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Real-world contracts are often ambiguous. While recent work by D\"utting, Feldman, Peretz, and Samuelson (EC 2023, Econometrica 2024) demonstrates that ambiguous contracts can yield large gains for the principal, their optimal solutions…
We investigate the stability of the Epstein-Zin problem with respect to small distortions in the dynamics of the traded securities. We work in incomplete market model settings, where our parametrization of perturbations allows for joint…
Motivated by the problem of dealing with incomplete or imprecise acquisition of data in computer vision and computer graphics, we extend results concerning the stability of persistent homology with respect to function perturbations to…
The stable marriage problem and its extensions have been extensively studied, with much of the work in the literature assuming that agents fully know their own preferences over alternatives. This assumption however is not always practical…
We consider a continuous-time financial market that consists of securities available for dynamic trading, and securities only available for static trading. We work in a robust framework where a set of non-dominated models is given. The…
Stable matching theory is the foundation of centralized clearinghouses worldwide, from school choice programs to medical residency allocations. However, incorporating complex distributional goals-such as multi-dimensional diversity quotas…
The stable marriage (SM) problem has a wide variety of practical applications, ranging from matching resident doctors to hospitals, to matching students to schools, or more generally to any two-sided market. In the classical formulation, n…
We show that a smooth bounded domain in $\mathbb{C}^n$ admitting partial pseudoconvex exhaustion remains partial pseudoconvex. The main ingredient of the proof is based on a new characterization of hyper-$q$-convex domains. Furthermore, we…
Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…
We provide a model-free pricing-hedging duality in continuous time. For a frictionless market consisting of $d$ risky assets with continuous price trajectories, we show that the purely analytic problem of finding the minimal superhedging…
We introduce a generalized version of the famous Stable Marriage problem, now based on multi-modal preference lists. The central twist herein is to allow each agent to rank its potentially matching counterparts based on more than one…
We extend Berge's Maximum Theorem to allow for incomplete preferences. We first provide a simple version of the Maximum Theorem for convex feasible sets and a fixed preference. Then, we show that if, in addition to the traditional…
Large-scale, two-sided matching platforms must find market outcomes that align with user preferences while simultaneously learning these preferences from data. Classical notions of stability (Gale and Shapley, 1962; Shapley and Shubik,…
We consider multi-item exchange markets in which agents want to receive one of their target bundles of resources. The model encompasses well-studied markets for kidney exchange, lung exchange, and multi-organ exchange. We identify a general…
An approximation of strategyproofness in large, two-sided matching markets is highly evident. Through simulations, one can observe that the percentage of agents with useful deviations decreases as the market size grows. Furthermore, there…
We consider the martingale optimal transport duality for c\`adl\`ag processes with given initial and terminal laws. Strong duality and existence of dual optimizers (robust semi-static superhedging strategies) are proved for a class of…
Stability is crucial in matching markets, yet in many real-world settings - from hospital residency allocations to roommate assignments - full stability is either impossible to achieve or can come at the cost of leaving many agents…
Two actively researched problem settings in matchings under preferences are popular matchings and the three-dimensional stable matching problem with cyclic preferences. In this paper, we apply the optimality notion of the first topic to the…
We thoroughly study a generalized version of the classic Stable Marriage and Stable Roommates problems where agents may share partners. We consider two prominent stability concepts: ordinal stability [Aharoni and Fleiner, Journal of…
This article clarifies the relationship between pricing kernel monotonicity and the existence of opportunities for stochastic arbitrage in a complete and frictionless market of derivative securities written on a market portfolio. The…