Related papers: Risk Sharing Among Many: Implementing a Subgame Pe…

We study the probabilistic assignment of items to platforms that satisfies both group and individual fairness constraints. Each item belongs to specific groups and has a preference ordering over platforms. Each platform enforces group…

This paper studies mechanism design for revenue maximization in a distribution-reporting setting, where the auctioneer does not know the buyers' true value distributions. Instead, each buyer reports and commits to a bid distribution in the…

We study non-monetary mechanisms for the fair and efficient allocation of reusable public resources, i.e., resources used for varying durations. We consider settings where a limited resource is repeatedly shared among a set of agents, each…

We study fair division of indivisible goods in a single-parameter environment. In particular, we develop truthful social welfare maximizing mechanisms for fairly allocating indivisible goods. Our fairness guarantees are in terms of solution…

We study a fair division problem with indivisible items, namely the computation of maximin share allocations. Given a set of $n$ players, the maximin share of a single player is the best she can guarantee to herself, if she would partition…

We consider the problem of repeatedly allocating multiple shareable public goods that have limited availability in an online setting without the use of money. In our setting, agents have additive values, and the value each agent receives…

We study the problem of a planner who resolves risk-return trade-offs - like financial investment decisions - on behalf of a collective of agents with heterogeneous risk preferences. The planner's objective is a two-stage utility functional…

Auctions in which agents' payoffs are random variables have received increased attention in recent years. In particular, recent work in algorithmic mechanism design has produced mechanisms employing internal randomization, partly in…

We consider the problem of decentralized power allocation for competitive rate-maximization in a frequency-selective Gaussian interference channel under bounded channel uncertainty. We formulate a distribution-free robust framework for the…

We design an expected polynomial-time, truthful-in-expectation, (1-1/e)-approximation mechanism for welfare maximization in a fundamental class of combinatorial auctions. Our results apply to bidders with valuations that are m matroid rank…

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions associated with the nodes and edges. In most stochastic…

We characterize optimal monetary policy when policy endogenously moves risk premia through redistribution across agents who differ in their willingness to bear risk. The analytical core is Marginal Risk Capacity, the covariance of monetary…

Many sequential decision-making tasks require satisfaction of multiple, partially contradictory objectives. Existing approaches are monolithic, namely all objectives are fulfilled using a single policy, which is a function that selects a…

The existing literature on optimal auctions focuses on optimizing the expected revenue of the seller, and is appropriate for risk-neutral sellers. In this paper, we identify good mechanisms for risk-averse sellers. As is standard in the…

This work studies the decentralized and uncoordinated energy source selection problem for smart-grid consumers with heterogeneous energy profiles and risk attitudes: they compete for a limited amount of renewable energy in their local…

We study a problem of optimal allocation in a discrete-time multi-period pure-exchange economy, where agents have preferences over stochastic endowment processes that are represented by strongly time-consistent dynamic risk measures. We…

This paper studies decentralized risk-sharing on networks. In particular, we consider a model where agents are nodes in a given network structure. Agents directly connected by edges in the network are referred to as friends. We study…

We study the fair allocation of indivisible items subject to conflict constraints. In this framework, the items are represented as the vertices of a graph, with edges corresponding to conflicts between pairs of items. Each agent is assigned…

We investigate the problem of finding upper and lower bounds for a Choquet risk measure of a nonlinear function of two risk factors, when the marginal distributions of the risk factors are ambiguous and represented by nonadditive measures…