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The determination of acceptability prices of contingent claims requires the choice of a stochastic model for the underlying asset price dynamics. Given this model, optimal bid and ask prices can be found by stochastic optimization. However,…

Pricing of Securities · Quantitative Finance 2019-01-31 Martin Glanzer , Georg Ch. Pflug , Alois Pichler

We consider the Maximum Vectors problem in a strategic setting. In the classical setting this problem consists, given a set of $k$-dimensional vectors, in computing the set of all nondominated vectors. Recall that a vector $v=(v^1, v^2,…

Computer Science and Game Theory · Computer Science 2019-03-26 Eric Angel , Evripidis Bampis

How to optimally persuade an agent who has a private type? When elicitation is feasible, this amounts to a fairly standard principal-agent-style mechanism design problem, where the persuader employs a mechanism to first elicit the agent's…

Computer Science and Game Theory · Computer Science 2024-11-01 Jiarui Gan , Abheek Ghosh , Nicholas Teh

We consider a mechanism design problem for energy procurement, when there is one buyer and one seller, and the buyer is the mechanism designer. The seller can generate energy from conventional (deterministic) and renewable (random) plants,…

Optimization and Control · Mathematics 2014-01-23 Hamidreza Tavafoghi , Demosthenis Teneketzis

There are p heterogeneous objects to be assigned to n competing agents (n > p) each with unit demand. It is required to design a Groves mechanism for this assignment problem satisfying weak budget balance, individual rationality, and…

Computer Science and Game Theory · Computer Science 2008-12-31 Sujit Gujar , Yadati Narahari

We consider the optimization problem of a multi-resource, multi-unit VCG auction that produces an optimal, i.e., non-approximated, social welfare. We present an algorithm that solves this optimization problem with pseudo-polynomial…

Computer Science and Game Theory · Computer Science 2019-05-23 Liran Funaro , Orna Agmon Ben-Yehuda , Assaf Schuster

In multi-item screening, optimal selling mechanisms are challenging to characterize and implement, even with full knowledge of valuation distributions. In this paper, we aim to develop tractable, interpretable, and implementable mechanisms…

Theoretical Economics · Economics 2025-10-20 Shixin Wang

It is well-known that for several natural decision problems no budget balanced Groves mechanisms exist. This has motivated recent research on designing variants of feasible Groves mechanisms (termed as `redistribution of VCG…

Computer Science and Game Theory · Computer Science 2015-05-13 Krzysztof R. Apt , Arantza Estévez-Fernández

A simple mechanism for allocating indivisible resources is sequential allocation in which agents take turns to pick items. We focus on possible and necessary allocation problems, checking whether allocations of a given form occur in some or…

Artificial Intelligence · Computer Science 2014-12-09 Haris Aziz , Toby Walsh , Lirong Xia

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

We study the selection of agents based on mutual nominations, a theoretical problem with many applications from committee selection to AI alignment. As agents both select and are selected, they may be incentivized to misrepresent their true…

Computer Science and Game Theory · Computer Science 2025-10-23 Javier Cembrano , Felix Fischer , Max Klimm

One of the important yet insufficiently studied subjects in fair allocation is the externality effect among agents. For a resource allocation problem, externalities imply that a bundle allocated to an agent may affect the utilities of other…

Computer Science and Game Theory · Computer Science 2018-05-17 Mohammad Ghodsi , Hamed Saleh , Masoud Seddighin

I study the optimal allocation of positional goods in the presence of externalities arising from consumers' concerns about relative consumption. Applications include luxury goods, priority services, education, and organizational…

Theoretical Economics · Economics 2025-10-10 Peiran Xiao

This paper provides a novel solution to a task allocation problem, by which a group of agents decides on the assignment of a discrete set of tasks in a distributed manner. In this setting, heterogeneous agents have individual preferences…

Optimization and Control · Mathematics 2023-11-02 Nirabhra Mandal , Mohammad Khajenejad , Sonia Martínez

Signaling is an important topic in the study of asymmetric information in economic settings. In particular, the transparency of information available to a seller in an auction setting is a question of major interest. We introduce the study…

Computer Science and Game Theory · Computer Science 2012-04-26 Yuval Emek , Michal Feldman , Iftah Gamzu , Renato Paes Leme , Moshe Tennenholtz

From social networks to supply chains, more and more aspects of how humans, firms and organizations interact is mediated by artificial learning agents. As the influence of machine learning systems grows, it is paramount that we study how to…

Multiagent Systems · Computer Science 2022-11-02 Andrea Tacchetti , DJ Strouse , Marta Garnelo , Thore Graepel , Yoram Bachrach

Load balancing across a networked environment is a monotonous job. Moreover, if the job to be distributed is a constraint satisfying one, the distribution of load demands core intelligence. This paper proposes parallel processing through…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-31 M. Shahriar Hossain , M. Muztaba Fuad , Md. Mahbubul Alam Joarder

Task allocation is a key combinatorial optimization problem, crucial for modern applications such as multi-robot cooperation and resource scheduling. Decision makers must allocate entities to tasks reasonably across different scenarios.…

Machine Learning · Computer Science 2024-07-02 Aicheng Gong , Kai Yang , Jiafei Lyu , Xiu Li

We provide a characterization of revenue-optimal dynamic mechanisms in settings where a monopolist sells k items over k periods to a buyer who realizes his value for item i in the beginning of period i. We require that the mechanism…

Computer Science and Game Theory · Computer Science 2016-07-06 Itai Ashlagi , Constantinos Daskalakis , Nima Haghpanah

This paper studies a delegation problem faced by the planner who wants to regulate receivers' reaction choices in markets for matching between receivers and senders with signaling. We provide a noble insight into the planner's willingness…

Theoretical Economics · Economics 2023-03-17 Seungjin Han , Alex Sam , Youngki Shin