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Considering that a trader or a trading algorithm interacting with markets during continuous auctions can be modeled by an iterating procedure adjusting the price at which he posts orders at a given rhythm, this paper proposes a procedure…

Trading and Market Microstructure · Quantitative Finance 2012-09-12 Sophie Laruelle , Charles-Albert Lehalle , Gilles Pagès

Ensuring fairness while limiting costs, such as transportation or storage, is an important challenge in resource allocation, yet most work has focused on cost minimization without fairness or fairness without explicit cost considerations.…

Computer Science and Game Theory · Computer Science 2026-01-19 Eva Deltl

The notion of \emph{envy-freeness} is a natural and intuitive fairness requirement in resource allocation. With indivisible goods, such fair allocations are unfortunately not guaranteed to exist. Classical works have avoided this issue by…

Computer Science and Game Theory · Computer Science 2021-05-06 Hiromichi Goko , Ayumi Igarashi , Yasushi Kawase , Kazuhisa Makino , Hanna Sumita , Akihisa Tamura , Yu Yokoi , Makoto Yokoo

Many high-stakes AI deployments proceed only if every stakeholder deems the system acceptable relative to their own minimum standard. With randomization over a finite menu of options, this becomes a feasibility question: does there exist a…

Computer Science and Game Theory · Computer Science 2026-04-21 Davin Choo , Paul W. Goldberg , Nicholas Teh

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

We study the problem of fairly allocating indivisible goods between groups of agents using the recently introduced relaxations of envy-freeness. We consider the existence of fair allocations under different assumptions on the valuations of…

Computer Science and Game Theory · Computer Science 2020-09-17 Maria Kyropoulou , Warut Suksompong , Alexandros A. Voudouris

We study how standard auction objectives in sponsored search markets change with refinements in the prediction of the relevance (click-through rates) of ads. We study mechanisms that optimize for a convex combination of efficiency and…

Computer Science and Game Theory · Computer Science 2013-02-28 Mukund Sundararajan , Inbal Talgam-Cohen

We study the trade-off between envy and inefficiency in repeated resource allocation settings with stochastic replenishments, motivated by real-world systems such as food banks and medical supply chains. Specifically, we consider a model in…

Optimization and Control · Mathematics 2025-09-01 Chido Onyeze , Sean R. Sinclair , Chamsi Hssaine , Siddhartha Banerjee

In \emph{zero-sum two-player hidden stochastic games}, players observe partial information about the state. We address: $(i)$ the existence of the \emph{uniform value}, i.e., a limiting average payoff that both players can guarantee for…

Optimization and Control · Mathematics 2026-02-09 Krishnendu Chatterjee , David Lurie , Raimundo Saona , Bruno Ziliotto

This paper develops an axiomatic framework for ranking metrics, a general class of functionals for evaluating and ordering financial or insurance positions. Unlike traditional risk-adjusted performance measures-such as the Sharpe ratio,…

Risk Management · Quantitative Finance 2026-04-21 Asmerilda Hitaj , Elisa Mastrogiacomo , Ilaria Peri , Marcelo Righi

We focus on a generalization of the classic Minisum approval voting rule, introduced by Barrot and Lang (2016), and referred to as Conditional Minisum (CMS), for multi-issue elections with preferential dependencies. Under this rule, voters…

Computer Science and Game Theory · Computer Science 2025-06-10 Evangelos Markakis , Georgios Papasotiropoulos

We study mechanism design when agents may have hidden secondary goals which will manifest as non-trivial preferences among outcomes for which their primary utility is the same. We show that in such cases, a mechanism is robust against…

Computer Science and Game Theory · Computer Science 2023-07-25 Renato Paes Leme , Jon Schneider , Hanrui Zhang

This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…

Optimization and Control · Mathematics 2022-05-11 Amos Uderzo

Recent papers have used machine learning architecture to fit low-order functional ANOVA models with main effects and second-order interactions. These GAMI (GAM + Interaction) models are directly interpretable as the functional main effects…

Machine Learning · Statistics 2023-09-06 Linwei Hu , Soroush Aramideh , Jie Chen , Vijayan N. Nair

In many applications such as rationing medical care and supplies, university admissions, and the assignment of public housing, the decision of who receives an allocation can be justified by various normative criteria. Such settings have…

Computer Science and Game Theory · Computer Science 2023-05-30 Siddhartha Banerjee , Matthew Eichhorn , David Kempe

Expectation-Maximization (EM) is a prominent approach for parameter estimation of hidden (aka latent) variable models. Given the full batch of data, EM forms an upper-bound of the negative log-likelihood of the model at each iteration and…

Machine Learning · Computer Science 2020-02-24 Ehsan Amid , Manfred K. Warmuth

Along with substantial progress made recently in designing near-optimal mechanisms for multi-item auctions, interesting structural questions have also been raised and studied. In particular, is it true that the seller can always extract…

Computer Science and Game Theory · Computer Science 2017-09-12 Andrew Chi-Chih Yao

In this paper, we characterize the extreme points of a class of multidimensional monotone functions. This result is then applied to large contests, where it provides a useful representation of optimal allocation rules under a broad class of…

Theoretical Economics · Economics 2026-03-02 Giovanni Valvassori Bolgè

Sufficient conditions are identified under which the value function and the optimal strategy of a Markov decision process (MDP) are even and quasi-convex in the state. The key idea behind these conditions is the following. First, sufficient…

Optimization and Control · Mathematics 2017-09-12 Jhelum Chakravorty , Aditya Mahajan

In allocating objects via lotteries, it is common to consider ordinal rules that rely solely on how agents rank degenerate lotteries. While ordinality is often imposed due to cognitive or informational constraints, we provide another…

Theoretical Economics · Economics 2025-02-21 Eun Jeong Heo , Vikram Manjunath
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