518 citations · 1.2k across the 27 of their papers we have counts for
3 papers · 1 filter
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…
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…
Correlation Robust Stochastic Optimization
Shipra Agrawal, Yichuan Ding, Amin Saberi +1
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation bet…