Research Interests
Current ProjectsDesigning an iterative procedure for finding symmetric pure strategy Bayes-Nash equilibria in first-price auctions with discrete bids and values.Designing a truthful allocation mechanism that keeps the most surplus among the agents by sometimes sacrificing efficiency. Past projectsWorked on the sponsored search bidding problem from the point of view of an advertiser who needs to distribute a limited budget across different keywords in order to maximize profit from resulting sales. We modeled the sponsored search bidding problem as an online multiple-choice knapsack problem and designed an algorithm for solving online multiple-choice knapsack based on the algorithm for online knapsack. This is joint work with Yunhong Zhou done during a summer internship at HP Labs.Theoretically and experimentally analyzed the strategy of bidding marginal values in simultaneous auctions for interdependent goods Headed Brown University's research team that took part in the Trading Agent Competition in Supply Chain Management in 2004 and 2005 and developed a key component of the agent that took the 5th place in the final round of TAC 2006. Developed a simulator for testing bidding heuristics used in the Travel Division of the Trading Agent Competition and analyzed performance of the heuristics. Used the Sample Average Approximation (SAA) method to solve a stochastic scheduling problem. Investigated the strategy of solving multiple SAA instances (corresponding to different samples) and evaluating the resulting solutions to choose the best one. |