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One of the important yet insufficiently studied subjects in fair allocation is the externality effect among agents. For a resource allocation problem, externalities imply that a bundle allocated to an agent may affect the utilities of other…

Computer Science and Game Theory · Computer Science 2018-05-17 Mohammad Ghodsi , Hamed Saleh , Masoud Seddighin

We introduce an Attention Overload Model that captures the idea that alternatives compete for the decision maker's attention, and hence the attention that each alternative receives decreases as the choice problem becomes larger. Using this…

Theoretical Economics · Economics 2024-09-17 Matias D. Cattaneo , Paul Cheung , Xinwei Ma , Yusufcan Masatlioglu

We study the problem of mechanism design for allocating a set of indivisible items among agents with private preferences on items. We are interested in such a mechanism that is strategyproof (where agents' best strategy is to report their…

Computer Science and Game Theory · Computer Science 2024-08-05 Ankang Sun , Bo Chen

We study the assignment problem of objects to agents with heterogeneous preferences under distributional constraints. Each agent is associated with a publicly known type and has a private ordinal ranking over objects. We are interested in…

Data Structures and Algorithms · Computer Science 2019-05-02 Itai Ashlagi , Amin Saberi , Ali Shameli

We propose a novel method to improve estimation of asset returns for portfolio optimization. This approach first performs a monthly directional market forecast using an online decision tree. The decision tree is trained on a novel set of…

Portfolio Management · Quantitative Finance 2026-04-07 Nolan Alexander , William Scherer

We study the linear contextual bandit problem where an agent has to select one candidate from a pool and each candidate belongs to a sensitive group. In this setting, candidates' rewards may not be directly comparable between groups, for…

Machine Learning · Statistics 2022-12-21 Riccardo Grazzi , Arya Akhavan , John Isak Texas Falk , Leonardo Cella , Massimiliano Pontil

This paper studies a one-sector optimal growth model with i.i.d. productivity shocks that are allowed to be unbounded. The utility function is assumed to be non-negative and unbounded from above. The novel feature in our framework is that…

Economics · Quantitative Finance 2021-07-21 Nicole Bäuerle , Anna Jaśkiewicz

We study a sequential resource allocation problem between a fixed number of arms. On each iteration the algorithm distributes a resource among the arms in order to maximize the expected success rate. Allocating more of the resource to a…

Machine Learning · Computer Science 2018-03-29 Yuval Dagan , Koby Crammer

This position paper argues that agentic AI systems should be designed and evaluated as \emph{marginal token allocation economies} rather than as text generators priced by the unit. We follow a single request -- a developer asking a coding…

Artificial Intelligence · Computer Science 2026-05-05 Siqi Zhu

Public and private institutions must often allocate scare resources under uncertainty. Banks, for example, extend credit to loan applicants based in part on their estimated likelihood of repaying a loan. But when the quality of information…

Computers and Society · Computer Science 2021-10-11 William Cai , Johann Gaebler , Nikhil Garg , Sharad Goel

We study the problem of decision-making in the setting of a scarcity of shared resources when the preferences of agents are unknown a priori and must be learned from data. Taking the two-sided matching market as a running example, we focus…

Computer Science and Game Theory · Computer Science 2021-11-24 Xiaowu Dai , Michael I. Jordan

The efficient frontier (EF) is a fundamental resource allocation problem where one has to find an optimal portfolio maximizing a reward at a given level of risk. This optimal solution is traditionally found by solving a convex optimization…

Machine Learning · Computer Science 2023-10-17 Philippe Chatigny , Ivan Sergienko , Ryan Ferguson , Jordan Weir , Maxime Bergeron

We consider the problem of allocating indivisible goods fairly among n agents who have additive and submodular valuations for the goods. Our fairness guarantees are in terms of the maximin share, that is defined to be the maximum value that…

Computer Science and Game Theory · Computer Science 2020-04-07 Siddharth Barman , Sanath Kumar Krishnamurthy

This paper studies algorithmic decision-making in the presence of strategic individual behaviors, where an ML model is used to make decisions about human agents and the latter can adapt their behavior strategically to improve their future…

Artificial Intelligence · Computer Science 2025-08-22 Tian Xie , Xueru Zhang

When the traded energy and reserve products between zones are co-allocated to optimize the infrastructure usage, both deterministic and stochastic flows have to be accounted for on interconnector lines. We focus on allocation models, which…

General Finance · Quantitative Finance 2025-11-05 Dávid Csercsik , Ádám Sleisz

It is challenging to quantify numerical preferences for different objectives in a multi-objective decision-making problem. However, the demonstrations of a user are often accessible. We propose an algorithm to infer linear preference…

Artificial Intelligence · Computer Science 2023-04-28 Junlin Lu

We consider the problem of repeatedly choosing policies to maximize social welfare. Welfare is a weighted sum of private utility and public revenue. Earlier outcomes inform later policies. Utility is not observed, but indirectly inferred.…

Econometrics · Economics 2024-07-30 Nicolo Cesa-Bianchi , Roberto Colomboni , Maximilian Kasy

Firms increasingly delegate decisions to learning algorithms in platform markets. Standard algorithms perform well when platform policies are stationary, but firms often face ambiguity about whether policies are stationary or adapt…

Theoretical Economics · Economics 2026-02-11 Kyohei Okumura

Fair division has emerged as a very hot topic in multiagent systems, and envy-freeness is among the most compelling fairness concepts. An allocation of indivisible items to agents is envy-free if no agent prefers the bundle of any other…

Computer Science and Game Theory · Computer Science 2021-02-26 Ioannis Caragiannis , Stavros Ioannidis

At the heart of both lossy compression and clustering is a trade-off between the fidelity and size of the learned representation. Our goal is to map out and study the Pareto frontier that quantifies this trade-off. We focus on the…

Machine Learning · Computer Science 2022-07-29 Andrew K. Tan , Max Tegmark , Isaac L. Chuang