no code implementations • 20 Apr 2021 • Alfonso Lobos, Paul Grigas, Zheng Wen
We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost.
1 code implementation • 9 Jun 2019 • Paul Grigas, Alfonso Lobos, Nathan Vermeersch
The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure.
no code implementations • 6 Jun 2017 • Paul Grigas, Alfonso Lobos, Zheng Wen, Kuang-Chih Lee
We develop an optimization model and corresponding algorithm for the management of a demand-side platform (DSP), whereby the DSP aims to maximize its own profit while acquiring valuable impressions for its advertiser clients.
Optimization and Control Computer Science and Game Theory