Competitive algorithms for unbounded one-way trading
نویسندگان
چکیده
منابع مشابه
Competitive Algorithms for Unbounded One-Way Trading
In the one-way trading problem, a seller has some product to be sold to a sequence σ of buyers u1, u2, . . . , uσ arriving online and he needs to decide, for each ui, the amount of product to be sold to ui at the then-prevailing market price pi. The objective is to maximize the seller’s revenue. We note that most previous algorithms for the problem need to impose some artificial upper bound M a...
متن کاملAverage-Case Competitive Analyses for One-Way Trading
Consider a trader who exchanges one dollar into yen and assume that the exchange rate fluctuates within the interval [m,M ]. The game ends without advance notice, then the trader is forced to exchange all the remaining dollars at the minimum rate m. El-Yaniv et al. presented the optimal worst-case threat-based strategy for this game [EFKT01]. In this paper, under the assumption that the distrib...
متن کاملUnbounded-Error One-Way Classical and Quantum Communication Complexity
This paper studies the gap between quantum one-way communication complexity Q(f) and its classical counterpart C(f), under the unbounded-error setting, i.e., it is enough that the success probability is strictly greater than 1/2. It is proved that for any (total or partial) Boolean function f , Q(f) = ⌈C(f)/2⌉, i.e., the former is always exactly one half as large as the latter. The result has a...
متن کاملBroadcast Authentication with Practically Unbounded One-way Chains
A protocol for assuring the authenticity of information broadcasted over long periods of time is proposed. The protocol is based on time synchronization and uses one-way chains constructed with the squaring function which gives the possibility to construct a one-way chain of whose length is unbounded in practice. Although the computational cost is somewhat increased, compared to the use of hash...
متن کاملOne-Way Trading with Time-Varying Exchange Rate Bounds
One-way trading is a basic online problem in finance. Since its optimal solution is given by a simple formula (however with difficult analysis), the problem is attractive as a target to which other distributed computing problems can be transformed. However, there are still natural distributed computing problems that do not fit in the known variants of one-way trading. We present some new models...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Theoretical Computer Science
سال: 2015
ISSN: 0304-3975
DOI: 10.1016/j.tcs.2015.05.034