Price Differentiation in the Kelly Mechanism Richard Ma Advanced Digital Sciences Center, Illinois at Singapore School of Computing, National University.

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Presentation transcript:

Price Differentiation in the Kelly Mechanism Richard Ma Advanced Digital Sciences Center, Illinois at Singapore School of Computing, National University of Singapore Joint work with Dah Ming Chiu, John Lui (Chinese University of Hong Kong) Vishal Misra, Dan Rubenstein (Columbia University) W-PIN 2012

A Resource Allocation Problem

The Kelly Mechanism

Properties of Kelly Mechanism

Non-cooperative Game

Properties

Valuation Revelation

Unsolved Problem (Future work)