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We present a number of models for the adword auctions used for pricing advertising slots on search engines such as Google, Yahoo! etc. We begin with a general problem formulation which allows the privately known valuation per click to be a…

计算机科学与博弈论 · 计算机科学 2007-05-23 Garud Iyengar , Anuj Kumar

We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…

最优化与控制 · 数学 2025-05-28 Francesco Cordiano , Matin Jafarian , Bart De Schutter

This paper presents a piecewise convexification method to approximate the whole approximate optimal solution set of non-convex optimization problems with box constraints. In the process of box division, we first classify the sub-boxes and…

最优化与控制 · 数学 2022-06-30 Qiao Zhu , Liping Tang , Xinmin Yang

We study the role of correlation in matching markets, where multiple decision-makers simultaneously face selection problems from the same pool of candidates. We propose a model in which a candidate's priority scores across different…

计算机科学与博弈论 · 计算机科学 2025-12-08 Rémi Castera , Patrick Loiseau , Bary S. R. Pradelski

Multi-view learning is frequently used in data science. The pairwise correlation maximization is a classical approach for exploring the consensus of multiple views. Since the pairwise correlation is inherent for two views, the extensions to…

机器学习 · 计算机科学 2022-01-31 Jiawang Nie , Li Wang , Zequn Zheng

For revenue and welfare maximization in single-dimensional Bayesian settings, Chawla et al. (STOC10) recently showed that sequential posted-price mechanisms (SPMs), though simple in form, can perform surprisingly well compared to the…

计算机科学与博弈论 · 计算机科学 2010-10-28 Qiqi Yan

This work initiates the study of memory-query tradeoffs for graph problems, with a focus on correlation clustering. Correlation clustering asks for a partition of the vertices that minimizes disagreements: non-edges inside clusters plus…

计算复杂性 · 计算机科学 2026-05-25 Sumegha Garg , Songhua He , Periklis A. Papakonstantinou

We study searching and sorting in rounds motivated by a fair division question: given a cake cutting problem with $n$ players, compute a fair allocation in at most $k$ rounds of interaction with the players. Rounds interpolate between the…

数据结构与算法 · 计算机科学 2023-11-21 Simina Brânzei , Dimitris Paparas , Nicholas Recker

We consider a setup in which confidential i.i.d. samples $X_1,\dotsc,X_n$ from an unknown finite-support distribution $\boldsymbol{p}$ are passed through $n$ copies of a discrete privatization channel (a.k.a. mechanism) producing outputs…

机器学习 · 计算机科学 2018-11-30 Adriano Pastore , Michael Gastpar

The paper focuses on mining patterns that are characterized by a fuzzy lagged relationship between the data objects forming them. Such a regulatory mechanism is quite common in real life settings. It appears in a variety of fields: finance,…

人工智能 · 计算机科学 2014-05-16 Eran Shaham , David Sarne , Boaz Ben-Moshe

Classical multi-armed bandit problems use the expected value of an arm as a metric to evaluate its goodness. However, the expected value is a risk-neutral metric. In many applications like finance, one is interested in balancing the…

机器学习 · 计算机科学 2019-06-04 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…

数据分析、统计与概率 · 物理学 2007-05-23 M. Hisakado , K. Kitsukawa , S. Mori

It is widely believed that computing payments needed to induce truthful bidding is somehow harder than simply computing the allocation. We show that the opposite is true: creating a randomized truthful mechanism is essentially as easy as a…

计算机科学与博弈论 · 计算机科学 2015-11-17 Moshe Babaioff , Robert D. Kleinberg , Aleksandrs Slivkins

The subset sum algorithm is a natural heuristic for the classical Bin Packing problem: In each iteration, the algorithm finds among the unpacked items, a maximum size set of items that fits into a new bin. More than 35 years after its first…

计算机科学与博弈论 · 计算机科学 2009-07-27 Leah Epstein , Elena Kleiman , Julian Mestre

We consider a practically motivated variant of the canonical online fair allocation problem: a decision-maker has a budget of perishable resources to allocate over a fixed number of rounds. Each round sees a random number of arrivals, and…

最优化与控制 · 数学 2026-04-03 Siddhartha Banerjee , Chamsi Hssaine , Sean R. Sinclair

Employing probabilistic techniques we compute best possible upper and lower bounds on the price of an option on one or two assets with continuous piecewise linear payoff function based on prices of simple call options of possibly distinct…

概率论 · 数学 2008-12-02 Dimitris Bertsimas , Natasha Bushueva

We extend the optimin notion of Ismail (2025) from mixed strategy profiles to correlated distributions. A correlated distribution is evaluated by the worst expected payoff each player can receive when opponents may either obey their private…

理论经济学 · 经济学 2026-05-20 Mehmet Mars Seven

We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…

计算机科学与博弈论 · 计算机科学 2014-10-28 Yang Cai , Constantinos Daskalakis

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

最优化与控制 · 数学 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais

As machine learning algorithms grow in popularity and diversify to many industries, ethical and legal concerns regarding their fairness have become increasingly relevant. We explore the problem of algorithmic fairness, taking an…