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We introduce a general approach based on \emph{selective verification} and obtain approximate mechanisms without money for maximizing the social welfare in the general domain of utilitarian voting. Having a good allocation in mind, a…

Computer Science and Game Theory · Computer Science 2015-07-10 Dimitris Fotakis , Christos Tzamos , Emmanouil Zampetakis

Value-at-risk (VaR), also known as quantile, is a crucial risk measure in finance and other fields. However, optimizing VaR metrics in Markov decision processes (MDPs) is challenging because VaR is non-additive and the traditional dynamic…

Optimization and Control · Mathematics 2025-07-31 Li Xia , Jinyan Pan

We study fair allocation of constrained resources, where a market designer optimizes overall welfare while maintaining group fairness. In many large-scale settings, utilities are not known in advance, but are instead observed after…

Computer Science and Game Theory · Computer Science 2024-11-06 Elita Lobo , Justin Payan , Cyrus Cousins , Yair Zick

In this paper we present an algorithm to compute risk averse policies in Markov Decision Processes (MDP) when the total cost criterion is used together with the average value at risk (AVaR) metric. Risk averse policies are needed when large…

Optimization and Control · Mathematics 2016-02-17 Stefano Carpin , Yin-Lam Chow , Marco Pavone

Large language models frequently exhibit suboptimal performance on low resource languages, primarily due to inefficient subword segmentation and systemic training data imbalances. In this paper, we propose Variable Entropy Policy…

Computation and Language · Computer Science 2026-03-20 Chonghan Liu , Yimin Du , Qi An , Xin He , Cunqi Zhai , Fei Tan , Weijia Lin , Xiaochun Gong , Yongchao Deng , Shousheng Jia , Xiangzheng Zhang

Volatility, as a primary indicator of financial risk, forms the foundation of classical frameworks such as Markowitz's Portfolio Theory and the Efficient Market Hypothesis (EMH). However, its conventional use rests on assumptions-most…

General Finance · Quantitative Finance 2025-08-19 Sergio Bianchi , Daniele Angelini , Massimiliano Frezza , Augusto Pianese

Risk-averse decision-making under uncertainty in partially observable domains is a central challenge in artificial intelligence and is essential for developing reliable autonomous agents. The formal framework for such problems is the…

Statistics Theory · Mathematics 2026-02-27 Yaacov Pariente , Vadim Indelman

This article expands Milton Friedman's spending matrix to analyse 'spending efficiency' and 'preference compatibility' across different economic systems against five key outcome criteria. By generalising Friedman's typology, it compares…

General Economics · Economics 2025-12-24 Ali Zeytoon-Nejad

In a Walrasian equilibrium (WE), all bidders are envy-free (EF), meaning that their allocation maximizes their utility; and the market clears (MC), meaning that the price of unallocated goods is zero. EF is desirable to ensure the long-term…

Computer Science and Game Theory · Computer Science 2017-08-11 Enrique Areyan Viqueira , Amy Greenwald , Victor Naroditskiy

This paper examines optimal risk sharing for empirically realistic risk attitudes, providing results on Pareto optimality, competitive equilibria, utility frontiers, and the first and second theorems of welfare. Contrary to common…

Theoretical Economics · Economics 2025-10-06 Jean-Gabriel Lauzier , Liyuan Lin , Peter Wakker , Ruodu Wang

In Combinatorial Public Projects, there is a set of projects that may be undertaken, and a set of self-interested players with a stake in the set of projects chosen. A public planner must choose a subset of these projects, subject to a…

Computer Science and Game Theory · Computer Science 2011-04-19 Shaddin Dughmi

A virtual power plant (VPP) is operated by an aggregator that acts as a market intermediary, aggregating consumers to participate in wholesale power markets. By setting incentive prices, the aggregator induces consumers to sell energy and…

Computer Science and Game Theory · Computer Science 2026-04-07 Liudong Chen , Hyemi Kim , Adam N. Elmachtoub , Bolun Xu

Reinforcement learning with human feedback (RLHF) is an emerging paradigm to align models with human preferences. Typically, RLHF aggregates preferences from multiple individuals who have diverse viewpoints that may conflict with each…

Machine Learning · Computer Science 2024-03-11 Huiying Zhong , Zhun Deng , Weijie J. Su , Zhiwei Steven Wu , Linjun Zhang

We study fair division of indivisible goods in a single-parameter environment. In particular, we develop truthful social welfare maximizing mechanisms for fairly allocating indivisible goods. Our fairness guarantees are in terms of solution…

Computer Science and Game Theory · Computer Science 2019-01-29 Siddharth Barman , Ganesh Ghalme , Shweta Jain , Pooja Kulkarni , Shivika Narang

Recent advances in reinforcement learning for foundation models, such as Group Relative Policy Optimization (GRPO), have significantly improved the performance of foundation models on reasoning tasks. Notably, the advantage function serves…

Artificial Intelligence · Computer Science 2025-09-26 Wenke Huang , Quan Zhang , Yiyang Fang , Jian Liang , Xuankun Rong , Huanjin Yao , Guancheng Wan , Ke Liang , Wenwen He , Mingjun Li , Leszek Rutkowski , Mang Ye , Bo Du , Dacheng Tao

Optimizing shared vehicle systems (bike/scooter/car/ride-sharing) is more challenging compared to traditional resource allocation settings due to the presence of \emph{complex network externalities} -- changes in the demand/supply at any…

Computer Science and Game Theory · Computer Science 2021-05-12 Siddhartha Banerjee , Daniel Freund , Thodoris Lykouris

The econometric literature on treatment-effects typically takes functionals of outcome-distributions as `social welfare' and ignores program-impacts on unobserved utilities. We show how to incorporate aggregate utility within econometric…

Econometrics · Economics 2022-11-21 Debopam Bhattacharya , Tatiana Komarova

This thesis develops theoretical frameworks and algorithms that advance constrained reinforcement learning (RL) across control, preference learning, and alignment of large language models. The first contribution addresses constrained Markov…

Machine Learning · Computer Science 2025-12-12 Akhil Agnihotri

Over the past two decades, equity aspects have been considered in a growing number of models and methods for vehicle routing problems (VRPs). Equity concerns most often relate to fairly allocating workloads and to balancing the utilization…

Optimization and Control · Mathematics 2018-03-06 Piotr Matl , Richard F. Hartl , Thibaut Vidal

Considerations regarding clinical effectiveness and cost are essential in comparing the overall value of two treatments. There has been growing interest in methodology to integrate cost and effectiveness measures in order to inform policy…

Methodology · Statistics 2019-12-04 Andrew J. Spieker , Nicholas Illenberger , Jason A. Roy , Nandita Mitra
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