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This paper considers quantile-welfare evaluation of social welfare as an alternative to utilitarian evaluation. Manski (1988) originally proposed and studied maximization of quantile utility as a model of individual decision making under…

Econometrics · Economics 2026-04-17 Charles F. Manski , John Mullahy

We study Pareto efficiency in a pure-exchange economy where agents' preferences are represented by risk-averse monetary utilities. These coincide with law-invariant monetary utilities, and they can be shown to correspond to the class of…

Mathematical Finance · Quantitative Finance 2024-08-15 Mario Ghossoub , Michael Boyuan Zhu

We consider fair allocation of indivisible items under additive utilities. When the utilities can be negative, the existence and complexity of an allocation that satisfies Pareto optimality and proportionality up to one item (PROP1) is an…

Computer Science and Game Theory · Computer Science 2020-06-30 Haris Aziz , Herve Moulin , Fedor Sandomirskiy

We study the fair allocation of indivisible items to $n$ agents to maximize the utilitarian social welfare, where the fairness criterion is envy-free up to one item and there are only two different utility functions shared by the agents. We…

Computer Science and Game Theory · Computer Science 2025-09-12 Jiaxuan Ma , Yong Chen , Guangting Chen , Mingyang Gong , Guohui Lin , An Zhang

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma

Using a model of wealth distribution where traders are characterized by quenched random saving propensities and trade among themselves by bipartite transactions, we mimic the enhanced rates of trading of the rich by introducing the…

General Finance · Quantitative Finance 2015-05-14 Abhijit Chakraborty , S. S. Manna

It is standard in computational social choice to analyse welfare considerations under the assumptions of normalized utilities. In this note, we summarize some common reasons for this approach. We then mention another justification which is…

Computer Science and Game Theory · Computer Science 2019-05-28 Haris Aziz

Current methodologies in machine learning analyze the effects of various statistical parity notions of fairness primarily in light of their impacts on predictive accuracy and vendor utility loss. In this paper, we propose a new framework…

Machine Learning · Computer Science 2018-07-04 Lily Hu , Yiling Chen

The broad concept of an individual's welfare is actually a cluster of related specific concepts that bear a "family resemblance" to one another. One might care about how a policy will affect people both in terms of their subjective…

Theoretical Economics · Economics 2019-03-20 Edward J. Green

Computational and economic results suggest that social welfare maximization and combinatorial auction design are much easier when bidders' valuations satisfy the "gross substitutes" condition. The goal of this paper is to evaluate…

Computer Science and Game Theory · Computer Science 2016-08-09 Tim Roughgarden , Inbal Talgam-Cohen , Jan Vondrák

According to the published papers and books since the turn of the century, Pareto optimization is the dominating assessment method for multi-objective nonlinear optimization problems treated by population-based optimizers like Evolutionary…

Neural and Evolutionary Computing · Computer Science 2022-03-08 Wilfried Jakob , Christian Blume

We analyze characteristics' joint predictive information through the lens of out-of-sample power utility functions. Linking weights to characteristics to form optimal portfolios suffers from estimation error which we mitigate by maximizing…

General Finance · Quantitative Finance 2024-02-05 Christopher G. Lamoureux , Huacheng Zhang

We consider a Ramsey model with several households with heterogeneous preferences who are able to borrow capital to each other. Since the capital constraints of one household then depends on the others' capital, one can no longer optimize…

Optimization and Control · Mathematics 2019-09-04 L. Frerick , G. Müller-Fürstenberger , E. W. Sachs , L. Somorowsky

Schelling's model is an influential model that reveals how individual perceptions and incentives can lead to residential segregation. Inspired by a recent stream of work, we study welfare guarantees and complexity in this model with respect…

Computer Science and Game Theory · Computer Science 2022-03-21 Martin Bullinger , Warut Suksompong , Alexandros A. Voudouris

We examine behavioral axioms in decision theory that are satisfied approximately rather than exactly. We demonstrate that in key domains -- decisions under risk, uncertainty, and intertemporal choice -- behavior that \emph{almost} satisfies…

Theoretical Economics · Economics 2026-01-30 Christopher P Chambers , Federico Echenique

When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…

Statistics Theory · Mathematics 2016-10-21 Samuel Rosa

In the large financial market, which is described by a model with countably many traded assets, we formulate the problem of the expected utility maximization. Assuming that the preferences of an economic agent are modeled with a stochastic…

Portfolio Management · Quantitative Finance 2014-10-21 Oleksii Mostovyi

A truthful mechanism for a Bayesian single-item auction results with some ex-ante revenue for the seller, and some ex-ante total surplus for the buyers. We study the Pareto frontier of the set of seller-buyers ex-ante utilities, generated…

Computer Science and Game Theory · Computer Science 2026-02-13 Moshe Babaioff , Sijin Chen , Zhaohua Chen , Yiding Feng

We study the problem of maximizing Nash social welfare, which is the geometric mean of agents' utilities, in two well-known models. The first model involves one-sided preferences, where a set of indivisible items is allocated among a group…

Computer Science and Game Theory · Computer Science 2025-05-19 Salil Gokhale , Harshul Sagar , Rohit Vaish , Vignesh Viswanathan , Jatin Yadav

We consider the problem of repeatedly choosing policies to maximize social welfare. Welfare is a weighted sum of private utility and public revenue. Earlier outcomes inform later policies. Utility is not observed, but indirectly inferred.…

Econometrics · Economics 2024-07-30 Nicolo Cesa-Bianchi , Roberto Colomboni , Maximilian Kasy