New Challenges in Scheduling Theory

October 21 - 27, 2012 --- Centre CNRS "La Villa Clythia", Frejus, France

Scheduling Algorithms for Market Clearing Problems

SpeakerEsther Mohr

Coauthor: Günther Schmidt

In online market clearing problems the market-maker must allocate bid prices to ask prices before they expire. The objective is to maximize profit generated by the allocation. We present and analyze scheduling algorithms to solve this problem. We differ between problems with known and unknown expiry dates and problems with constant and arbitrary bid price volumes.