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We study fair division of indivisible goods in a single-parameter environment. In particular, we develop truthful social welfare maximizing mechanisms for fairly allocating indivisible goods. Our fairness guarantees are in terms of solution…

Computer Science and Game Theory · Computer Science 2019-01-29 Siddharth Barman , Ganesh Ghalme , Shweta Jain , Pooja Kulkarni , Shivika Narang

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

Statistical Mechanics · Physics 2020-11-04 Marc Höll , Wanli Wang , Eli Barkai

In this short paper we introduce a new class of performance measures based on certainty equivalents defined via scaled utility functions. We analyse their properties, show that the corresponding portfolio optimization problem is well-posed…

Risk Management · Quantitative Finance 2023-10-04 Marcin Pitera , Miklós Rásonyi

We study budget aggregation under $\ell_1$-utilities, a model for collective decision making in which agents with heterogeneous preferences must allocate a public budget across a set of alternatives. Each agent reports their preferred…

Computer Science and Game Theory · Computer Science 2026-02-27 Javier Cembrano , Rupert Freeman , Ulrike Schmidt-Kraepelin , Markus Utke

This paper studies a general class of social choice problems in which agents' payoff functions (or types) are privately observable random variables, and monetary transfers are not available. We consider cardinal social choice functions…

Theoretical Economics · Economics 2024-08-20 Kazuya Kikuchi , Yukio Koriyama

Utility representations of preference relations in symmetric topological spaces have the advantage of fully characterising these relations. But, this is not true in the case of representations of preference relations that are mostly…

General Topology · Mathematics 2023-04-07 Athanasios Andrikopoulos

We consider a fair division model in which agents have general valuations for bundles of indivisible items. We propose two new axiomatic properties for allocations in this model: EF1+- and EFX+-. We compare these with the existing EF1 and…

Computer Science and Game Theory · Computer Science 2020-06-24 Martin Aleksandrov

A dynamic model of collective consumption and saving decisions made by a finite number of agents with constant but different discount rates is developed. Collective utility is a weighted sum of individual utilities with time-varying utility…

Optimization and Control · Mathematics 2018-07-18 Luis A. Alcala

The theory of two-sided matching has been extensively developed and applied to many real-life application domains. As the theory has been applied to increasingly diverse types of environments, researchers and practitioners have encountered…

Computer Science and Game Theory · Computer Science 2024-02-05 Sung-Ho Cho , Kei Kimura , Kiki Liu , Kwei-guu Liu , Zhengjie Liu , Zhaohong Sun , Kentaro Yahiro , Makoto Yokoo

Most decision theories, including expected utility theory, rank dependent utility theory and cumulative prospect theory, assume that investors are only interested in the distribution of returns and not in the states of the economy in which…

Portfolio Management · Quantitative Finance 2014-07-03 Carole Bernard , Franck Moraux , Ludger Rueschendorf , Steven Vanduffel

In the present paper a new concept of representability is introduced, which can be applied to not total and also to intransitive relations (semiorders in particular). This idea tries to represent the orderings in the simplest manner,…

General Topology · Mathematics 2024-01-25 Gianni Bosi , Asier Estevan , Magali Zuanon

This paper studies the problem of maximizing the expected utility of terminal wealth for a financial agent with an unbounded random endowment, and with a utility function which supports both positive and negative wealth. We prove the…

Portfolio Management · Quantitative Finance 2008-12-10 Mark Owen , Gordan Zitkovic

In many parts of the world - particularly in developing countries - the demand for electricity exceeds the available supply. In such cases, it is impossible to provide electricity to all households simultaneously. This raises a fundamental…

Computer Science and Game Theory · Computer Science 2025-06-04 Eden Hartman , Dinesh Kumar Baghel , Erel Segal-Halevi

We study networks of interacting queues governed by utility-maximising service-rate allocations in both discrete and continuous time. For {\em finite} networks we establish stability and some steady-state moment bounds under natural…

Probability · Mathematics 2019-08-21 Seva Shneer , Alexander Stolyar

Allocation of scarce healthcare resources under limited logistic and infrastructural facilities is a major issue in the modern society. We consider the problem of allocation of healthcare resources like vaccines to people or hospital beds…

Multiagent Systems · Computer Science 2023-03-21 Aadityan Ganesh , Prajakta Nimbhorkar , Pratik Ghosal , Vishwa Prakash HV

We consider a multi-stock continuous time incomplete market model with random coefficients. We study the investment problem in the class of strategies which do not use direct observations of the appreciation rates of the stocks, but rather…

Mathematical Finance · Quantitative Finance 2015-02-10 Nikolai Dokuchaev

This paper proposes a framewrok for analyzing how the welfare effects of policy interventions are distributed across individuals when those effects are unobserved. Rather than focusing solely on average outcomes, the approach uses readily…

Econometrics · Economics 2025-12-25 Costas Lambros , Emerson Melo

Medical "Crisis Standards of Care" call for a utilitarian allocation of scarce resources in emergencies, while favoring the worst-off under normal conditions. Inspired by such triage rules, we introduce social welfare functions whose…

Theoretical Economics · Economics 2026-03-31 Federico Echenique , Teddy Mekonnen , M. Bumin Yenmez

Random graph models have played a dominant role in the theoretical study of networked systems. The Poisson random graph of Erdos and Renyi, in particular, as well as the so-called configuration model, have served as the starting point for…

Statistical Mechanics · Physics 2014-12-03 M. E. J. Newman , Travis Martin

We study the optimal joint intervention of a planner who can influence both the standalone marginal utilities of agents in a network and the weights of the links connecting them. The welfare-maximizing intervention displays two key…

Theoretical Economics · Economics 2025-11-17 Ryan Kor , Yi Liu , Yves Zenou , Junjie Zhou