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We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in…

Computer Science and Game Theory · Computer Science 2021-07-23 Panagiotis Kanellopoulos , Maria Kyropoulou , Hao Zhou

We consider an online multi-weighted generalization of several classic online optimization problems, called the online combinatorial assignment problem. We are given an independence system over a ground set of elements and agents that…

Data Structures and Algorithms · Computer Science 2023-11-03 Javier Marinkovic , José A. Soto , Victor Verdugo

Consider costly and time-consuming tasks that add up to the success of a project, and must be fitted into a given time-frame. This is an instance of the classic budgeted maximization (knapsack) problem, which admits an FPTAS. Now assume an…

Computer Science and Game Theory · Computer Science 2026-04-10 Ilan Doron-Arad , Hadas Shachnai , Gilad Shmerler , Inbal Talgam-Cohen

We examine the problem of smoothed online optimization, where a decision maker must sequentially choose points in a normed vector space to minimize the sum of per-round, non-convex hitting costs and the costs of switching decisions between…

Machine Learning · Computer Science 2022-10-28 Daan Rutten , Nico Christianson , Debankur Mukherjee , Adam Wierman

Over the past decade, crowdsourcing has emerged as a cheap and efficient method of obtaining solutions to simple tasks that are difficult for computers to solve but possible for humans. The popularity and promise of crowdsourcing markets…

Social and Information Networks · Computer Science 2013-11-27 Aleksandrs Slivkins , Jennifer Wortman Vaughan

Pricing decisions are increasingly made by AI. Thanks to their ability to train with live market data while making decisions on the fly, deep reinforcement learning algorithms are especially effective in taking such pricing decisions. In…

Artificial Intelligence · Computer Science 2021-07-06 Michael Schlechtinger , Damaris Kosack , Heiko Paulheim , Thomas Fetzer

We study the problem of online dynamic pricing with two types of fairness constraints: a "procedural fairness" which requires the proposed prices to be equal in expectation among different groups, and a "substantive fairness" which requires…

Machine Learning · Computer Science 2022-09-27 Jianyu Xu , Dan Qiao , Yu-Xiang Wang

We consider the problem of bidding in online advertising, where an advertiser aims to maximize value while adhering to budget and Return-on-Spend (RoS) constraints. Unlike prior work that assumes knowledge of the value generated by winning…

Machine Learning · Computer Science 2025-03-06 Sushant Vijayan , Zhe Feng , Swati Padmanabhan , Karthikeyan Shanmugam , Arun Suggala , Di Wang

We consider a dynamic moral hazard problem between a principal and an agent, where the sole instrument the principal has to incentivize the agent is the disclosure of information. The principal aims at maximizing the (discounted) number of…

Theoretical Economics · Economics 2021-03-09 Wei Zhao , Claudio Mezzetti , Ludovic Renou , Tristan Tomala

This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…

Optimization and Control · Mathematics 2025-09-25 Zifan Wang , Xinlei Yi , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

We study the problem of matching agents who arrive at a marketplace over time and leave after d time periods. Agents can only be matched while they are present in the marketplace. Each pair of agents can yield a different match value, and…

Data Structures and Algorithms · Computer Science 2018-08-13 Itai Ashlagi , Maximilien Burq , Chinmoy Dutta , Patrick Jaillet , Amin Saberi , Chris Sholley

We consider the online $k$-median clustering problem in which $n$ points arrive online and must be irrevocably assigned to a cluster on arrival. As there are lower bound instances that show that an online algorithm cannot achieve a…

Data Structures and Algorithms · Computer Science 2023-03-28 Benjamin Moseley , Heather Newman , Kirk Pruhs

We investigate brokerage between traders from an online learning perspective. At any round $t$, two traders arrive with their private valuations, and the broker proposes a trading price. Unlike other bilateral trade problems already studied…

Machine Learning · Computer Science 2023-10-19 Nataša Bolić , Tommaso Cesari , Roberto Colomboni

We study a robust contract design problem with deferred inspection, in which a principal allocates a scarce resource to an agent, observes the agent's realized outcome ex post at negligible cost, and conditions transfers on this information…

Theoretical Economics · Economics 2026-01-12 Halil I. Bayrak , Martin Bichler

We consider online resource allocation problems where given a set of requests our goal is to select a subset that maximizes a value minus cost type of objective function. Requests are presented online in random order, and each request…

Data Structures and Algorithms · Computer Science 2011-12-07 Siddharth Barman , Seeun Umboh , Shuchi Chawla , David Malec

We consider online algorithms as a request-answer game. An adversary that generates input requests, and an online algorithm answers. We consider a generalized version of the game that has a buffer of limited size. The adversary loads data…

Quantum Physics · Physics 2020-12-24 Kamil Khadiev

We study hidden-action principal-agent problems with multiple agents. Unlike previous work, we consider a general setting in which each agent has an arbitrary number of actions, and the joint action induces outcomes according to an…

Computer Science and Game Theory · Computer Science 2024-02-22 Federico Cacciamani , Martino Bernasconi , Matteo Castiglioni , Nicola Gatti

Designing hierarchical reinforcement learning algorithms that exhibit safe behaviour is not only vital for practical applications but also, facilitates a better understanding of an agent's decisions. We tackle this problem in the options…

Artificial Intelligence · Computer Science 2021-07-01 Arushi Jain , Khimya Khetarpal , Doina Precup

We explore the machine-minimizing job scheduling problem, which has a rich history in the line of research, under an online setting. We consider systems with arbitrary job arrival times, arbitrary job deadlines, and unit job execution time.…

Data Structures and Algorithms · Computer Science 2013-09-24 Mong-Jen Kao , Jian-Jia Chen , Ignaz Rutter , Dorothea Wagner

Online bidding is a classical problem in online decision-making, with applications in resource allocation, hierarchical clustering, and the analysis of approximation algorithms. We study its randomized learning-augmented variant, where an…

Data Structures and Algorithms · Computer Science 2026-05-15 Mathis Degryse , Imrane Saakour , Christoph Dürr , Spyros Angelopoulos
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