English
Related papers

Related papers: Fisher Markets with Linear Constraints: Equilibriu…

200 papers

A major goal in Algorithmic Game Theory is to justify equilibrium concepts from an algorithmic and complexity perspective. One appealing approach is to identify robust natural distributed algorithms that converge quickly to an equilibrium.…

Computer Science and Game Theory · Computer Science 2019-11-25 Richard Cole , Yixin Tao

The analysis of longitudinal, heterogeneous or unbalanced clustered data is of primary importance to a wide range of applications. The Linear Mixed Model (LMM) is a popular and flexible extension of the linear model specifically designed…

Methodology · Statistics 2021-02-16 Thomas Maullin-Sapey , Thomas E. Nichols

We study a type of reverse (procurement) auction problems in the presence of budget constraints. The general algorithmic problem is to purchase a set of resources, which come at a cost, so as not to exceed a given budget and at the same…

Computer Science and Game Theory · Computer Science 2016-10-05 Georgios Amanatidis , Georgios Birmpas , Evangelos Markakis

As is well known, many classes of markets have efficient equilibria, but this depends on agents being non-strategic, i.e. that they declare their true demands when offered goods at particular prices, or in other words, that they are…

Computer Science and Game Theory · Computer Science 2017-12-18 Richard Cole , Yixin Tao

A well-studied nonlinear extension of the minimum-cost flow problem is to minimize the objective $\sum_{ij\in E} C_{ij}(f_{ij})$ over feasible flows $f$, where on every arc $ij$ of the network, $C_{ij}$ is a convex function. We give a…

Data Structures and Algorithms · Computer Science 2016-06-07 Laszlo A. Vegh

We study competitive equilibria in the classic Shapley-Shubik assignment model with indivisible goods and unit-demand buyers, with budget constraints: buyers can specify a maximum price they are willing to pay for each item, beyond which…

Computer Science and Game Theory · Computer Science 2010-04-19 Ning Chen , Xiaotie Deng , Arpita Ghosh

We consider the problem of large-scale Fisher market equilibrium computation through scalable first-order optimization methods. It is well-known that market equilibria can be captured using structured convex programs such as the…

Computer Science and Game Theory · Computer Science 2023-03-02 Tianlong Nan , Yuan Gao , Christian Kroer

Modern power systems are now in continuous process of massive changes. Increased penetration of distributed generation, usage of energy storage and controllable demand require introduction of a new control paradigm that does not rely on…

Optimization and Control · Mathematics 2022-04-01 Demyan Yarmoshik , Alexander Rogozin , Oleg. O. Khamisov , Pavel Dvurechensky , Alexander Gasnikov

Financial options are contracts that specify the right to buy or sell an underlying asset at a strike price by an expiration date. Standard exchanges offer options of predetermined strike values and trade options of different strikes…

Computer Science and Game Theory · Computer Science 2021-09-15 Xintong Wang , David M. Pennock , Nikhil R. Devanur , David M. Rothschild , Biaoshuai Tao , Michael P. Wellman

We study a networked economic system composed of $n$ producers supplying a single homogeneous good to a number of geographically separated markets and of a centralized authority, called the market maker. Producers compete \`a la Cournot, by…

Computer Science and Game Theory · Computer Science 2026-03-31 Giacomo Como , Fabio Fagnani , Leonardo Massai , Martina Vanelli

We examine trade-offs among stakeholders in ad auctions. Our metrics are the revenue for the utility of the auctioneer, the number of clicks for the utility of the users and the welfare for the utility of the advertisers. We show how to…

Computer Science and Game Theory · Computer Science 2014-04-22 Yoram Bachrach , Sofia Ceppi , Ian A. Kash , Peter Key , David Kurokawa

We study the design of mechanisms in combinatorial auction domains. We focus on settings where the auction is repeated, motivated by auctions for licenses or advertising space. We consider models of agent behaviour in which they either…

Computer Science and Game Theory · Computer Science 2009-10-01 Brendan Lucier

Distributed Constraint Optimization Problems (DCOPs) are an important subclass of combinatorial optimization problems, where information and controls are distributed among multiple autonomous agents. Previously, Machine Learning (ML) has…

Artificial Intelligence · Computer Science 2021-12-16 Yanchen Deng , Shufeng Kong , Bo An

Online social network has been one of the most important platforms for viral marketing. Most of existing researches about diffusion of adoptions of new products on networks are about one diffusion. That is, only one piece of information…

Social and Information Networks · Computer Science 2023-05-17 Tiantian Chen , Jianxiong Guo , Weili Wu

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

This paper investigates the problem of proportionally fair double sided energy auction involving buying and selling agents. The grid is assumed to be operating under islanded mode. A distributed auction algorithm that can be implemented by…

Computer Science and Game Theory · Computer Science 2016-05-24 M. Nazif Faqiry , Sanjoy Das

We study Proportional Response Dynamics (PRD) in linear Fisher markets where participants act asynchronously. We model this scenario as a sequential process in which in every step, an adversary selects a subset of the players that will…

Computer Science and Game Theory · Computer Science 2024-01-17 Yoav Kolumbus , Menahem Levy , Noam Nisan

We study the power of price discrimination via an intermediary in bilateral trade, when there is a revenue-maximizing seller selling an item to a buyer with a private value drawn from a prior. Between the seller and the buyer, there is an…

Computer Science and Game Theory · Computer Science 2023-04-28 Shao-Heng Ko , Kamesh Munagala

Effective resource allocation in sensor networks, IoT systems, and distributed computing is essential for applications such as environmental monitoring, surveillance, and smart infrastructure. Sensors or agents must optimize their resource…

Machine Learning · Computer Science 2024-09-26 Yu-Zhen Janice Chen , Daniel S. Menasché , Don Towsley

The increasing competition in digital advertising induced a proliferation of media agencies playing the role of intermediaries between advertisers and platforms selling ad slots. When a group of competing advertisers is managed by a common…

Computer Science and Game Theory · Computer Science 2022-05-02 Giulia Romano , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti