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In the matching interdiction problem, we are given an undirected graph with weights and interdiction costs on the edges and seek to remove a subset of the edges constrained to some budget, such that the weight of a maximum weight matching…
This paper addresses two deficiencies of models in the area of matching-based market design. The first arises from the recent realization that the most prominent solution that uses cardinal utilities, namely the Hylland-Zeckhauser (HZ)…
Computing market equilibria is an important practical problem for market design, for example in fair division of items. However, computing equilibria requires large amounts of information (typically the valuation of every buyer for every…
We study the problem of computing stationary Nash equilibria in discounted perfect information stochastic games from the viewpoint of computational complexity. For two-player games we prove the problem to be in PPAD, which together with a…
This paper investigates a time-inconsistent portfolio selection problem in the incomplete mar ket model, integrating expected utility maximization with risk control. The objective functional balances the expected utility and variance on log…
In this paper we present a novel arbitrary-order discrete de Rham (DDR) complex on general polyhedral meshes based on the decomposition of polynomial spaces into ranges of vector calculus operators and complements linked to the spaces in…
We propose a pseudo-market solution to resource allocation problems subject to constraints. Our treatment of constraints is general: including bihierarchical constraints due to considerations of diversity in school choice, or scheduling in…
We show an auction-based algorithm to compute market equilibrium prices in a production model, where consumers purchase items under separable nonlinear utility concave functions which satisfy W.G.S(Weak Gross Substitutes); producers produce…
We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on…
In this paper the robust recoverable spanning tree problem with interval edge costs is considered. The complexity of this problem has remained open to date. It is shown that the problem is polynomially solvable, by using an iterative…
Existing electricity market designs assume risk neutrality and lack risk-hedging instruments, which leads to suboptimal market outcomes and reduces the overall market efficiency. This paper enables risk-trading in the chance-constrained…
Consensus halving refers to the problem of dividing a resource into two parts so that every agent values both parts equally. Prior work has shown that when the resource is represented by an interval, a consensus halving with at most $n$…
A well-studied nonlinear extension of the minimum-cost flow problem is to minimize the objective $\sum_{ij\in E} C_{ij}(f_{ij})$ over feasible flows $f$, where on every arc $ij$ of the network, $C_{ij}$ is a convex function. We give a…
We present polynomial-time algorithms as well as hardness results for equilibrium computation in atomic splittable routing games, for the case of general convex cost functions. These games model traffic in freight transportation, market…
We present solutions to the matrix completion problems proposed by the Alignment Research Center that have a polynomial dependence on the precision $\varepsilon$. The motivation for these problems is to enable efficient computation of…
Scarf's lemma is one of the fundamental results in combinatorics, originally introduced to study the core of an N-person game. Over the last four decades, the usefulness of Scarf's lemma has been demonstrated in several important…
Market equilibrium is a solution concept with many applications such as digital ad markets, fair division, and resource sharing. For many classes of utility functions, equilibria can be captured by convex programs. We develop simple…
We present a general two-side market model with divisible commodities and price functions of participants. A general existence result on unbounded sets is obtained from its variational inequality re-formulation. We describe an extension of…
We present an efficient framework for solving algebraically-constrained global non-convex polynomial optimization problems over subsets of the hypercube. We prove the existence of an equivalent nonlinear reformulation of such problems that…
An improved fully polynomial-time approximation scheme and a greedy heuristic for the fractional length-bounded maximum multicommodity flow problem with unit edge-lengths are proposed. Computational experiments are carried out on benchmark…