Related papers: Perturbation-Resilient Trades for Dynamic Service …
In online combinatorial allocations/auctions, n bidders sequentially arrive, each with a combinatorial valuation (such as submodular/XOS) over subsets of m indivisible items. The aim is to immediately allocate a subset of the remaining…
In the recent years, banks have sold structured products such as worst-of options, Everest and Himalayas, resulting in a short correlation exposure. They have hence become interested in offsetting part of this exposure, namely buying back…
In the present paper we study a sparse stochastic network enabled with a block structure. The popular Stochastic Block Model (SBM) and the Degree Corrected Block Model (DCBM) address sparsity by placing an upper bound on the maximum…
We consider multi-item exchange markets in which agents want to receive one of their target bundles of resources. The model encompasses well-studied markets for kidney exchange, lung exchange, and multi-organ exchange. We identify a general…
We introduce a class of distributed control policies for networks of discrete-time linear systems with polytopic additive disturbances. The objective is to restrict the network-level state and controls to user-specified polyhedral sets for…
This paper explores the design of a balanced data-sharing marketplace for entities with heterogeneous datasets and machine learning models that they seek to refine using data from other agents. The goal of the marketplace is to encourage…
Correlation matrices are omnipresent in multivariate data analysis. When the number d of variables is large, the sample estimates of correlation matrices are typically noisy and conceal underlying dependence patterns. We consider the case…
We study the power and limits of optimal dynamic pricing in combinatorial markets; i.e., dynamic pricing that leads to optimal social welfare. Previous work by Cohen-Addad et al. [EC'16] demonstrated the existence of optimal dynamic prices…
This paper studies multilateral matching in which agents may negotiate contracts within any coalition. We assume scale economies such that an agent substitutes some existing contracts with new ones only if the latter involve a set of…
We study the bilateral trade problem: one seller, one buyer and a single, indivisible item for sale. It is well known that there is no fully-efficient and incentive compatible mechanism for this problem that maintains a balanced budget. We…
We study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…
This two-part paper discusses robustification methodologies for linear-iterative distributed algorithms for consensus and coordination problems in multicomponent systems, in which unreliable communication links may drop packets. We consider…
Combining two or more items and selling them as one good, a practice called bundling, can be a very effective strategy for reducing the costs of producing, marketing, and selling goods. In this paper, we consider a form of multi-issue…
Introduction of renewable generation leads to significant reduction of inertia in power system, which deteriorates the quality of frequency control. This paper suggests a new control scheme utilizing controllable load to deal with low…
Computational task offloading based on edge computing can deal with the performance bottleneck of traditional cloud-based systems for Internet of things (IoT). To further optimize computing efficiency and resource allocation, collaborative…
Two-sided matching markets describe a large class of problems wherein participants from one side of the market must be matched to those from the other side according to their preferences. In many real-world applications (e.g. content…
Blockchain technology has completely revolutionized the field of decentralized finance with the emergence of a variety of cryptocurrencies and digital assets. However, widespread adoption of this technology by governments and enterprises…
Combinatorial optimization finds an optimal solution within a discrete set of variables and constraints. The field has seen tremendous progress both in research and industry. With the success of deep learning in the past decade, a recent…
With the widespread adoption of Renewable Energy Sources (RESs) in low-voltage distribution systems, opportunities for energy trading among peers have emerged. In particular, the advent of distributed ledgers and blockchain technologies has…
Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…