35 citations · 84 across the 9 of their papers we have counts for
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cs.DS2009★ 35 cited
A Dynamic Near-Optimal Algorithm for Online Linear Programming
Shipra Agrawal, Zizhuo Wang, Yinyu Ye
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is rev…
q-fin.TR2009★ 3 cited
A Unified Framework for Dynamic Pari-Mutuel Information Market Design
Shipra Agrawal, Erick Delage, Mark Peters +2
Recently, several new pari-mutuel mechanisms have been introduced to organize markets for contingent claims. Hanson introduced a market maker derived from the logarithmic scoring r…