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We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…

Machine Learning · Computer Science 2022-04-12 Arushi Jain , Sharan Vaswani , Reza Babanezhad , Csaba Szepesvari , Doina Precup

Partially Observable Markov Decision Processes (POMDPs) are a natural and general model in reinforcement learning that take into account the agent's uncertainty about its current state. In the literature on POMDPs, it is customary to assume…

Machine Learning · Computer Science 2022-03-24 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Lower bounds and impossibility results in distributed computing are both intellectually challenging and practically important. Hundreds if not thousands of proofs appear in the literature, but surprisingly, the vast majority of them apply…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-13 Guy Goren , Yoram Moses , Alexander Spiegelman

Empirical Welfare Maximization (EWM) is a framework that can be used to select welfare program eligibility policies based on data. This paper extends EWM by allowing for uncertainty in estimating the budget needed to implement the selected…

Econometrics · Economics 2025-12-18 Liyang Sun

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 consider a voting model, where a number of candidates need to be selected subject to certain feasibility constraints. The model generalises committee elections (where there is a single constraint on the number of candidates that need to…

Computer Science and Game Theory · Computer Science 2025-09-24 Tomáš Masařík , Grzegorz Pierczyński , Piotr Skowron

We consider the problem of allocating indivisible goods fairly among n agents who have additive and submodular valuations for the goods. Our fairness guarantees are in terms of the maximin share, that is defined to be the maximum value that…

Computer Science and Game Theory · Computer Science 2020-04-07 Siddharth Barman , Sanath Kumar Krishnamurthy

Stochastic programming is often challenged by epistemic uncertainty, where critical probability distributions are poorly characterized or unknown due to a lack of data. To address this, we pioneer a novel framework for stochastic…

Optimization and Control · Mathematics 2026-05-19 Shixin Liu , Ming Gao , Jian Hu

Selecting $k$ out of $m$ items based on the preferences of $n$ heterogeneous agents is a widely studied problem in algorithmic game theory. If agents have approval preferences over individual items and harmonic utility functions over…

Computer Science and Game Theory · Computer Science 2024-08-06 Sonja Kraiczy , Edith Elkind

We study the fair division of indivisible items among $n$ agents with heterogeneous additive valuations, subject to lower and upper quotas on the number of items allocated to each agent. Such constraints are crucial in various applications,…

Computer Science and Game Theory · Computer Science 2026-02-10 Hirota Kinoshita , Ayumi Igarashi

We propose a scalable, policy-centric framework for continuous-time multi-asset portfolio-consumption optimization under inequality constraints. Our method integrates neural policies with Pontryagin's Maximum Principle (PMP) and enforces…

Portfolio Management · Quantitative Finance 2025-11-07 Jeonggyu Huh , Jaegi Jeon , Hyeng Keun Koo , Byung Hwa Lim

The property of proportional representation in approval-based committee elections has appeared in the social choice literature for over a century, and is typically understood as avoiding the underrepresentation of minorities. However, we…

Data Structures and Algorithms · Computer Science 2021-09-14 Alfonso Cevallos , Alistair Stewart

Budgets play a significant role in real-world sequential auction markets such as those implemented by internet companies. To maximize the value provided to auction participants, spending is smoothed across auctions so budgets are used for…

Computer Science and Game Theory · Computer Science 2021-05-11 Vincent Conitzer , Christian Kroer , Eric Sodomka , Nicolas E. Stier-Moses

We show that one can approximate the least fixed point solution for a multivariate system of monotone probabilistic max(min) polynomial equations, referred to as maxPPSs (and minPPSs, respectively), in time polynomial in both the encoding…

Computational Complexity · Computer Science 2012-02-24 Kousha Etessami , Alistair Stewart , Mihalis Yannakakis

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

Machine Learning · Computer Science 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

Core-selecting combinatorial auctions (CAs) restrict the auction result in the core such that no coalitions could improve their utilities by engaging in collusion. The minimum-revenue-core (MRC) rule is a widely used core-selecting payment…

Computer Science and Game Theory · Computer Science 2023-12-12 Hao Cheng , Shufeng Kong , Yanchen Deng , Caihua Liu , Xiaohu Wu , Bo An , Chongjun Wang

We consider budget feasible mechanisms for procurement auctions with additive valuation functions. For the divisible case, where agents can be allocated fractionally, there exists an optimal mechanism with approximation guarantee $e/(e-1)$…

Computer Science and Game Theory · Computer Science 2022-09-02 Sophie Klumper , Guido Schäfer

Budget-feasible procurement has been a major paradigm in mechanism design since its introduction by Singer (2010). An auctioneer (buyer) with a strict budget constraint is interested in buying goods or services from a group of strategic…

Computer Science and Game Theory · Computer Science 2025-05-30 Georgios Amanatidis , Sophie Klumper , Evangelos Markakis , Guido Schäfer , Artem Tsikiridis

We show that the multiplicative weight update method provides a simple recipe for designing and analyzing optimal Bayesian Incentive Compatible (BIC) auctions, and reduces the time complexity of the problem to pseudo-polynomial in…

Computer Science and Game Theory · Computer Science 2013-04-12 Anand Bhalgat , Sreenivas Gollapudi , Kamesh Munagala

We study a classic Bayesian mechanism design setting of monopoly problem for an additive buyer in the presence of budgets. In this setting a monopolist seller with $m$ heterogeneous items faces a single buyer and seeks to maximize her…

Computer Science and Game Theory · Computer Science 2018-10-09 Yu Cheng , Nick Gravin , Kamesh Munagala , Kangning Wang
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