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We present a fully probabilistic approach for solving binary optimization problems with black-box objective functions and with budget constraints. In the probabilistic approach, the optimization variable is viewed as a random variable and…

Optimization and Control · Mathematics 2024-06-11 Ahmed Attia

We formalize a framework for coordinating funding and selecting projects, the costs of which are shared among agents with quasi-linear utility functions and individual budgets. Our model contains the classical discrete participatory…

Computer Science and Game Theory · Computer Science 2023-02-24 Haris Aziz , Sujit Gujar , Manisha Padala , Mashbat Suzuki , Jeremy Vollen

We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems in presence of adverse selection. The particular features…

Optimization and Control · Mathematics 2019-09-17 Clémence Alasseur , Ivar Ekeland , Romuald Elie , Nicolás Hernández Santibáñez , Dylan Possamaï

A divisible budget must be allocated to several projects, and agents are asked for their opinion on how much they would give to each project. We consider that an agent is satisfied by a division of the budget if, for at least a certain…

Computer Science and Game Theory · Computer Science 2025-02-04 Laurent Gourvès , Michael Lampis , Nikolaos Melissinos , Aris Pagourtzis

In settings where full incentive-compatibility is not available, such as core-constraint combinatorial auctions and budget-balanced combinatorial exchanges, we may wish to design mechanisms that are as incentive-compatible as possible. This…

Computer Science and Game Theory · Computer Science 2015-03-24 Benjamin Lubin

We show that in delegation problems, a principal benefits from belief misalignment vis-\`a-vis an agent when the latter can flexibly acquire costly information. The agent optimally succumbs to confirmatory learning, leading him to favor the…

Theoretical Economics · Economics 2025-07-30 Pavel Ilinov , Andrei Matveenko , Maxim Senkov , Egor Starkov

Constraints on agent's ability to pay play a major role in auction design for any setting where the magnitude of financial transactions is sufficiently large. Those constraints have been traditionally modeled in mechanism design as…

Computer Science and Game Theory · Computer Science 2014-04-22 Gagan Goel , Vahab Mirrokni , Renato Paes Leme

We introduce a two-agent problem which is inspired by price asymmetry arising from funding difference. When two parties have different funding rates, the two parties deduce different fair prices for derivative contracts even under the same…

Mathematical Finance · Quantitative Finance 2020-01-01 Junbeom Lee , Stephan Sturm , Chao Zhou

This paper explores the capacity of artificial intelligence (AI) algorithms to autonomously design incentive-compatible contracts in dual-principal-agent settings, a relatively unexplored aspect of algorithmic mechanism design. We develop a…

Artificial Intelligence · Computer Science 2024-06-14 Qian Qi

Economic theory distinguishes between principal-agent settings in which the agent has a private type and settings in which the agent takes a hidden action. Many practical problems, however, involve aspects of both. For example, brand X may…

Computer Science and Game Theory · Computer Science 2021-11-24 Tal Alon , Paul Dütting , Inbal Talgam-Cohen

We study a type of reverse (procurement) auction problems in the presence of budget constraints. The general algorithmic problem is to purchase a set of resources, which come at a cost, so as not to exceed a given budget and at the same…

Computer Science and Game Theory · Computer Science 2016-10-05 Georgios Amanatidis , Georgios Birmpas , Evangelos Markakis

Consider a hiring process with candidates coming from different universities. It is easy to order candidates with the same background, yet it can be challenging to compare them otherwise. The latter case requires additional costly…

Computer Science and Game Theory · Computer Science 2024-11-19 Ziyad Benomar , Evgenii Chzhen , Nicolas Schreuder , Vianney Perchet

We consider the problem of a revenue-maximizing seller with m items for sale to n additive bidders with hard budget constraints, assuming that the seller has some prior distribution over bidder values and budgets. The prior may be…

Computer Science and Game Theory · Computer Science 2016-05-09 Constantinos Daskalakis , Nikhil R. Devanur , S. Matthew Weinberg

We study the power and limitations of posted prices in multi-unit markets, where agents arrive sequentially in an arbitrary order. We prove upper and lower bounds on the largest fraction of the optimal social welfare that can be guaranteed…

Computer Science and Game Theory · Computer Science 2020-02-18 Tomer Ezra , Michal Feldman , Tim Roughgarden , Warut Suksompong

In electricity markets, customers are increasingly constrained by their budgets. A budget constraint for a user is an upper bound on the price multiplied by the quantity. However, since prices are determined by the market equilibrium, the…

Computer Science and Game Theory · Computer Science 2026-03-24 Lila Perkins , Baosen Zhang

Collaborative machine learning (CML) provides a promising paradigm for democratizing advanced technologies by enabling cost-sharing among participants. However, the potential for rent-seeking behaviors among parties can undermine such…

Machine Learning · Computer Science 2025-01-03 Bingchen Wang , Zhaoxuan Wu , Fusheng Liu , Bryan Kian Hsiang Low

Commercial entries, such as hotels, are ranked according to score by a search engine or recommendation system, and the score of each can be improved upon by making a targeted investment, e.g., advertising. We study the problem of how a…

Computer Science and Game Theory · Computer Science 2022-03-29 Amir Ban , Moshe Tennenholtz

This paper examines the optimal contracts in a two-dimensional screening model where one dimension(group identity) is verifiable by agents but not falsifiable. A principal offers contracts to agents who differ in cost types and group…

Theoretical Economics · Economics 2026-04-02 Charles Po-Cheng Huang

Firms have access to abundant data on market participants. They use these data to target contracts to agents with specific characteristics, and describe these contracts in opaque terms. In response to such practices, recent proposed…

Theoretical Economics · Economics 2023-02-01 Andreas Haupt , Zoe Hitzig

Applications such as employees sharing office spaces over a workweek can be modeled as problems where agents are matched to resources over multiple rounds. Agents' requirements limit the set of compatible resources and the rounds in which…

Artificial Intelligence · Computer Science 2022-12-01 Yohai Trabelsi , Abhijin Adiga , Sarit Kraus , S. S. Ravi , Daniel J. Rosenkrantz