相关论文: Ultra valuations
We formulate a superhedging theorem in the presence of transaction costs and model uncertainty. Asset prices are assumed continuous and uncertainty is modelled in a parametric setting. Our proof relies on a new topological framework in…
We consider a multiproduct monopoly pricing model. We provide sufficient conditions under which the optimal mechanism can be implemented via upgrade pricing -- a menu of product bundles that are nested in the strong set order. Our approach…
In this paper, we introduce a novel, non-recursive, maximal matching algorithm for double auctions, which aims to maximize the amount of commodities to be traded. It differs from the usual equilibrium matching, which clears a market at the…
We study the problem of fairly allocating a set of indivisible goods among agents with matroid rank valuations -- every good provides a marginal value of $0$ or $1$ when added to a bundle and valuations are submodular. We generalize the…
I provide a novel approach to characterizing the set of interim realizable allocations, in the spirit of Matthews (1984) and Border (1991). The approach allows me to identify precisely why exact characterizations are difficult to obtain in…
We develop a method using parameterized linear equations to define trading mechanisms in market design models. Our method adeptly addresses challenges arising from factors such as complex endowments or coarse priorities, while offering…
A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…
How do we assign value to economic transactions? To answer this question, we must consider whether the value of objects is inherent, is a product of social interaction, or involves other mechanisms. Economic theory predicts that there is an…
Across machine learning (ML) sub-disciplines, researchers make explicit mathematical assumptions in order to facilitate proof-writing. We note that, specifically in the area of fairness-accuracy trade-off optimization scholarship, similar…
In the envy-free perfect matching problem, $n$ items with unit supply are available to be sold to $n$ buyers with unit demand. The objective is to find allocation and prices such that both seller's revenue and buyers' surpluses are…
In this paper, we present a lattice-theoretic characterization for valuated matroids, which is an extension of the well-known cryptomorphic equivalence between matroids and geometric lattices ($=$ atomistic semimodular lattices). We…
A major problem in fair division is how to allocate a set of indivisible resources among agents fairly and efficiently. The goal of this work is to characterize the tradeoffs between two well-studied measures of fairness and efficiency --…
Multi-unit auctions are a paradigmatic model, where a seller brings multiple units of a good, while several buyers bring monetary endowments. It is well known that Walrasian equilibria do not always exist in this model, however compelling…
Unbalanced optimal transport (UOT) has recently gained much attention due to its flexible framework for handling un-normalized measures and its robustness properties. In this work, we explore learning (structured) sparse transport plans in…
Inspired by Internet ad auction applications, we study the problem of allocating a single item via an auction when bidders place very different values on the item. We formulate this as the problem of prior-free auction and focus on…
Ultrafilters are very useful and versatile objects with applications throughout mathematics: in topology, analysis, combinarotics, model theory, and even theory of social choice. Proofs based on ultrafilters tend to be shorter and more…
This paper shows that a well designed transport system has an embedded exchange value by serving as a market for potential exchange between consumers. Under suitable conditions, one can improve the welfare of consumers in the system simply…
We study the problem of fairly allocating a set of indivisible goods among agents with {\em bivalued submodular valuations} -- each good provides a marginal gain of either $a$ or $b$ ($a < b$) and goods have decreasing marginal gains. This…
We present an algebraic framework which simultaneously generalizes the notion of linear subspaces, matroids, valuated matroids, and oriented matroids. We call the resulting objects matroids over hyperfields. In fact, there are (at least)…
An overview of different variants of the submodular welfare maximization problem in combinatorial auctions. In particular, I studied the existing algorithmic and game theoretic results for submodular welfare maximization problem and its…