相关论文: Fisher Markets with Linear Constraints: Equilibriu…

This paper investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor…

Combinatorial Auctions are a central problem in Algorithmic Mechanism Design: pricing and allocating goods to buyers with complex preferences in order to maximize some desired objective (e.g., social welfare, revenue, or profit). The…

It is a common belief that computing a market equilibrium in Fisher's spending model is easier than computing a market equilibrium in Arrow-Debreu's exchange model. This belief is built on the fact that we have more algorithmic success in…

This paper unifies two foundational constructs from economics and algorithmic game theory, the Arctic Auction and the linear Fisher market, to address the efficient allocation of differentiated goods in complex markets. Our main…

Proportional dynamics, originated from peer-to-peer file sharing systems, models a decentralized price-learning process in Fisher markets. Previously, items in the dynamics operate independently of one another, and each is assumed to belong…

When calibrating spatial partial equilibrium models with conjectural variations, some modelers fit the suppliers' sales to the available data in addition to total consumption and price levels. While this certainly enhances the quality of…

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…

High-quality machine learning models are dependent on access to high-quality training data. When the data are not already available, it is tedious and costly to obtain them. Data markets help with identifying valuable training data: model…

Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…

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…

Large-scale competitive market equilibrium problems arise in a wide range of important applications, including economic decision-making and intelligent manufacturing. Traditional solution methods, such as interior-point algorithms and…

The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…

The arrival of small-scale distributed energy generation in the future smart grid has led to the emergence of so-called prosumers, who can both consume as well as produce energy. By using local generation from renewable energy resources,…

We develop an axiomatic theory for Automated Market Makers (AMMs) in local energy sharing markets and analyze the Markov Perfect Equilibrium of the resulting economy with a Mean-Field Game. In this game, heterogeneous prosumers solve a…

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…

This paper develops algorithms to solve strong-substitutes product-mix auctions. That is, it finds competitive equilibrium prices and quantities for agents who use this auction's bidding language to truthfully express their…

In uniform-price markets, suppliers compete to supply a resource to consumers, resulting in a single market price determined by their competition. For sufficient flexibility, producers and consumers prefer to commit to a function as their…

The fair division of resources is an important age-old problem that has led to a rich body of literature. At the center of this literature lies the question of whether there exist fair mechanisms despite strategic behavior of the agents. A…

The study of repeated interactions between a learner and a utility-maximizing optimizer has yielded deep insights into the manipulability of learning algorithms. However, existing literature primarily focuses on independent, unlinked…