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Many real-world auctions are dynamic processes, in which bidders interact and report information over multiple rounds with the auctioneer. The sequential decision making aspect paired with imperfect information renders analyzing the…

Computer Science and Game Theory · Computer Science 2023-12-21 Vinzenz Thoma , Michael Curry , Niao He , Sven Seuken

Traditional bulk load flexibility options, such as load shifting and load curtailment, for managing uncertainty in power markets limit the diversity of options and ignore the preferences of the individual loads, thus reducing efficiency and…

Systems and Control · Electrical Eng. & Systems 2021-12-20 Majid Majidi , Deepan Muthirayan , Masood Parvania , Pramod P. Khargonekar

This paper studies the relation between agreement and strongly linearizable implementations of various objects. This leads to new results about implementations of concurrent objects from various primitives including window registers and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-03 Hagit Attiya , Armando Castañeda , Constantin Enea

A novel approach for supervised classification is presented which sits at the intersection of machine learning and dynamical systems theory. At variance with other methodologies that employ ordinary differential equations for classification…

Disordered Systems and Neural Networks · Physics 2024-05-21 Raffaele Marino , Lorenzo Giambagli , Lorenzo Chicchi , Lorenzo Buffoni , Duccio Fanelli

We derive valuations of a portfolio of financial instruments from a securities lending perspective, under different assumptions, and show a weighting scheme that converges to the true valuation. We illustrate conditions under which our…

Pricing of Securities · Quantitative Finance 2019-07-23 Ravi Kashyap

We introduce new combinatorial quantities for concept classes, and prove lower and upper bounds for learning complexity in several models of query learning in terms of various combinatorial quantities. Our approach is flexible and powerful…

Machine Learning · Computer Science 2019-04-24 Hunter Chase , James Freitag

Recent work revealed a tight connection between adversarial robustness and restricted forms of symbolic explanations, namely distance-based (formal) explanations. This connection is significant because it represents a first step towards…

Machine Learning · Computer Science 2024-12-25 Yacine Izza , Joao Marques-Silva

In corporate bond markets, which are mainly OTC markets, market makers play a central role by providing bid and ask prices for a large number of bonds to asset managers from all around the globe. Determining the optimal bid and ask quotes…

Computational Finance · Quantitative Finance 2019-10-30 Olivier Guéant , Iuliia Manziuk

Dynamic pricing schemes were introduced as an alternative to posted-price mechanisms. In contrast to static models, the dynamic setting allows to update the prices between buyer-arrivals based on the remaining sets of items and buyers, and…

Computer Science and Game Theory · Computer Science 2022-04-27 Kristóf Bérczi , Erika R. Bérczi-Kovács , Evelin Szögi

We study the warehouse problem, arising in the area of inventory management and production planning. Here, a merchant wants to decide an optimal trading policy that computes quantities of a single commodity to purchase, store and sell…

Data Structures and Algorithms · Computer Science 2024-01-22 Ishan Bansal , Oktay Günlük

We study the strong core of housing markets when agents' preferences over houses are expressed as partial orders. We provide a structural characterization of the strong core, and propose an efficient algorithm that finds an allocation in…

Computer Science and Game Theory · Computer Science 2025-02-10 Ildikó Schlotter , Lydia Mirabel Mendoza-Cadena

We consider a novel pricing and advertising framework, where a seller not only sets product price but also designs flexible 'advertising schemes' to influence customers' valuation of the product. We impose no structural restriction on the…

Computer Science and Game Theory · Computer Science 2024-12-12 Shipra Agrawal , Yiding Feng , Wei Tang

We revisit the problem of large-scale assortment optimization under the multinomial logit choice model without any assumptions on the structure of the feasible assortments. Scalable real-time assortment optimization has become essential in…

Optimization and Control · Mathematics 2018-05-02 Deeksha Sinha , Theja Tulabandhula

The problem of robust dynamic pricing of an abstract commodity, whose inventory is specified at an initial time but never subsequently replenished, originally studied by Perakis and Sood (2006) in discrete time, is considered from the…

Optimization and Control · Mathematics 2012-09-04 Terry L. Friesz , Changhyun Kwon , Tae Il Kim , Lifan Fan , Tao Yao

Empirical models of demand for differentiated products rely on low-dimensional product representations to capture substitution patterns. These representations are increasingly proxied by applying ML methods to high-dimensional, unstructured…

Econometrics · Economics 2026-01-12 Timothy Christensen , Giovanni Compiani

Teaching language models to use search tools is not only a question of whether they search, but also of whether they issue good queries. This is especially important in open-domain question answering, where broad or copied queries often…

Artificial Intelligence · Computer Science 2026-05-15 Jinchao Hu , Meizhi Zhong , Kehai Chen , Min Zhang

We study sequential multi-issue trading between two greedily rational agents who exchange resources from a finite set of categories. Each agent's utility depends on its allocation, but the offering agent does not know the responding agent's…

Multiagent Systems · Computer Science 2026-05-15 Surya Murthy , Mustafa O. Karabag , Ufuk Topcu

We study the design of iterative combinatorial auctions (ICAs). The main challenge in this domain is that the bundle space grows exponentially in the number of items. To address this, several papers have recently proposed machine learning…

Computer Science and Game Theory · Computer Science 2024-03-29 Ermis Soumalias , Jakob Weissteiner , Jakob Heiss , Sven Seuken

In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…

Optimization and Control · Mathematics 2026-03-10 Zeng Fu , Jiashuo Jiang , Yuan Zhou

We consider the problem of learning optimal reserve price in repeated auctions against non-myopic bidders, who may bid strategically in order to gain in future rounds even if the single-round auctions are truthful. Previous algorithms,…

Computer Science and Game Theory · Computer Science 2018-05-01 Zhiyi Huang , Jinyan Liu , Xiangning Wang