Online algorithms for the general k-search problem

Authors:
Wenming Zhang;Yinfeng Xu;Feifeng Zheng;Ming Liu
Affiliations:
School of Management, Xian JiaoTong University, Xian 710049, China and The State Key Lab for Manufacturing Systems Engineering, Xian 710049, China;School of Management, Xian JiaoTong University, Xian 710049, China and The State Key Lab for Manufacturing Systems Engineering, Xian 710049, China;School of Management, Xian JiaoTong University, Xian 710049, China and The State Key Lab for Manufacturing Systems Engineering, Xian 710049, China;School of Economics & Management, Tongji University, Shanghai 200092, China
Venue:
Information Processing Letters
Year:
2011

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Abstract

This paper investigates the general k-search problem, in which a player is to sell totally k units of some asset within n periods, aiming at maximizing the total revenue. At each period, the player observes a quoted price which expires before the next period, and decides irrecoverably the amount of the asset to be sold at the price. We present a deterministic online algorithm and prove it optimal for the case where k==n, we show by numerical illustration that the gap between the upper and the lower bound of competitive ratio is quite small for many situations.