Related papers: Weitzman's Rule for Pandora's Box with Correlation…
We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…
Settings such as lending and policing can be modeled by a centralized agent allocating a resource (loans or police officers) amongst several groups, in order to maximize some objective (loans given that are repaid or criminals that are…
We present a dependent randomized rounding scheme, which rounds fractional solutions to integral solutions satisfying certain hard constraints on the output while preserving Chernoff-like concentration properties. In contrast to previous…
We provide a reduction from revenue maximization to welfare maximization in multi-dimensional Bayesian auctions with arbitrary (possibly combinatorial) feasibility constraints and independent bidders with arbitrary (possibly combinatorial)…
The Santa Claus problem is a fundamental problem in fair division: the goal is to partition a set of heterogeneous items among heterogeneous agents so as to maximize the minimum value of items received by any agent. In this paper, we study…
In this article we consider combinatorial markets with valuations only for singletons and pairs of buy/sell-orders for swapping two items in equal quantity. We provide an algorithm that permits polynomial time market-clearing and -pricing.…
In many choice problems, the interaction between several distinct variables determines the payoff of each alternative. I propose and axiomatize a model of a decision maker who recognizes that she may not accurately perceive the correlation…
We provide a method that enables the simple calculation of the maximal correlation coefficient of a bivariate distribution, under suitable conditions. In particular, the method readily applies to known results on order statistics and…
We study a fundamental stochastic selection problem involving $n$ independent random variables, each of which can be queried at some cost. Given a tolerance level $\delta$, the goal is to find a value that is $\delta$-approximately minimum…
In this paper we consider a scenario where there are several algorithms for solving a given problem. Each algorithm is associated with a probability of success and a cost, and there is also a penalty for failing to solve the problem. The…
In this work, we consider the optimal portfolio selection problem under hard constraints on trading amounts, transaction costs and different rates for borrowing and lending when the risky asset returns are serially correlated. No…
Auction theory traditionally assumes that bidders' valuation distributions are known to the auctioneer, such as in the celebrated, revenue-optimal Myerson auction. However, this theory does not describe how the auctioneer comes to possess…
We study the problem of evaluating a discrete function by adaptively querying the values of its variables until the values read uniquely determine the value of the function. Reading the value of a variable is done at the expense of some…
Cake cutting is a classic model for studying fair division of a heterogeneous, divisible resource among agents with individual preferences. Addressing cake division under a typical requirement that each agent must receive a connected piece…
We study problems with stochastic uncertainty information on intervals for which the precise value can be queried by paying a cost. The goal is to devise an adaptive decision tree to find a correct solution to the problem in consideration…
We develop an algorithmic theory of convex optimization over discrete sets. Using a combination of algebraic and geometric tools we are able to provide polynomial time algorithms for solving broad classes of convex combinatorial…
A common problem in machine learning is to rank a set of n items based on pairwise comparisons. Here ranking refers to partitioning the items into sets of pre-specified sizes according to their scores, which includes identification of the…
We elaborate on the intimate connection between the largest volume of an empty axis-parallel box in a set of $n$ points from $[0,1]^d$ and cover-free families from the extremal set theory. This connection was discovered in a recent paper of…
In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…
We study the problem of selling $n$ items to a single buyer with an additive valuation function. We consider the valuation of the items to be correlated, i.e., desirabilities of the buyer for the items are not drawn independently. Ideally,…