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An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the…

Theoretical Economics · Economics 2020-08-27 Alex Suzdaltsev

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

In this paper, we aim to solve a distributed optimization problem with affine coupling constraints in a multi-agent network, where the cost function of the agents is composed of smooth and possibly non-smooth parts. To solve this problem,…

Optimization and Control · Mathematics 2022-05-31 Jianzheng Wang , Guoqiang Hu

This article discusses the algorithms for finding the optimal solution of problems related to the location of temporary storage of goods, warehouses, factories for processing raw materials and shops selling the final product in the…

Optimization and Control · Mathematics 2019-04-09 Oleg Malafeyev , Schenikova Snezhana

Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

Optimal transportation problem seeks for a coupling $\pi$ of two probability measures $\mu$ and $\nu$ which minimize the total cost $\int c d\pi$, which is linear in $\pi$. In this paper, we introduce a variation of optimal transportation…

Optimization and Control · Mathematics 2025-02-06 Seonghyeon Jeong

We consider a general multi-agent convex optimization problem where the agents are to collectively minimize a global objective function subject to a global inequality constraint, a global equality constraint, and a global constraint set.…

Optimization and Control · Mathematics 2011-05-13 Minghui Zhu , Sonia Martinez

Adversarial optimal transport has been proven useful as a mathematical formulation to model resource allocation problems to maximize the efficiency of transportation with an adversary, who modifies the data. It is often the case, however,…

Computer Science and Game Theory · Computer Science 2024-03-05 Yinan Hu , Juntao Chen , Quanyan Zhu

In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…

Optimization and Control · Mathematics 2021-05-18 Gennaro Auricchio

The optimal transport problem has many applications in machine learning, physics, biology, economics, etc. Although its goal is very clear and mathematically well-defined, finding its optimal solution can be challenging for large datasets…

Numerical Analysis · Mathematics 2021-12-14 Roozbeh Yousefzadeh

We consider the problem of optimal transportation with quadratic cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We provide new results on the uniqueness and stability of the associated optimal…

Probability · Mathematics 2018-03-12 Eustasio Del Barrio , Jean-Michel Loubes

In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…

Optimization and Control · Mathematics 2025-12-22 Jose Blanchet , Daniel Kuhn , Jiajin Li , Bahar Taskesen

In this paper we study the problem of allocating a scarce resource among several players (or agents). A central decision maker wants to maximize the total utility of all agents. However, such a solution may be unfair for one or more agents…

Computer Science and Game Theory · Computer Science 2016-11-21 Gaia Nicosia , Andrea Pacifici , Ulrich Pferschy

We consider the problem of sharing a set of indivisible goods among agents in a fair manner, namely such that the allocation is envy-free up to any good (EFX). We focus on the problem of computing an EFX allocation in the two-agent case and…

Computer Science and Game Theory · Computer Science 2023-07-18 Paul W. Goldberg , Kasper Høgh , Alexandros Hollender

We study fair resource allocation under a connectedness constraint wherein a set of indivisible items are arranged on a path and only connected subsets of items may be allocated to the agents. An allocation is deemed fair if it satisfies…

Computer Science and Game Theory · Computer Science 2021-01-27 Neeldhara Misra , Chinmay Sonar , P. R. Vaidyanathan , Rohit Vaish

We are given an equal number of mobile robotic agents, and distinct target locations. Each agent has simple integrator dynamics, a limited communication range, and knowledge of the position of every target. We address the problem of…

Robotics · Computer Science 2007-05-23 Stephen L. Smith , Francesco Bullo

We propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special type. We propose some kind of "algebra" on different models and corresponding…

Optimization and Control · Mathematics 2017-02-28 Alexander Gasnikov

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

In this paper, we consider the problem of fair division of indivisible goods when the allocation of goods impacts society. Specifically, we introduce a second valuation function for each agent, determining the social impact of allocating a…

Computer Science and Game Theory · Computer Science 2024-12-20 Michele Flammini , Gianluigi Greco , Giovanna Varricchio