Linear Program-Based Approximation for Personalized Reserve Prices.
Mahsa DerakhshanNegin GolrezaeiRenato Paes LemePublished in: Manag. Sci. (2022)
Keyphrases
- linear program
- linear programming
- market equilibrium
- stage stochastic programs
- integrality gap
- convex functions
- optimal solution
- semi infinite
- simplex method
- approximate dynamic programming
- column generation
- interior point methods
- primal dual
- stochastic programming
- np hard
- mixed integer
- objective function
- integer program
- linear programming problems
- dynamic programming
- mixed integer linear program
- multistage stochastic
- quadratic programming
- approximation algorithms
- long run
- mathematical programming