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We study the incentivized information acquisition problem, where a principal hires an agent to gather information on her behalf. Such a problem is modeled as a Stackelberg game between the principal and the agent, where the principal…

Machine Learning · Computer Science 2023-08-08 Siyu Chen , Jibang Wu , Yifan Wu , Zhuoran Yang

Simultaneous ascending auctions present agents with the exposure problem: bidding to acquire a bundle risks the possibility of obtaining an undesired subset of the goods. Auction theory provides little guidance for dealing with this…

Computer Science and Game Theory · Computer Science 2012-07-09 Anna Osepayshvili , Michael P. Wellman , Daniel Reeves , Jeffrey K. MacKie-Mason

Sequential allocation is a simple and widely studied mechanism to allocate indivisible items in turns to agents according to a pre-specified picking sequence of agents. At each turn, the current agent in the picking sequence picks its most…

Data Structures and Algorithms · Computer Science 2019-09-17 Mingyu Xiao , Jiaxing Ling

We present $\textit{Probabilistic Total Store Ordering (PTSO)}$ -- a probabilistic extension of the classical TSO semantics. For a given (finite-state) program, the operational semantics of PTSO induces an infinite-state Markov chain. We…

Programming Languages · Computer Science 2022-01-26 Parosh Aziz Abdulla , Mohamed Faouzi Atig , Raj Aryan Agarwal , Adwait Godbole , Krishna S

I study the optimal design of ratings to motivate agent investment in quality when transfers are unavailable. The principal designs a rating scheme that maps the agent's quality to a (possibly stochastic) score. The agent has private…

Theoretical Economics · Economics 2025-08-11 Peiran Xiao

In this paper, we study the problem of expected utility maximization of an agent who, in addition to an initial capital, receives random endowments at maturity. Contrary to previous studies, we treat as the variables of the optimization…

Probability · Mathematics 2008-12-10 Julien Hugonnier , Dmitry Kramkov

We study no-money mechanisms for allocating indivisible items to strategic agents with additive preferences under a stochastic model. In this model, items' values are drawn from an underlying distribution and mechanisms are evaluated with…

Computer Science and Game Theory · Computer Science 2026-02-16 Daniel Halpern , Alexandros Psomas , Shirley Zhang

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

When aggregating preferences of agents via voting, two desirable goals are to incentivize agents to participate in the voting process and then identify outcomes that are Pareto efficient. We consider participation as formalized by Brandl,…

Computer Science and Game Theory · Computer Science 2017-05-02 Haris Aziz , Pang Luo , Christine Rizkallah

In this study, I investigate the dynamic decision problem with a finite parameter space when the functional form of conditional expected rewards is misspecified. Traditional algorithms, such as Thompson Sampling, guarantee neither an…

Econometrics · Economics 2025-05-22 Xinyu Dai

The sequential allocation protocol is a simple and popular mechanism to allocate indivisible goods, in which the agents take turns to pick the items according to a predefined sequence. While this protocol is not strategy-proof, it has been…

Computer Science and Game Theory · Computer Science 2019-11-27 Michele Flammini , Hugo Gilbert

We consider a selfish variant of the knapsack problem. In our version, the items are owned by agents, and each agent can misrepresent the set of items she owns---either by avoiding reporting some of them (understating), or by reporting…

Computer Science and Game Theory · Computer Science 2016-03-01 Itai Feigenbaum , Matthew P. Johnson

We consider priority-based matching problems with limited farsightedness. We show that, once agents are sufficiently farsighted, the matching obtained from the Top Trading Cycles (TTC) algorithm becomes stable: a singleton set consisting of…

Theoretical Economics · Economics 2022-12-16 Ata Atay , Ana Mauleon , Vincent Vannetelbosch

The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-13 Matheus Henrique Junqueira Saldanha

The Lov\'{a}sz Local Lemma (LLL) is a keystone principle in probability theory, guaranteeing the existence of configurations which avoid a collection $\mathcal B$ of "bad" events which are mostly independent and have low probability. In its…

Data Structures and Algorithms · Computer Science 2023-10-13 David G. Harris

Sequential decision-making is desired to align with human intents and exhibit versatility across various tasks. Previous methods formulate it as a conditional generation process, utilizing return-conditioned diffusion models to directly…

Machine Learning · Computer Science 2024-10-11 Xudong Yu , Chenjia Bai , Haoran He , Changhong Wang , Xuelong Li

The problem of online matching with stochastic rewards is a generalization of the online bipartite matching problem where each edge has a probability of success. When a match is made it succeeds with the probability of the corresponding…

Data Structures and Algorithms · Computer Science 2022-05-12 Vineet Goyal , Rajan Udwani

Optimal inventory leads to stochastic optimization problems where deterministic delivery decisions have to be made in advance of stochastic demand realizations. Similarly, risk deposits have to be given before the random outcomes of…

Optimization and Control · Mathematics 2025-11-18 Andreas H. Hamel , Andreas Löhne

Performance analysis, from the external point of view of a client who would only have access to returns and holdings of a fund, evolved towards exact attribution made in the context of portfolio optimisation, which is the internal point of…

Portfolio Management · Quantitative Finance 2014-08-08 Bruno Durin

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg
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