相关论文: Ultra valuations

We provide efficient estimation methods for first- and second-price auctions under independent (asymmetric) private values and partial observability. Given a finite set of observations, each comprising the identity of the winner and the…

We study the optimal contract problem in the \emph{combinatorial actions} framework of D\"utting et al.~[FOCS'21], where a principal delegates a project to an agent who chooses a subset of hidden, costly actions, and the resulting reward is…

We study procurement auctions, where an auctioneer seeks to acquire services from strategic sellers with private costs. The quality of services is measured by a submodular function known to the auctioneer. Our goal is to design…

This paper establishes a comparison theorem for the maximum eigenvalue of a sum of independent random symmetric matrices. The theorem states that the maximum eigenvalue of the matrix sum is dominated by the maximum eigenvalue of a Gaussian…

We study fair and economically efficient allocation of indivisible goods among agents whose valuations are rank functions of matroids. Such valuations constitute a well-studied class of submodular functions (i.e., they exhibit a diminishing…

The Cover universal portfolio (UP from now on) has many interesting theoretical and numerical properties and was investigated for a long time. Building on it, we explore what happens when we add this UP to the market as a new synthetic…

We unify and establish equivalence between the pathwise and the quasi-sure approaches to robust modelling of financial markets in discrete time. In particular, we prove a Fundamental Theorem of Asset Pricing and a Superhedging Theorem,…

This paper studies the problem of maximizing the expected utility of terminal wealth for a financial agent with an unbounded random endowment, and with a utility function which supports both positive and negative wealth. We prove the…

In this paper we study the approximate learnability of valuations commonly used throughout economics and game theory for the quantitative encoding of agent preferences. We provide upper and lower bounds regarding the learnability of…

This is the fourth part in the series of articles math.MG/0503397, math.MG/0503399, math.MG/0509512 where the theory of valuations on manifolds is developed. In this part it is shown that the filtration on valuations introduced in…

We study the problem of allocating a set of indivisible goods among agents with subadditive valuations in a fair and efficient manner. Envy-Freeness up to any good (EFX) is the most compelling notion of fairness in the context of…

We study a type of reverse (procurement) auction problems in the presence of budget constraints. The general algorithmic problem is to purchase a set of resources, which come at a cost, so as not to exceed a given budget and at the same…

We study the problem of fairly allocating indivisible goods to a set of agents with additive leveled valuations. A valuation function is called leveled if and only if bundles of larger size have larger value than bundles of smaller size.…

We show that there is a largely unexplored class of functions (positive polymatroids) that can define proper discrete metrics over pairs of binary vectors and that are fairly tractable to optimize over. By exploiting submodularity, we are…

Reallocating resources to get mutually beneficial outcomes is a fundamental problem in various multi-agent settings. While finding an arbitrary Pareto optimal allocation is generally easy, checking whether a particular allocation is Pareto…

In this paper we introduce valuated $\Delta$-matroids, a natural generalization of two objects of study in matroid theory: valuated matroids and $\Delta$-matroids. We show that these objects exhibit nice properties analogous to ordinary…

In this paper, we study the problem of maximizing social welfare in combinatorial markets through pricing schemes. We consider the existence of prices that are capable to achieve optimal social welfare without a central tie-breaking…

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

In various markets where sellers compete in price, price oscillations are observed rather than convergence to equilibrium. Such fluctuations have been empirically observed in the retail market for gasoline, in airline pricing and in the…

We describe the immediate extensions of a one dimensional valuation ring $V$ which could be embedded in some separation of a ultrapower of $V$ with respect to a certain ultrafilter. For such extensions holds a kind of Artin's approximation.