Chapter 8 OPPORTUNITY COST ALGORITHMS FOR COMBINATORIAL AUCTIONS (2008)
Karhan Akcoglu, James Aspnes, Bhaskar Dasgupta, Ming-yang Kao
Abstract Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder...
FAST UNIVERSALIZATION OF INVESTMENT STRATEGIES ∗ (2008)
Karhan Akcoglu, Petros Drineas, Ming-yang Kao
Abstract. A universalization of a parameterized investment strategy is an online algorithm whose average daily performance approaches that of the strategy operating with the optimal parameters...
Karhan Akcoglu, James Aspnes, Bhaskar Dasgupta, Ming-yang Kao
1 Supported in part by NSF Grant CCR-9896165. 2
Fast Universalization of Investment Strategies with Provably Good Relative Returns (2002)
Akcoglu, Karhan, Drineas, Petros, Kao, Ming-Yang
A universalization of a parameterized investment strategy is an online algorithm whose average daily performance approaches that of the strategy operating with the optimal parameters determined...
Opportunity cost algorithms for combinatorial auctions (2002)
Karhan Akcoglu, James Aspnes, Bhaskar Dasgupta, Ming-yang Kao
Two general algorithms based on opportunity costs are given for approximating a revenuemaximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder oers a price...
Akcoglu, Karhan, Kao, Ming-Yang, Raghavan, Shuba
This paper develops three polynomial-time pricing techniques for European Asian options with provably small errors, where the stock prices follow binomial trees or trees of higher-degree. The first...
Opportunity Cost Algorithms for Combinatorial Auctions (2000)
Akcoglu, Karhan, Aspnes, James, DasGupta, Bhaskar, Kao, Ming-Yang
Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder offers a...
Opportunity Cost Algorithms for Combinatorial Auctions (2000)
Karhan Akcoglu, James Aspnes, Bhaskar Dasgupta, Ming-yang Kao
Two general algorithms based on opportunity costs are given for approximating a revenue maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder offers a...