Related papers: Prior-free Collusion-proof Dynamic Mechanisms
Bayesian optimisation requires fitting a Gaussian process model, which in turn requires specifying prior on the unknown black-box function -- most of the theoretical literature assumes this prior is known. However, it is common to have more…
The Nash Equilibrium (NE) estimation in bidding games of electricity markets is the key concern of both generation companies (GENCOs) for bidding strategy optimization and the Independent System Operator (ISO) for market surveillance.…
This paper considers a dynamic game with transferable utilities (TU), where the characteristic function is a continuous-time bounded mean ergodic process. A central planner interacts continuously over time with the players by choosing the…
We study the slow relaxation of isolated quasi-integrable systems, focusing on the classical problem of Fermi-Pasta-Ulam-Tsingou (FPU) chain. It is well-known that the initial energy sharing between different linear-modes can be inferred by…
For the assignment problem where multiple indivisible items are allocated to a group of agents given their ordinal preferences, we design randomized mechanisms that satisfy first-choice maximality (FCM), i.e., maximizing the number of…
Achieving efficient task parallelism on many-core architectures is an important challenge. The widely used GNU OpenMP implementation of the popular OpenMP parallel programming model incurs high overhead for fine-grained, short-running tasks…
We present a GPU-accelerated proximal message passing algorithm for large-scale network utility maximization (NUM). NUM is a fundamental problem in resource allocation, where resources are allocated across various streams in a network to…
Existing studies on provably efficient algorithms for Markov games (MGs) almost exclusively build on the "optimism in the face of uncertainty" (OFU) principle. This work focuses on a different approach of posterior sampling, which is…
We present a general framework for matching with transferable utility (TU) that accommodates arbitrary heterogeneity without relying on the logit structure. The optimal assignment problem is characterized by tractable linear programming…
We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. The game differs from other ones in the literature on dynamic,…
This paper addresses the challenges of fault prediction and delayed response in distributed systems by proposing an intelligent prediction method based on temporal feature learning. The method takes multi-dimensional performance metric…
The development of control techniques to maintain vehicle stability under possible loss-of-control scenarios is essential to the safe deployment of autonomous ground vehicles in public scenarios. In this paper, we propose a tube-based…
Game theoretic approaches have gained traction as robust methodologies for designing distributed local algorithms that induce a desired overall system configuration in multi-agent settings. However, much of the emphasis in these approaches…
In this paper, we propose two novel multi-agent systems for the resource allocation problems (RAPs) and consensus-based distributed optimization problems. Different from existing distributed optimal approaches, we propose the new time-base…
We propose an aggregate notion of non-transferable utility (NTU) stability for decentralized matching markets with fixed prices, where market clearing is achieved through one-sided money burning, which can be interpreted as waiting. Agents…
When studying high-dimensional dynamical systems such as macromolecules, quantum systems and polymers, a prime concern is the identification of the most probable states and their stationary probabilities or free energies. Often, these…
The establishment of a single European day-ahead market has accomplished the integration of the regional day-ahead markets. However, the reserves provision and activation remain an exclusive responsibility of regional operators. This…
Recent advancements in neutral atom platforms have enabled exploration of early fault-tolerant (FT) architectures for applications with quantum advantage, such as quantum dynamics simulations. An efficient fault-tolerant architecture has…
This work is concerned with the efficient optimization method for solving a large class of optimal mass transport problems. An inexact primal-dual algorithm is presented from the time discretization of a proper dynamical system, and by…
We consider the fundamental problem of allocating a set of indivisible goods among strategic agents with additive valuation functions. It is well known that, in the absence of monetary transfers, Pareto efficient and truthful rules are…