Related papers: Computing Walrasian Equilibria: Fast Algorithms an…
In a multi-unit market, a seller brings multiple units of a good and tries to sell them to a set of buyers that have monetary endowments. While a Walrasian equilibrium does not always exist in this model, natural relaxations of the concept…
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 the first analysis of Fisher markets with buyers that have budget-additive utility functions. Budget-additive utilities are elementary concave functions with numerous applications in online adword markets and revenue optimization…
This paper proposes a practically efficient algorithm with optimal theoretical regret which solves the classical network revenue management (NRM) problem with unknown, nonparametric demand. Over a time horizon of length $T$, in each time…
Fast algorithms for submodular maximization problems have a vast potential use in applicative settings, such as machine learning, social networks, and economics. Though fast algorithms were known for some special cases, only recently…
General equilibrium, the cornerstone of modern economics and finance, rests on assumptions many markets do not meet. Spectrum auctions, electricity markets, and cap-and-trade programs for resource rights often feature non-convexities in…
The \Problem{knapsack} problem is a fundamental problem in combinatorial optimization. It has been studied extensively from theoretical as well as practical perspectives as it is one of the most well-known NP-hard problems. The goal is to…
Substitute valuations (in some contexts called gross substitute valuations) are prominent in combinatorial auction theory. An algorithm is given in this paper for generating a substitute valuation through Monte Carlo simulation. In…
The Walras approach to equilibrium focuses on the existence of market prices at which the total demands for goods are matched by the total supplies. Trading activities that might identify such prices by bringing agents together as potential…
In this work, we consider bilevel optimization when the lower-level problem is strongly convex. Recent works show that with a Hessian-vector product (HVP) oracle, one can provably find an $\epsilon$-stationary point within…
This paper addresses the computational challenges of learning strong substitutes demand when given access to a demand (or valuation) oracle. Strong substitutes demand generalises the well-studied gross substitutes demand to a multi-unit…
In this work we consider selling items using a sequential first price auction mechanism. We generalize the assumption of conservative bidding to extensive form games (henceforth optimistic conservative bidding), and show that for both…
We present a pseudopolynomial-time algorithm for the Knapsack problem that has running time $\widetilde{O}(n + t\sqrt{p_{\max}})$, where $n$ is the number of items, $t$ is the knapsack capacity, and $p_{\max}$ is the maximum item profit.…
This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…
We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…
We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…
Estimating the volume of a convex body is a central problem in convex geometry and can be viewed as a continuous version of counting. We present a quantum algorithm that estimates the volume of an $n$-dimensional convex body within…
We study the equilibrium computation problem for two classical resource allocation games: atomic splittable congestion games and multimarket Cournot oligopolies. For atomic splittable congestion games with singleton strategies and…
A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects steps in the plane tangent to the constraints or steps that…
Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…