Average-Case Competitive Analyses for Ski-Rental Problems
ISAAC '02 Proceedings of the 13th International Symposium on Algorithms and Computation
Can competitive analysis be made competitive?
CASCON '92 Proceedings of the 1992 conference of the Centre for Advanced Studies on Collaborative research - Volume 1
Using generalized forecasts for online currency conversion
COCOON'99 Proceedings of the 5th annual international conference on Computing and combinatorics
Average-case competitive analyses for one-way trading
Journal of Combinatorial Optimization
Competitive analysis of on-line securities investment
AAIM'05 Proceedings of the First international conference on Algorithmic Applications in Management
Price fluctuations: to buy or to rent
WAOA'09 Proceedings of the 7th international conference on Approximation and Online Algorithms
On the on-line k-truck problem with benefit maximization
ISAAC'06 Proceedings of the 17th international conference on Algorithms and Computation
How much is it worth to know the future in online conversion problems?
Discrete Applied Mathematics
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In the unidirectional conversion problem an on-line player is given the task of converting dollars to yen over some period of time. Each day, a new exchange rate is announced and the player must decide how many dollars to convert. His goal is to minimize the competitive ratio. defined as sup/sub E/ (P/sub OPT/(E)/P/sub X/E) where E ranges over exchange rate sequences. P/sub OPT/(E) is the number of yen obtained by an optimal off-line algorithm, and Px(E) is the number of yen obtained by the on-line algorithm X. The authors also consider a continuous version of the problem. in which the exchange rate varies over a continuous time interval. The on-line line players a priori information about the fluctuation of exchange rates distinguishes different variants of the problem. For three variants they show that a simple threat-based strategy is optimal for the on-line player and determine its competitive ratio. They also derive and analyze an optimal policy for the on-line player when he knows the probability distribution of the maximum value that the exchange rate will reach. Finally, they consider a bidirectional conversion problem, which the player may trade dollars for yen or yen for dollars.