Related papers: Contract Design with Costly Convex Self-Control
In the freeway network control (FNC) problem, the operation of a traffic network is optimized using only flow control. For special cases of the FNC problem, in particular the case when all merging flows are controlled, there exist tight…
A platform commits to a search algorithm that maps prices to search order. Given this algorithm, sellers set prices, and consumers engage in sequential search. This framework generalizes the ordered search literature. We introduce a special…
This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous…
We study privacy-utility trade-offs where users share privacy-correlated useful information with a service provider to obtain some utility. The service provider is adversarial in the sense that it can infer the users' private information…
We study a pricing game in multi-hop relay networks where nodes price their services and route their traffic selfishly and strategically. In this game, each node (1) announces pricing functions which specify the payments it demands from its…
Suppose a set of requests arrives online: each request gives some value $v_i$ if accepted, but requires using some amount of each of $d$ resources. Our cost is a convex function of the vector of total utilization of these $d$ resources.…
Call control features (e.g., call-divert, voice-mail) are primitive options to which users can subscribe off-line to personalise their service. The configuration of a feature subscription involves choosing and sequencing features from a…
We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…
A principal wishes to transact business with a multidimensional distribution of agents whose preferences are known only in the aggregate. Assuming a twist (= generalized Spence-Mirrlees single-crossing) hypothesis and that agents can choose…
We study the secure stochastic convex optimization problem. A learner aims to learn the optimal point of a convex function through sequentially querying a (stochastic) gradient oracle. In the meantime, there exists an adversary who aims to…
We consider the problem of designing auctions which maximize consumer surplus (i.e., the social welfare minus the payments charged to the buyers). In the consumer surplus maximization problem, a seller with a set of goods faces a set of…
This paper studies a monopolist selling multiple goods to a consumer with one-dimensional private types. I provide a sufficient condition under which the monopolist's problem is equivalent to finding the upper envelope of the marginal…
In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…
This paper studies Markov perfect equilibria in a repeated duopoly model where sellers choose algorithms. An algorithm is a mapping from the competitor's price to own price. Once set, algorithms respond quickly. Customers arrive randomly…
We characterize the value of swing contracts in continuous time as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation with suitable boundary conditions. The case of contracts with penalties is straightforward, and in that…
We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…
The aggregation of conflicting preferences is a central problem in multiagent systems. The key difficulty is that the agents may report their preferences insincerely. Mechanism design is the art of designing the rules of the game so that…
A speculative agent with Prospect Theory preference chooses the optimal time to purchase and then to sell an indivisible risky asset to maximize the expected utility of the round-trip profit net of transaction costs. The optimization…
We introduce a class of robust control problems formulated in min-max form, in which the principal agent is viewed as a central planner facing Nature. The agent's cost is a nonlinear function of all its possible realizations, encompassing…
We study the Monopolist's problem with a focus on the free boundary separating bunched from unbunched consumers, especially in the plane, and give a full description of its solution for the family of square domains $\{(a,a+1)^2\}_{a \ge…