Related papers: Succinct Ambiguous Contracts
We introduce and study the problem of designing optimal contracts under fairness constraints on the task assignments and compensations. We adopt the notion of envy-free (EF) and its relaxations, $\epsilon$-EF and envy-free up to one item…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
We investigate the classical communication over quantum channels when assisted by no-signaling (NS) and positive-partial-transpose-preserving (PPT) codes, for which both the optimal success probability of a given transmission rate and the…
This paper studies a sequential decision problem where payoff distributions are known and where the riskiness of payoffs matters. Equivalently, it studies sequential choice from a repeated set of independent lotteries. The decision-maker is…
Suppose that $n$ items arrive online in random order and the goal is to select $k$ of them such that the expected sum of the selected items is maximized. The decision for any item is irrevocable and must be made on arrival without knowing…
Motivated by the problem of market power in electricity markets, we introduced in previous works a mechanism for simplified markets of two agents with linear cost. In standard procurement auctions, the market power resulting from the…
We study the problem of maximizing a monotone set function subject to a cardinality constraint $k$ in the setting where some number of elements $\tau$ is deleted from the returned set. The focus of this work is on the worst-case adversarial…
We study the power of menus of contracts in principal-agent problems with adverse selection (agents can be one of several types) and moral hazard (we cannot observe agent actions directly). For principal-agent problems with $T$ types and…
Many real-life contractual relations differ completely from the clean, static model at the heart of principal-agent theory. Typically, they involve repeated strategic interactions of the principal and agent, taking place under uncertainty…
Most microeconomic models of interest involve optimizing a piecewise linear function. These include contract design in hidden-action principal-agent problems, selling an item in posted-price auctions, and bidding in first-price auctions.…
We study the maximum $k$-set coverage problem in the following distributed setting. A collection of sets $S_1,\ldots,S_m$ over a universe $[n]$ is partitioned across $p$ machines and the goal is to find $k$ sets whose union covers the most…
Boolean satisfiability [1] (k-SAT) is one of the most studied optimization problems, as an efficient (that is, polynomial-time) solution to k-SAT (for $k\geq 3$) implies efficient solutions to a large number of hard optimization problems…
The non-clairvoyant scheduling problem has gained new interest within learning-augmented algorithms, where the decision-maker is equipped with predictions without any quality guarantees. In practical settings, access to predictions may be…
We study a robust selling problem where a seller attempts to sell one item to a buyer but is uncertain about the buyer's valuation distribution. Existing literature shows that robust screening provides a stronger theoretical guarantee than…
In the knapsack problem under explorable uncertainty, we are given a knapsack instance with uncertain item profits. Instead of having access to the precise profits, we are only given uncertainty intervals that are guaranteed to contain the…
We study a single-agent contracting environment where the agent has misspecified beliefs about the outcome distributions for each chosen action. First, we show that for a myopic Bayesian learning agent with only two possible actions, the…
Large electricity customers (e.g., large data centers) can exhibit huge and variable electricity demands, which poses significant challenges for the electricity suppliers to plan for sufficient capacity. Thus, it is desirable to design…
This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we consider ambiguity in choice functions over a multi-attribute prospect space. Our main result is a robust…
We consider generalizations of the classical secretary problem, also known as the problem of optimal choice, to posets where the only information we have is the size of the poset and the number of maximal elements. We show that, given this…