Related papers: Axioms for Top Trading Cycles in Multi-Object Real…
It is often beneficial for agents to pool their resources in order to better accommodate fluctuations in individual demand. Many multi-round resource allocation mechanisms operate in an online manner: in each round, the agents specify their…
We study the problem of allocating indivisible items to agents with additive valuations, under the additional constraint that bundles must be connected in an underlying item graph. Previous work has considered the existence and complexity…
Online Resource Allocation addresses the problem of efficiently allocating limited resources to buyers with incomplete knowledge of future requests. In our setting, buyers arrive sequentially requesting a set of items, each with a value…
This paper discusses the dynamics of Transaction Cost (TC) in Industrial Symbiosis Institutions (ISI) and provides a fair and stable mechanism for TC allocation among the involved firms in a given ISI. In principle, industrial symbiosis, as…
We develop a rigorous walk-forward validation framework for algorithmic trading designed to mitigate overfitting and lookahead bias. Our methodology combines interpretable hypothesis-driven signal generation with reinforcement learning and…
In an incomplete financial market, the axiomatic of Time Consistent Pricing Procedure (TCPP), recently introduced, is used to assign to any financial asset a dynamic limit order book, taking into account both the dynamics of basic assets…
This paper studies arbitrage pricing theory in financial markets with implicit transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded…
In many real-world matching applications, there are restrictions for institutions either on priorities of their slots or on the transferability of unfilled slots over others (or both). Motivated by the need in such real-life matching…
We consider a combinatorial auction model where preferences of agents over bundles of objects and payments need not be quasilinear. However, we restrict the preferences of agents to be dichotomous. An agent with dichotomous preference…
Advertisers in online ad auctions are increasingly using auto-bidding mechanisms to bid into auctions instead of directly bidding their value manually. One prominent auto-bidding format is the target cost-per-acquisition (tCPA) which…
Investment returns naturally reside on irregular domains, however, standard multivariate portfolio optimization methods are agnostic to data structure. To this end, we investigate ways for domain knowledge to be conveniently incorporated…
In this paper we study the controllability of networked systems with static network topologies using tools from algebraic graph theory. Each agent in the network acts in a decentralized fashion by updating its state in accordance with a…
When a robot autonomously performs a complex task, it frequently must balance competing objectives while maintaining safety. This becomes more difficult in uncertain environments with stochastic outcomes. Enhancing transparency in the…
We address item relocation problems in graphs in this paper. We assume items placed in vertices of an undirected graph with at most one item per vertex. Items can be moved across edges while various constraints depending on the type of…
Machine learning models deployed in non-stationary environments are exposed to temporal distribution shift, which can erode predictive reliability over time. While common mitigation strategies such as periodic retraining and recalibration…
Reactive control is often considered insufficient for multi-objective tasks because conflicting objectives give rise to local minima. We argue this limitation is not inherent but arises from static encodings that fail to reflect how…
Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. We study this problem from the perspective of a broker, in a regret…
This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential auctions, simultaneous auctions, and the Trading Agent…
We study stochastic team (known also as decentralized stochastic control or identical interest stochastic dynamic game) problems with large or countably infinite number of decision makers, and characterize existence and structural…
We examine properties of a model of resource allocation in which several agents exchange resources in order to optimise their individual holdings. The schemes discussed relate to well-known negotiation protocols proposed in earlier work and…