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We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, however, we envision…
In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…
Most recommender systems (RS) research assumes that a user's utility can be maximized independently of the utility of the other agents (e.g., other users, content providers). In realistic settings, this is often not true---the dynamics of…
We introduce draft auctions, which is a sequential auction format where at each iteration players bid for the right to buy items at a fixed price. We show that draft auctions offer an exponential improvement in social welfare at equilibrium…
We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…
We characterize Pareto optimality via "near" weighted utilitarian welfare maximization. One characterization sequentially maximizes utilitarian welfare functions using a finite sequence of nonnegative and eventually positive welfare…
The problem of portfolio allocation in the context of stocks evolving in random environments, that is with volatility and returns depending on random factors, has attracted a lot of attention. The problem of maximizing a power utility at a…
We study the allocation of divisible goods to competing agents via a market mechanism, focusing on agents with Leontief utilities. The majority of the economics and mechanism design literature has focused on \emph{linear} prices, meaning…
This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…
Online allocation is a broad class of problems where items arriving online have to be allocated to agents who have a fixed utility/cost for each assigned item so to maximize/minimize some objective. This framework captures a broad range of…
Let F be a holomorphic map whose components satisfy some polynomial relations. We present an algorithm for constructing Nash maps locally approximating F, whose components satisfy the same relations.
In this second part of our work, we study the steady state of the population and the social utility for the three dynamics SSD, NBRD and NRPM; which were introduced in the first part. We provide sufficient conditions on the network based on…
We study the design of a decentralized two-sided matching market in which agents' search is guided by the platform. There are finitely many agent types, each with (potentially random) preferences drawn from known type-specific…
A number of recent results on optimization problems involving submodular functions have made use of the multilinear relaxation of the problem. These results hold typically in the value oracle model, where the objective function is…
Recent studies on disparate impact in machine learning applications have sparked a debate around the concept of fairness along with attempts to formalize its different criteria. Many of these approaches focus on reducing prediction errors…
We study one-sided matching problems where $n$ agents have preferences over $m$ objects and each of them need to be assigned to at most one object. Most work on such problems assume that the agents only have ordinal preferences and usually…
In this paper, we consider the optimization problem Submodular Cover (SCP), which is to find a minimum cardinality subset of a finite universe $U$ such that the value of a submodular function $f$ is above an input threshold $\tau$. In…
As we all known, the nonnegative matrix factorization (NMF) is a dimension reduction method that has been widely used in image processing, text compressing and signal processing etc. In this paper, an algorithm for nonnegative matrix…
Distributed cloud networking builds on network functions virtualization (NFV) and software defined networking (SDN) to enable the deployment of network services in the form of elastic virtual network functions (VNFs) instantiated over…
We consider the problem of sketching set valuation functions, defined as the expectation of a valuation function applied to independent random item values. For valuation functions that are monotone and either subadditive or submodular, and…