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In this work we study the optimal execution problem with multiplicative price impact in algorithm trading, when an agent holds an initial position of shares of a financial asset. The inter-selling-decision times are modelled by the arrival…

Mathematical Finance · Quantitative Finance 2018-05-04 Daniel Hernández-Hernández , Harold A. Moreno-Franco , José Luis Pérez

A major challenge in designing neural network (NN) systems is to determine the best structure and parameters for the network given the data for the machine learning problem at hand. Examples of parameters are the number of layers and nodes,…

Artificial Intelligence · Computer Science 2017-05-25 Gonzalo Diaz , Achille Fokoue , Giacomo Nannicini , Horst Samulowitz

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We consider the problem of online learning of optimal control for repeatedly operated systems in the presence of parametric uncertainty. During each round of operation, environment selects system parameters according to a fixed but unknown…

Machine Learning · Computer Science 2016-09-20 Theja Tulabandhula

We study the problem of fairly allocating indivisible goods to groups of agents. Agents in the same group share the same set of goods even though they may have different preferences. Previous work has focused on unanimous fairness, in which…

Computer Science and Game Theory · Computer Science 2020-01-01 Erel Segal-Halevi , Warut Suksompong

We consider a multi-agent optimal resource sharing problem that is represented by a linear program. The amount of resource to be shared is fixed, and agents belong to a population that is characterized probabilistically so as to allow…

Optimization and Control · Mathematics 2021-09-29 Alessandro Falsone , Kostas Margellos , Jacopo Zizzo , Maria Prandini , Simone Garatti

The n-way number partitioning problem, a fundamental challenge in combinatorial optimization, has significant implications for applications such as fair division and machine scheduling. Despite these problems being NP-hard, many…

Data Structures and Algorithms · Computer Science 2025-04-04 Samuel Bismuth , Erel Segal-Halevi , Dana Shapira

We consider approximating the minmax value of a multi-player game in strategic form. Tightening recent bounds by Borgs et al., we observe that approximating the value with a precision of epsilon log n digits (for any constant epsilon>0 is…

Computer Science and Game Theory · Computer Science 2008-12-18 Kristoffer Arnsfelt Hansen , Thomas Dueholm Hansen , Peter Bro Miltersen , Troels Bjerre Sørensen

The network pricing problem (NPP) is a bilevel problem, where the leader optimizes its revenue by deciding on the prices of certain arcs in a graph, while expecting the followers (also known as the commodities) to choose a shortest path…

Optimization and Control · Mathematics 2024-01-31 Quang Minh Bui , Margarida Carvalho , José Neto

Persuasion studies how a principal can influence agents' decisions via strategic information revelation --- often described as a signaling scheme --- in order to yield the most desirable equilibrium outcome. Recently, there has been a large…

Computer Science and Game Theory · Computer Science 2019-10-22 Haifeng Xu

To economically deploy robotic manipulators the programming and execution of robot motions must be swift. To this end, we propose a novel, constraint-based method to intuitively specify sequential manipulation tasks and to compute…

Robotics · Computer Science 2022-08-22 Mun Seng Phoon , Philipp S. Schmitt , Georg v. Wichert

The NP-hard MATERIAL CONSUMPTION SCHEDULING Problem and closely related problems have been thoroughly studied since the 1980's. Roughly speaking, the problem deals with minimizing the makespan when scheduling jobs that consume non-renewable…

Computer Science and Game Theory · Computer Science 2021-03-15 Matthias Bentert , Robert Bredereck , Péter Györgyi , Andrzej Kaczmarczyk , Rolf Niedermeier

Constrained maximization of submodular functions poses a central problem in combinatorial optimization. In many realistic scenarios, a number of agents need to maximize multiple submodular objectives over the same ground set. We study such…

Data Structures and Algorithms · Computer Science 2024-07-22 Georgios Amanatidis , Georgios Birmpas , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

This paper derives polynomial-time approximation schemes for several NP-hard stochastic optimization problems from the algorithmic mechanism design and operations research literatures. The problems we consider involve a principal or seller…

Computer Science and Game Theory · Computer Science 2025-09-18 Robin Bowers , Marius Garbea , Emmanouil Pountourakis , Samuel Taggart

We consider a bilevel continuous knapsack problem where the leader controls the capacity of the knapsack, while the follower chooses a feasible packing maximizing his own profit. The leader's aim is to optimize a linear objective function…

Data Structures and Algorithms · Computer Science 2022-07-19 Christoph Buchheim , Dorothee Henke , Jannik Irmai

We study a sequential resource allocation problem between a fixed number of arms. On each iteration the algorithm distributes a resource among the arms in order to maximize the expected success rate. Allocating more of the resource to a…

Machine Learning · Computer Science 2018-03-29 Yuval Dagan , Koby Crammer

Coalition formation is a key topic in multi-agent systems. Coalitions enable agents to achieve goals that they may not have been able to achieve on their own. Previous work has shown problems in coalitional games to be computationally hard.…

Artificial Intelligence · Computer Science 2011-05-05 Rajesh Chitnis , MohammadTaghi Hajiaghayi , Vahid Liaghat

One promising approach towards effective robot decision making in complex, long-horizon tasks is to sequence together parameterized skills. We consider a setting where a robot is initially equipped with (1) a library of parameterized…

Population protocols are a popular model of distributed computing, in which randomly-interacting agents with little computational power cooperate to jointly perform computational tasks. Inspired by developments in molecular computation, and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-04-18 Dan Alistarh , James Aspnes , David Eisenstat , Rati Gelashvili , Ronald L. Rivest

Assignment problems are a classic combinatorial optimization problem in which a group of agents must be assigned to a group of tasks such that maximum utility is achieved while satisfying assignment constraints. Given the utility of each…

Multiagent Systems · Computer Science 2024-12-23 Joshua Holder , Natasha Jaques , Mehran Mesbahi