相关论文: Computational Complexity of the Hylland-Zeckhauser…

The Hylland-Zeckhauser gave a classic pricing-based mechanism (HZ) for a one-sided matching market; it yields allocations satisfying Pareto optimality and envy-freeness (Hylland and Zeckhauser, 1979), and the mechanism is incentive…

We study the complexity of the classic Hylland-Zeckhauser scheme [HZ'79] for one-sided matching markets. We show that the problem of finding an $\epsilon$-approximate equilibrium in the HZ scheme is PPAD-hard, and this holds even when…

The Arrow-Debreu extension of the classic Hylland-Zeckhauser scheme for a one-sided matching market -- called ADHZ in this paper -- has natural applications but has instances which do not admit equilibria. By introducing approximation, we…

This paper addresses two deficiencies of models in the area of matching-based market design. The first arises from the recent realization that the most prominent solution that uses cardinal utilities, namely the Hylland-Zeckhauser (HZ)…

In the area of matching-based market design, existing models using cardinal utilities suffer from two deficiencies: First, the Hylland-Zeckhauser (HZ) mechanism, which has remained a classic in economics for one-sided matching markets, is…

Unlike ordinal-utility matching markets, which are well-developed from the viewpoint of both theory and practice, recent insights from a computer science perspective have left cardinal-utility matching markets in a state of flux. The…

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

The Hylland-Zeckhauser (HZ) rule is a well-known rule for random assignment of items. The complexity of the rule has received renewed interest recently with Vazirani and Yannakakis (2020) proposing a strongly polynomial-time algorithm for…

Market equilibria of matching markets offer an intuitive and fair solution for matching problems without money with agents who have preferences over the items. Such a matching market can be viewed as a variation of Fisher market, albeit…

We present the first analysis of Fisher markets with buyers that have budget-additive utility functions. Budget-additive utilities are elementary concave functions with numerous applications in online adword markets and revenue optimization…

We study the equilibrium computation problem in the Fisher market model with constrained piecewise linear concave (PLC) utilities. This general class captures many well-studied special cases, including markets with PLC utilities, markets…

The European power grid can be divided into several market areas where the price of electricity is determined in a day-ahead auction. Market participants can provide continuous hourly bid curves and combinatorial bids with associated…

According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

We study the problem of computing a competitive equilibrium with approximately optimal bundles in Fisher markets with separable piecewise-linear concave (SPLC) utility functions, meaning that every buyer receives a $(1-\delta)$-optimal…

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

We prove that the classic problem of finding a competitive equilibrium in an exchange economy with indivisible goods, money, and unit-demand agents is PPAD-complete. In this "housing market", agents have preferences over the house and…

Advances in computational optimization allow for the organization of large combinatorial markets. We aim for allocations and competitive equilibrium prices, i.e. outcomes that are in the core. The research is motivated by the design of…

Computing market equilibria is an important practical problem for market design, for example in fair division of items. However, computing equilibria requires large amounts of information (typically the valuation of every buyer for every…

We study the problem of computing approximate market equilibria in Fisher markets with separable piecewise-linear concave (SPLC) utility functions. In this setting, the problem was only known to be PPAD-complete for inverse-polynomial…

Advancements in mathematical programming have made it possible to efficiently tackle large-scale real-world problems that were deemed intractable just a few decades ago. However, provably optimal solutions may not be accepted due to the…