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We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on the average vectorial outcome. The problem models applications…

Machine Learning · Computer Science 2019-05-17 Wang Chi Cheung

Spatial-temporal forecasting has attracted tremendous attention in a wide range of applications, and traffic flow prediction is a canonical and typical example. The complex and long-range spatial-temporal correlations of traffic flow bring…

Machine Learning · Computer Science 2021-06-25 Zheng Fang , Qingqing Long , Guojie Song , Kunqing Xie

We consider a random financial network with a large number of agents. The agents connect through credit instruments borrowed from each other or through direct lending, and these create the liabilities. The settlement of the debts of various…

General Finance · Quantitative Finance 2021-04-06 Indrajit Saha , Veeraruna Kavitha

Bipartite matching markets pair agents on one side of a market with agents, items, or contracts on the opposing side. Prior work addresses online bipartite matching markets, where agents arrive over time and are dynamically matched to a…

Artificial Intelligence · Computer Science 2017-12-13 John P Dickerson , Karthik A Sankararaman , Aravind Srinivasan , Pan Xu

A recent approach to automated mechanism design, differentiable economics, represents auctions by rich function approximators and optimizes their performance by gradient descent. The ideal auction architecture for differentiable economics…

Computer Science and Game Theory · Computer Science 2022-02-08 Michael Curry , Tuomas Sandholm , John Dickerson

Knowledge Representation (KR) and facet-analytical Knowledge Organization (KO) have been the two most prominent methodologies of data and knowledge modelling in the Artificial Intelligence community and the Information Science community,…

Artificial Intelligence · Computer Science 2024-01-10 Fausto Giunchiglia , Mayukh Bagchi

Vehicular cloud computing has emerged as a promising solution to fulfill users' demands on processing computation-intensive applications in modern driving environments. Such applications are commonly represented by graphs consisting of…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-09 Zhibin Gao , Minghui LiWang , Seyyedali Hosseinalipour , Huaiyu Dai , Xianbin Wang

Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…

Machine Learning · Statistics 2022-06-02 Eric Han , Ishank Arora , Jonathan Scarlett

Differentiable economics, which uses neural networks as function approximators and gradient-based optimization in automated mechanism design (AMD), marked a significant breakthrough with the introduction of RegretNet…

Computer Science and Game Theory · Computer Science 2025-02-03 Mai Pham , Vikrant Vaze , Peter Chin

Graph combinatorial optimization (GCO) has attracted growing interest, as many NP-hard problems naturally admit graph formulations, yet their combinatorial explosion renders exact methods computationally intractable. Recent advances in…

Artificial Intelligence · Computer Science 2026-05-20 Franco Terranova , Guillermo Bernardez , Albert Cabellos-Aparicio , Nina Miolane , Abdelkader Lahmadi

In this paper, we continue our analysis of spatial versions of agent-based models for the dynamics of money that have been introduced in the statistical physics literature, focusing on two models with debts. Both models consist of systems…

Probability · Mathematics 2019-10-02 Nicolas Lanchier , Stephanie Reed

This paper provides an attempt to formalize Hayek's notion of spontaneous order within the framework of the Arrow-Debreu economy. Our study shows that if a competitive economy is enough fair and free, then a spontaneous economic order shall…

General Finance · Quantitative Finance 2013-09-10 Yong Tao

We have used agent-based modeling as our numerical method to artificially simulate a dynamic real economy where agents are rational maximizers of an objective function of Cobb-Douglas type. The economy is characterised by heterogeneous…

Theoretical Economics · Economics 2024-01-17 Subhamon Supantha , Naresh Kumar Sharma

We consider constrained ergodic resource optimization in wireless networks with graph-structured interference. We train a diffusion model policy to match expert conditional distributions over resource allocations. By leveraging a…

Signal Processing · Electrical Eng. & Systems 2026-04-08 Yigit Berkay Uslu , Samar Hadou , Shirin Saeedi Bidokhti , Alejandro Ribeiro

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

There have been increasing challenges to solve combinatorial optimization problems by machine learning. Khalil et al. proposed an end-to-end reinforcement learning framework, S2V-DQN, which automatically learns graph embeddings to construct…

Machine Learning · Computer Science 2020-03-10 Kenshin Abe , Zijian Xu , Issei Sato , Masashi Sugiyama

This paper proposes a diffusion-based auto-bidding framework that leverages graph representations to model large-scale auction environments. In such settings, agents must dynamically optimize bidding strategies under constraints defined by…

Machine Learning · Computer Science 2025-04-22 Dom Huh , Prasant Mohapatra

Recent advancements in Spatiotemporal Graph Neural Networks (ST-GNNs) and Transformers have demonstrated promising potential for traffic forecasting by effectively capturing both temporal and spatial correlations. The generalization ability…

Machine Learning · Computer Science 2024-10-02 Hongjun Wang , Jiyuan Chen , Tong Pan , Zheng Dong , Lingyu Zhang , Renhe Jiang , Xuan Song

In this work, we investigate a simple nonequilibrium system with many interconnected, open subsystems, each exchanging a globally conserved resource with an external reserve. The system is represented by a random graph, where nodes…

Adaptation and Self-Organizing Systems · Physics 2025-12-30 Shreeman Auromahima , Sitangshu Bikas Santra , Biplab Bose

New applications for the Internet such as video on demand, grid computing etc. depend on the availability of high bandwidth connections with acceptable Quality of Service (QoS). There appears to be, therefore, a requirement for a market…

Networking and Internet Architecture · Computer Science 2009-09-29 David Michael Turner , Vassilis Prevelakis , Angelos D. Keromytis
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