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We consider zero sum stochastic games. For every discount factor $\lambda$, a time normalization allows to represent the game as being played on the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of…

Optimization and Control · Mathematics 2018-12-21 Sylvain Sorin , Guillaume Vigeral

We study the problem of characterizing revenue optimal auctions for single-minded buyers. Each buyer is interested only in a specific bundle of items and has a value for the same. Both his bundle and its value are his private information.…

Computer Science and Game Theory · Computer Science 2010-09-14 Vineet Abhishek , Bruce Hajek

A natural problem in the context of the coupon collector's problem is the behavior of the maximum of independent geometrically distributed random variables (with distinct parameters). This question has been addressed by Brennan et al.…

Probability · Mathematics 2020-05-08 Dina Barak-Pelleg , Daniel Berend , Grigori Kolesnik

The call auction is a widely used trading mechanism, especially during the opening and closing periods of financial markets. In this paper, we study a standard call auction problem where orders are submitted according to Poisson processes,…

Trading and Market Microstructure · Quantitative Finance 2019-07-15 Ioane Muni Toke

In this paper we consider a scenario where there are several algorithms for solving a given problem. Each algorithm is associated with a probability of success and a cost, and there is also a penalty for failing to solve the problem. The…

Data Structures and Algorithms · Computer Science 2020-08-11 Shlomo Moran , Irad Yavneh

We consider the problem of estimating the total probability of all symbols that appear with a given frequency in a string of i.i.d. random variables with unknown distribution. We focus on the regime in which the block length is large yet no…

Information Theory · Computer Science 2016-11-15 Aaron B. Wagner , Pramod Viswanath , Sanjeev R. Kulkarni

In the uniformity testing task, an algorithm is provided with samples from an unknown probability distribution over a (known) finite domain, and must decide whether it is the uniform distribution, or, alternatively, if its total variation…

Data Structures and Algorithms · Computer Science 2025-08-05 Guy Blanc , Clément L. Canonne , Erik Waingarten

One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…

Optimization and Control · Mathematics 2019-01-08 Fatemeh Mansoori , Ermin Wei

Many discrete-time optimal stopping problems are known to have more tractable limit forms based on a planar Poisson process. Using this tool we find a solution to the optimal stopping problem for i.i.d. sequence of $n$ discrete uniform…

Probability · Mathematics 2026-01-09 Alexander Gnedin

We show that randomization can lead to significant improvements for a few fundamental problems in distributed tracking. Our basis is the {\em count-tracking} problem, where there are $k$ players, each holding a counter $n_i$ that gets…

Data Structures and Algorithms · Computer Science 2011-12-05 Zengfeng Huang , Ke Yi , Qin Zhang

Group-buying websites represented by Groupon.com are very popular in electronic commerce and online shopping nowadays. They have multiple slots to provide deals with significant discounts to their visitors every day. The current user…

Computer Science and Game Theory · Computer Science 2013-12-18 Weihao Kong , Jian Li , Tao Qin , Tie-Yan Liu

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

We study goodness-of-fit of discrete distributions in the distributed setting, where samples are divided between multiple users who can only release a limited amount of information about their samples due to various information constraints.…

Data Structures and Algorithms · Computer Science 2019-07-23 Jayadev Acharya , Clément L. Canonne , Yanjun Han , Ziteng Sun , Himanshu Tyagi

The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-13 Matheus Henrique Junqueira Saldanha

In distributed systems, situations often arise where some nodes each holds a collection of tokens, and all nodes collectively need to determine whether all tokens are distinct. For example, if each token represents a logged-in user, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-21 Sirui Bai , Xinyu Fu , Xudong Wu , Penghui Yao , Chaodong Zheng

A systematic study of the probability distribution of superimposed random codes is presented through the use of generating functions. Special attention is paid to the cases of either uniformly distributed but not necessarily independent or…

Databases · Computer Science 2008-06-19 Bernd Günther

Quantum sampling, a fundamental subroutine in numerous quantum algorithms, involves encoding a given probability distribution in the amplitudes of a pure state. Given the hefty cost of large-scale quantum storage, we initiate the study of…

Quantum Physics · Physics 2025-06-10 Longyun Chen , Jingcheng Liu , Penghui Yao

We consider a robust version of the revenue maximization problem, where a single seller wishes to sell $n$ items to a single unit-demand buyer. In this robust version, the seller knows the buyer's marginal value distribution for each item…

Computer Science and Game Theory · Computer Science 2020-08-27 Moshe Babaioff , Michal Feldman , Yannai A. Gonczarowski , Brendan Lucier , Inbal Talgam-Cohen

We consider the problem of optimal budget allocation for crowdsourcing problems, allocating users to tasks to maximize our final confidence in the crowdsourced answers. Such an optimized worker assignment method allows us to boost the…

Machine Learning · Computer Science 2017-02-28 Angela Zhou , Irineo Cabreros , Karan Singh

In the design and analysis of revenue-maximizing auctions, auction performance is typically measured with respect to a prior distribution over inputs. The most obvious source for such a distribution is past data. The goal is to understand…

Computer Science and Game Theory · Computer Science 2015-11-30 Richard Cole , Tim Roughgarden