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A speculative agent with Prospect Theory preference chooses the optimal time to purchase and then to sell an indivisible risky asset to maximize the expected utility of the round-trip profit net of transaction costs. The optimization…

Mathematical Finance · Quantitative Finance 2022-10-26 Alex S. L. Tse , Harry Zheng

We study the problem of agent-based negotiation in combinatorial domains. It is difficult to reach optimal agreements in bilateral or multi-lateral negotiations when the agents' preferences for the possible alternatives are not common…

Artificial Intelligence · Computer Science 2012-02-20 Minyi Li , Quoc Bao Vo , Ryszard Kowalczyk

Assignment problems are a classic combinatorial optimization problem in which a group of agents must be assigned to a group of tasks such that maximum utility is achieved while satisfying assignment constraints. Given the utility of each…

Multiagent Systems · Computer Science 2024-12-23 Joshua Holder , Natasha Jaques , Mehran Mesbahi

Specifying reward functions for complex tasks like object manipulation or driving is challenging to do by hand. Reward learning seeks to address this by learning a reward model using human feedback on selected query policies. This shifts…

Machine Learning · Computer Science 2023-02-27 Kush Bhatia , Wenshuo Guo , Jacob Steinhardt

We consider a number of questions related to tradeoffs between reward and regret in repeated gameplay between two agents. To facilitate this, we introduce a notion of $\textit{generalized equilibrium}$ which allows for asymmetric regret…

Computer Science and Game Theory · Computer Science 2023-12-19 William Brown , Jon Schneider , Kiran Vodrahalli

The primary contribution of this paper resides in devising constant-factor approximation guarantees for revenue maximization in two-sided matching markets, under general pairwise rewards. A major distinction between our work and…

Computer Science and Game Theory · Computer Science 2024-11-26 Dan Nissim , Danny Segev , Alfredo Torrico

An elegant characterization of the complexity of constraint satisfaction problems has emerged in the form of the the algebraic dichotomy conjecture of [BKJ00]. Roughly speaking, the characterization asserts that a CSP {\Lambda} is tractable…

Computational Complexity · Computer Science 2015-01-08 Jonah Brown-Cohen , Prasad Raghavendra

The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…

Discrete Mathematics · Computer Science 2014-09-23 Andrew Mastin , Patrick Jaillet , Sang Chin

We investigate online pricing in two-sided markets where a platform repeatedly posts prices based on binary accept/reject feedback to maximize gains-from-trade (GFT) or profit. We characterize the regret achievable across three mechanism…

Computer Science and Game Theory · Computer Science 2026-02-13 Yiding Feng , Mengfan Ma , Bo Peng , Zongqi Wan

In machine learning and big data, the optimization objectives based on set-cover, entropy, diversity, influence, feature selection, etc. are commonly modeled as submodular functions. Submodular (function) maximization is generally NP-hard,…

Data Structures and Algorithms · Computer Science 2022-12-13 Haotian Zhang , Rao Li , Zewei Wu , Guodong Sun

In many multiagent domains a set of agents exert effort towards a joint outcome, yet the individual effort levels cannot be easily observed. A typical example for such a scenario is routing in communication networks, where the sender can…

Computer Science and Game Theory · Computer Science 2014-01-17 Moshe Babaioff , Michal Feldman , Noam Nisan

The framework of budget-feasible mechanism design studies procurement auctions where the auctioneer (buyer) aims to maximize his valuation function subject to a hard budget constraint. We study the problem of designing truthful mechanisms…

Computer Science and Game Theory · Computer Science 2019-05-07 Georgios Amanatidis , Pieter Kleer , Guido Schäfer

We study anonymous posted price mechanisms for combinatorial auctions in a Bayesian framework. In a posted price mechanism, item prices are posted, then the consumers approach the seller sequentially in an arbitrary order, each purchasing…

Computer Science and Game Theory · Computer Science 2014-11-19 Michal Feldman , Nick Gravin , Brendan Lucier

We propose a distributionally robust principal agent formulation, which generalizes some common variants of worst-case and Bayesian principal agent problems. We construct a theoretical framework to certify whether any surjective contract…

Theoretical Economics · Economics 2024-01-17 Peter Zhang

Combinatorial optimization has found applications in numerous fields, from aerospace to transportation planning and economics. The goal is to find an optimal solution among a finite set of possibilities. The well-known challenge one faces…

Artificial Intelligence · Computer Science 2020-06-03 Quentin Cappart , Thierry Moisan , Louis-Martin Rousseau , Isabeau Prémont-Schwarz , Andre Cire

Dynamic contracts with multiple agents is a classical decentralized decision-making problem with asymmetric information. In this paper, we extend the single-agent dynamic incentive contract model in continuous-time to a multi-agent scheme…

Econometrics · Economics 2017-10-10 Qi Luo , Romesh Saigal

We consider a contextual bandit problem with a combinatorial action set and time-varying base arm availability. At the beginning of each round, the agent observes the set of available base arms and their contexts and then selects an action…

Machine Learning · Computer Science 2025-09-26 Andi Nika , Sepehr Elahi , Cem Tekin

We study procurement games where each seller supplies multiple units of his item, with a cost per unit known only to him. The buyer can purchase any number of units from each seller, values different combinations of the items differently,…

Computer Science and Game Theory · Computer Science 2014-09-29 Hau Chan , Jing Chen

We study the classic principal-agent model when the signal observed by the principal is chosen by the agent. We fully characterize the optimal information structure from an agent's perspective in a general moral hazard setting with limited…

Theoretical Economics · Economics 2023-07-25 Majid Mahzoon , Ali Shourideh , Ariel Zetlin-Jones

We study the Combinatorial Pure Exploration problem with Continuous and Separable reward functions (CPE-CS) in the stochastic multi-armed bandit setting. In a CPE-CS instance, we are given several stochastic arms with unknown distributions,…

Machine Learning · Computer Science 2018-05-07 Weiran Huang , Jungseul Ok , Liang Li , Wei Chen
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