Related papers: Approximate Strategyproofness in Large, Two-Sided …
The bidirectional selection between two classes widely emerges in various social lives, such as commercial trading and mate choosing. Until now, the discussions on bidirectional selection in structured human society are quite limited. We…
We study the problem of an organization that matches agents to objects where agents have preference rankings over objects and the organization uses algorithms to construct a ranking over objects on behalf of each agent. Our new framework…
We introduce a `concrete complexity' model for studying algorithms for matching in bipartite graphs. The model is based on the "demand query" model used for combinatorial auctions. Most (but not all) known algorithms for bipartite matching…
We focus on the problem of placing two facilities along a linear space to serve a group of agents. Each agent is committed to minimizing the distance between her location and the closest facility. A mechanism is an algorithm that maps the…
It is challenging to quantify numerical preferences for different objectives in a multi-objective decision-making problem. However, the demonstrations of a user are often accessible. We propose an algorithm to infer linear preference…
Market equilibria of matching markets offer an intuitive and fair solution for matching problems without money with agents who have preferences over the items. Such a matching market can be viewed as a variation of Fisher market, albeit…
In the real world, people/entities usually find matches independently and autonomously, such as finding jobs, partners, roommates, etc. It is possible that this search for matches starts with no initial knowledge of the environment. We…
Merging operators aim at defining the beliefs/goals of a group of agents from the beliefs/goals of each member of the group. Whenever an agent of the group has preferences over the possible results of the merging process (i.e., the possible…
Managing a book of options on several underlying involves controlling positions of several thousands of financial assets. It is one of the most challenging financial problems involving both pricing and microstructural modeling. An options…
We study the impacts of incomplete information on centralized one-to-one matching markets. We focus on the commonly used Deferred Acceptance mechanism (Gale and Shapley, 1962). We show that many complete-information results are fragile to a…
We study the Popular Matching problem in multiple models, where the preferences of the agents in the instance may change or may be unknown/uncertain. In particular, we study an Uncertainty model, where each agent has a possible set of…
We study two-stage adjustable robust linear programming in which the right-hand sides are uncertain and belong to a convex, compact uncertainty set. This problem is NP-hard, and the affine policy is a popular, tractable approximation. We…
Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…
Many countries around the world, including Korea, use the school choice lottery system. However, this method has a problem in that many students are assigned to less-preferred schools based on the lottery results. In addition, the task of…
We present Coordinated Proximal Policy Optimization (CoPPO), an algorithm that extends the original Proximal Policy Optimization (PPO) to the multi-agent setting. The key idea lies in the coordinated adaptation of step size during the…
Market making is one of the most important aspects of algorithmic trading, and it has been studied quite extensively from a theoretical point of view. The practical implementation of so-called "optimal strategies" however suffers from the…
Targeted marketing policies target different customers with different marketing actions. While most research has focused on training targeting policies without managerial constraints, in practice, many firms face managerial constraints when…
In this paper, we consider one-to-one matchings between two disjoint groups of agents. Each agent has a preference over a subset of the agents in the other group, and these preferences may contain ties. Strong stability is one of the…
We study the stable marriage problem in the partial information setting where the agents, although they have an underlying true strict linear order, are allowed to specify partial orders. Specifically, we focus on the case where the agents…
Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing. Furthermore, simulation is important for validation of hand-coded trading strategies and for…