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Related papers: Detectability, Duality, and Surplus Extraction

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Indistinguishability properties such as differential privacy bounds or low empirically measured membership inference are widely treated as proxies to show a model is sufficiently protected against broader memorization risks. However, we…

Cryptography and Security · Computer Science 2026-04-22 Ruixuan Liu , David Evans , Li Xiong

We develop a duality theory for the problem of maximising expected lifetime utility from inter-temporal wealth over an infinite horizon, under the minimal no-arbitrage assumption of No Unbounded Profit with Bounded Risk (NUPBR). We use only…

Portfolio Management · Quantitative Finance 2020-10-13 Michael Monoyios

An influential theory of increasing returns has been proposed by the economist W. B. Arthur in the '80s to explain the lock-in phenomenon between two competing commercial products. In the most simplified situation there are two competing…

Probability · Mathematics 2025-07-09 Simone Franchini , Riccardo Balzan

In a discrete-time financial market, a generalized duality is established for model-free superhedging, given marginal distributions of the underlying asset. Contrary to prior studies, we do not require contingent claims to be upper…

Pricing of Securities · Quantitative Finance 2019-09-17 Arash Fahim , Yu-Jui Huang , Saeed Khalili

We introduce a new model for two-sided matching which allows us to borrow popular fairness notions from the fair division literature such as envy-freeness up to one good and maximin share guarantee. In our model, each agent is matched to…

Computer Science and Game Theory · Computer Science 2021-07-16 Rupert Freeman , Evi Micha , Nisarg Shah

Classic results show that even an arbitrarily small correlation across bidders' information can enable full surplus extraction in auctions and related mechanism design settings. Motivated by this fragility, we study the information…

Computer Science and Game Theory · Computer Science 2026-04-28 Boyu Liu , Wei Tang , Zihe Wang , Shuo Zhang

The imminent need to interpret the output of a Machine Learning model with counterfactual (CF) explanations - via small perturbations to the input - has been notable in the research community. Although the variety of CF examples is…

Machine Learning · Computer Science 2024-04-23 Kleopatra Markou , Dimitrios Tomaras , Vana Kalogeraki , Dimitrios Gunopulos

We study the problem of fairly and truthfully allocating $m$ indivisible items to $n$ agents with additive preferences. Specifically, we consider truthful mechanisms outputting allocations that satisfy EF$^{+u}_{-v}$, where, in an…

Computer Science and Game Theory · Computer Science 2025-12-08 Xiaolin Bu , Biaoshuai Tao

To reduce the heavy computational burden of reactive power optimization of distribution networks, machine learning models are receiving increasing attention. However, most machine learning models (e.g., neural networks) are usually…

Systems and Control · Electrical Eng. & Systems 2023-11-08 Wenlong Liao , Benjamin Schäfer , Dalin Qin , Gonghao Zhang , Zhixian Wang , Zhe Yang

In the assignment problem, the goal is to assign indivisible items to agents who have ordinal preferences, efficiently and fairly, in a strategyproof manner. In practice, first-choice maximality, i.e., assigning a maximal number of agents…

Computer Science and Game Theory · Computer Science 2023-01-24 Xiaoxi Guo , Sujoy Sikdar , Lirong Xia , Yongzhi Cao , Hanpin Wang

We consider the problem of finding the (unique) minimal Walrasian equilibrium price in multi-item, multi-unit auction models: there are multiple indivisible items for sale, with several units of each item, and a bidder may be interested in…

Combinatorics · Mathematics 2026-05-01 Kazuo Murota , Akiyoshi Shioura

Following the work of Lloyd Shapley on the Shapley value, and tangentially the work of Guillermo Owen, we offer an alternative non-probabilistic formulation of part of the work of Robert J. Weber in his 1978 paper "Probabilistic values for…

Theoretical Economics · Economics 2019-05-13 Jacob North Clark , Stephen Montgomery-Smith

We study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…

Computer Science and Game Theory · Computer Science 2024-06-21 Moshe Babaioff , Amitai Frey , Noam Nisan

McFadden's random-utility model of multinomial choice has long been the workhorse of applied research. We establish shape-restrictions under which multinomial choice-probability functions can be rationalized via random-utility models with…

Econometrics · Economics 2021-05-20 Debopam Bhattacharya

We introduce a general framework for reasoning about secrecy and privacy requirements in multiagent systems. Our definitions extend earlier definitions of secrecy and nondeducibility given by Shannon and Sutherland. Roughly speaking, one…

Cryptography and Security · Computer Science 2007-05-23 Kevin R. O'Neill , Joseph Y. Halpern

Query expansion is an effective approach for mitigating vocabulary mismatch between queries and documents in information retrieval. One recent line of research uses language models to generate query-related contexts for expansion. Along…

Computation and Language · Computer Science 2022-10-14 Linqing Liu , Minghan Li , Jimmy Lin , Sebastian Riedel , Pontus Stenetorp

Double descent is a phenomenon of over-parameterized statistical models such as deep neural networks which have a re-descending property in their risk function. As the complexity of the model increases, risk exhibits a U-shaped region due…

Machine Learning · Statistics 2025-10-16 Nick Polson , Vadim Sokolov

Document-level relation extraction aims to extract relations among entities within a document. Different from sentence-level relation extraction, it requires reasoning over multiple sentences across a document. In this paper, we propose…

Computation and Language · Computer Science 2020-09-30 Shuang Zeng , Runxin Xu , Baobao Chang , Lei Li

The random utility model, a cornerstone in economics, is axiomatized by Falmagne (1978) and McFadden and Richter (1990) with the assumption that if a menu is observable, the choice frequencies of all alternatives are also observable.…

Theoretical Economics · Economics 2025-10-07 Haruki Kono , Kota Saito , Alec Sandroni

The use of Extended Logics to replace ordinary second order definability in Kleene's {\em Ramified Analytical Hierarchy} is investigated. This mirrors a similar investigation of Kennedy, Magidor and V\"a\"an\"anen \cite{KeMaVa2016} where…

Logic · Mathematics 2018-08-14 Philip Welch
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