：This paper studies the classic price-based network revenue management (NRM) problem with demand learning. The retailer dynamically decides prices of n products over a finite selling season (of length T) subject to m resource constraints, with the purpose of maximizing the cumulative revenue. In this paper, we focus on a nonparametric demand model with some mild technical assumptions which are satisfied by most of the commonly used demand functions. We propose a robust ellipsoid method adapted ...
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作者：Trobst, Thorben; Vazirani, Vijay V.
作者单位：University of California System; University of California Irvine
摘要：Recent insights have left cardinal-utility matching markets in a state of flux: the celebrated pricing-based mechanism for one-sided cardinal-utility matching markets due to Hylland and Zeckhauser (HZ) [Hylland A, Zeckhauser R (1979) The efficient allocation of individuals to positions. J. Polit. Econom. 87(2):293-314.], which had long eluded efficient algorithms, was finally shown to be polynomial parity argument in digraphs (PPAD)-complete (Chen et al. [Chen T, Chen X, Peng B, Yannakakis M (...
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作者：Csaji, Gergely; Kiratly, Tamas; Takazawa, Kenjiro; Yokoi, Yu
作者单位：Eotvos Lorand University; HUN-REN; HUN-REN Centre for Economic & Regional Studies; Eotvos Lorand University; Hosei University
摘要：We investigate weighted settings of popular matching problems with matroid constraints. The concept of popularity was originally defined for matchings in bipartite graphs, where vertices have preferences over the incident edges. There are two standard models, depending on whether vertices on one or both sides have preferences. A matching M is popular if it does not lose a head-to-head election against any other matching. In our generalized models, one or both sides have matroid constraints, an...
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作者：Djehiche, Boualem; Dumitrescu, Roxana
作者单位：Royal Institute of Technology; Institut Polytechnique de Paris; ENSAE Paris
摘要：We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish sufficient conditions under which such a game admits a value and a saddle point. Furthermore, we provide a characterization of the value of the game in terms of a specific class of doubly reflected backward stochastic differential equations of mean-field type, for ...
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作者：Cohen, Asaf; Zell, Ethan
作者单位：University of Michigan System; University of Michigan
摘要：Mean field games (MFGs) model equilibria in games with a continuum of weakly interacting players as limiting systems of symmetric n-player games. We consider the finiteprove that any solution to the MFG system gives rise to a (C/ ffififfi state, infinite-horizon problem with ergodic cost. Assuming Markovian strategies, we first Vn)-Nash equilibrium in the n-player game. We follow this result by proving the same is true for the strategy profile derived from the master equation. We conclude the ...
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作者：Khanh, Pham Duy; Khoa, Vu Vinh Huy; Mordukhovich, Boris S.; Phat, Vo Thanh
作者单位：Wayne State University; University of North Dakota Grand Forks
摘要：The paper is devoted to a systematic study and characterizations of notions of local maximal monotonicity and their strong counterparts for set-valued operators that appear in variational analysis, optimization, and their applications. We obtain novel resolvent characterizations of these notions together with efficient conditions for their preservation under summation in broad infinite-dimensional settings. Further characterizations of these notions are derived by using generalized differentia...
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作者：Catalano, Costanza; Castaldo, Maria; Como, Giacomo; Fagnani, Fabio
作者单位：European Central Bank; Bank of Italy; Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS); Inria; Polytechnic University of Turin; Lund University
摘要：We study a network formation game where n players, identified with the nodes of a directed graph to be formed, choose where to wire their outgoing links in order to maximize their PageRank centrality. Specifically, the action of every player i consists in the wiring of a predetermined number di of directed out-links, and her utility is her own PageRank centrality in the network resulting from the actions of all players. We show that this is a potential game and that the best response correspon...
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作者：Moresco, Marlon R.; Mailhot, Melina; Pesenti, Silvana M.
作者单位：Universidade Federal do Rio Grande do Sul; Concordia University - Canada; University of Toronto
摘要：We introduce a framework for quantifying propagation of uncertainty arising in a dynamic setting. Specifically, we define dynamic uncertainty sets designed explicitly for discrete stochastic processes over a finite time horizon. These dynamic uncertainty sets capture the uncertainty surrounding stochastic processes and models, accounting for factors such as distributional ambiguity. Examples of uncertainty sets include those induced by the Wasserstein distance and f-divergences. We further def...
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作者：Angelelli, Enrico; Mansini, Renata; Rizzi, Romeo
作者单位：University of Brescia; University of Brescia; University of Verona
摘要：The profitable tour problem (PTP) is a well-known NP-hard routing problem that searches for a tour visiting a subset of customers while maximizing profit measured as the difference between total revenue collected and traveling costs. PTP is known to be solvable in polynomial time when special structures of the underlying graph are considered. However, the computational complexity of the corresponding probabilistic generalizations is still an open issue in many cases. In this paper, we analyze ...
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作者：Eisenbrand, Friedrich; Hunkenschroeder, Christoph; Klein, Kim-Manuel; Koutecky, Martin; Levin, Asaf; Onn, Shmuel
作者单位：Technical University of Berlin; University of Lubeck; Charles University Prague; Technion Israel Institute of Technology
摘要：We study the general integer programming problem where the number of variables n is a variable part of the input. We consider two natural parameters of the constraint matrix A: its numeric measure a and its sparsity measure d. We present an algorithm for solving integer programming in time g(a,d)poly(n,L), where g is some computable function of the parameters a and d, and L is the binary encoding length of the input. In particular, integer programming is fixed-parameter tractable parameterized...
