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The design of revenue-maximizing combinatorial auctions, i.e. multi-item auctions over bundles of goods, is one of the most fundamental problems in computational economics, unsolved even for two bidders and two items for sale. In the…

Machine Learning · Computer Science 2016-06-15 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

Designing an incentive compatible auction that maximizes expected revenue is a central problem in Auction Design. Theoretical approaches to the problem have hit some limits in the past decades and analytical solutions are known for only a…

Computer Science and Game Theory · Computer Science 2021-10-26 Jad Rahme , Samy Jelassi , Joan Bruna , S. Matthew Weinberg

The design of optimal auctions is a problem of interest in economics, game theory and computer science. Despite decades of effort, strategyproof, revenue-maximizing auction designs are still not known outside of restricted settings.…

Computer Science and Game Theory · Computer Science 2021-10-19 Neehar Peri , Michael J. Curry , Samuel Dooley , John P. Dickerson

In many domains such as transportation and logistics, search and rescue, or cooperative surveillance, tasks are pending to be allocated with the consideration of possible execution uncertainties. Existing task coordination algorithms either…

Multiagent Systems · Computer Science 2023-08-03 Ruifan Liu , Hyo-Sang Shin , Binbin Yan , Antonios Tsourdos

We study an assortment optimization problem under a multi-purchase choice model in which customers choose a bundle of up to one product from each of two product categories. Different bundles have different utilities and the bundle price is…

Data Structures and Algorithms · Computer Science 2022-10-12 Xin Chen , Jiachun Li , Menglong Li , Tiancheng Zhao , Yuan Zhou

Bidding in real-time auctions can be a difficult stochastic control task; especially if underdelivery incurs strong penalties and the market is very uncertain. Most current works and implementations focus on optimally delivering a campaign…

Machine Learning · Computer Science 2020-06-15 Nicolas Grislain , Nicolas Perrin , Antoine Thabault

An accurate valuation of American call options is critical in most financial decision making environments. However, traditional models like the Barone-Adesi Whaley (B-AW) and Binomial Option Pricing (BOP) methods fall short in handling the…

Computational Finance · Quantitative Finance 2024-10-01 Ananya Unnikrishnan

Mechanism design, a branch of economics, aims to design rules that can autonomously achieve desired outcomes in resource allocation and public decision making. The research on mechanism design using machine learning is called automated…

Computer Science and Game Theory · Computer Science 2024-12-17 Tsuyoshi Suehara , Koh Takeuchi , Hisashi Kashima , Satoshi Oyama , Yuko Sakurai , Makoto Yokoo

While message passing neural networks (MPNNs) have convincing success in a range of applications, they exhibit limitations such as the oversquashing problem and their inability to capture long-range interactions. Augmenting MPNNs with a…

Machine Learning · Computer Science 2025-04-08 Joshua Southern , Francesco Di Giovanni , Michael Bronstein , Johannes F. Lutzeyer

This paper explores the possibility of near-optimally solving multi-agent, multi-task NP-hard planning problems with time-dependent rewards using a learning-based algorithm. In particular, we consider a class of robot/machine scheduling…

Machine Learning · Computer Science 2023-08-15 Hyunwook Kang , Taehwan Kwon , Jinkyoo Park , James R. Morrison

With spectrum auctions as our prime motivation, in this paper we analyze combinatorial auctions where agents' valuations exhibit complementarities. Assuming that the agents only value bundles of size at most $k$ and also assuming that we…

Computer Science and Game Theory · Computer Science 2016-06-07 Dengwang Tang , Vijay Subramanian

Ranking models primarily focus on modeling the relative order of predictions while often neglecting the significance of the accuracy of their absolute values. However, accurate absolute values are essential for certain downstream tasks,…

Information Retrieval · Computer Science 2025-04-22 Yimeng Bai , Shunyu Zhang , Yang Zhang , Hu Liu , Wentian Bao , Enyun Yu , Fuli Feng , Wenwu Ou

We study a general online combinatorial auction problem in algorithmic mechanism design. A provider allocates multiple types of capacity-limited resources to customers that arrive in a sequential and arbitrary manner. Each customer has a…

Computer Science and Game Theory · Computer Science 2023-10-10 Xiaoqi Tan , Alberto Leon-Garcia , Yuan Wu , Danny H. K. Tsang

Recently many neural models have been proposed to solve combinatorial puzzles by implicitly learning underlying constraints using their solved instances, such as sudoku or graph coloring (GCP). One drawback of the proposed architectures,…

Machine Learning · Computer Science 2022-02-08 Yatin Nandwani , Vidit Jain , Mausam , Parag Singla

Currently, knowledge discovery in databases is an essential step to identify valid, novel and useful patterns for decision making. There are many real-world scenarios, such as bankruptcy prediction, option pricing or medical diagnosis,…

Artificial Intelligence · Computer Science 2018-11-20 José-Ramón Cano , Pedro Antonio Gutiérrez , Bartosz Krawczyk , Michał Woźniak , Salvador García

We consider an extension to the classic position auctions in which sponsored creatives can be added within AI generated content rather than shown in predefined slots. New challenges arise from the natural requirement that sponsored…

Computer Science and Game Theory · Computer Science 2025-06-05 Santiago Balseiro , Kshipra Bhawalkar , Yuan Deng , Zhe Feng , Jieming Mao , Aranyak Mehta , Vahab Mirrokni , Renato Paes Leme , Di Wang , Song Zuo

Comparison-based preference learning has become central to the alignment of AI models with human preferences. However, these methods may behave counterintuitively. After empirically observing that, when accounting for a preference for…

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…

Optimization and Control · Mathematics 2024-02-08 Toni Greif , Louis Bouvier , Christoph M. Flath , Axel Parmentier , Sonja U. K. Rohmer , Thibaut Vidal

We consider a general multi-connectivity framework, intended for ultra-reliable low-latency communications (URLLC) services, and propose a novel, preallocation-based combinatorial auction approach for the efficient allocation of channels.…

Computer Science and Game Theory · Computer Science 2023-07-11 Dávid Csercsik , Eduard Jorswieck