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Moving target defense (MTD) is a proactive defense approach that aims to thwart attacks by continuously changing the attack surface of a system (e.g., changing host or network configurations), thereby increasing the adversary's uncertainty…

密码学与安全 · 计算机科学 2020-08-21 Taha Eghtesad , Yevgeniy Vorobeychik , Aron Laszka

We consider a random walk in a truncated cone $K_N$, which is obtained by slicing cone $K$ by a hyperplane at a growing level of order $N$. We study the behaviour of the Green function in this truncated cone as $N$ increases. Using these…

概率论 · 数学 2022-12-23 Denis Denisov , Vitali Wachtel

The main objective of this paper is to develop a martingale-type solution to optimal consumption--investment choice problems ([Merton, 1969] and [Merton, 1971]) under time-varying incomplete preferences driven by externalities such as…

数理金融 · 定量金融 2025-01-14 Weixuan Xia

As an alternative to PINNs, a Deep Ritz framework is proposed to solve fully nonlinear PDEs. A least-squares algorithm is advocated to decouple the nonlinearities from the variational features of several fully nonlinear PDEs. A splitting…

数值分析 · 数学 2026-05-01 Alexandre Caboussat , Martin T. Leclercq , Anna Peruso

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

数据结构与算法 · 计算机科学 2019-04-16 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

We revisit a version of the classic occupancy scheme, where balls are thrown until almost all boxes receive a given number of balls. Special cases are widely known as coupon-collectors and dixie cup problems. We show that as the number of…

概率论 · 数学 2025-06-26 Alexander Gnedin , Svante Janson , Yaakov Malinovsky

We identify and document a new principle of economic behavior: the principle of the Malevolent Hiding Hand. In a famous discussion, Albert Hirschman celebrated the Hiding Hand, which he saw as a benevolent mechanism by which unrealistically…

经济学 · 定量金融 2017-03-29 Bent Flyvbjerg , Cass R. Sunstein

The deferred acceptance algorithm is an elegant solution to the stable matching problem that guarantees optimality and truthfulness for one side of the market. Despite these desirable guarantees, it is susceptible to strategic misreporting…

计算机科学与博弈论 · 计算机科学 2020-12-09 Hadi Hosseini , Fatima Umar , Rohit Vaish

In this expository article, we discuss the rank-derangement problem, which asks for the number of permutations of a deck of cards such that each card is replaced by a card of a different rank. This combinatorial problem arises in computing…

概率论 · 数学 2009-04-03 Peter G. Doyle , Charles M. Grinstead , J. Laurie Snell

In the classical multi-armed bandit problem, d arms are available to the decision maker who pulls them sequentially in order to maximize his cumulative reward. Guarantees can be obtained on a relative quantity called regret, which scales…

机器学习 · 计算机科学 2017-06-06 Joon Kwon , Vianney Perchet , Claire Vernade

We consider the distributed version of the Multiple Knapsack Problem (MKP), where $m$ items are to be distributed amongst $n$ processors, each with a knapsack. We propose different distributed approximation algorithms with a tradeoff…

数据结构与算法 · 计算机科学 2017-02-06 Ananth Murthy , Chandan Yeshwanth , Shrisha Rao

The sequential allocation protocol is a simple and popular mechanism to allocate indivisible goods, in which the agents take turns to pick the items according to a predefined sequence. While this protocol is not strategy-proof, it has been…

计算机科学与博弈论 · 计算机科学 2019-11-27 Michele Flammini , Hugo Gilbert

This paper studies the problem of mapping optimization in decentralized control problems. A global optimization algorithm is proposed based on the ideas of ``deterministic annealing" - a powerful non-convex optimization framework derived…

系统与控制 · 计算机科学 2014-03-24 Mustafa Mehmetoglu , Emrah Akyol , Kenneth Rose

The game of best choice (or "secretary problem") is a model for making an irrevocable decision among a fixed number of candidate choices that are presented sequentially in random order, one at a time. Because the classically optimal…

组合数学 · 数学 2021-07-14 Brant Jones , Katelynn D. Kochalski , Sarah Loeb , Julia C. Walk

We study a mechanism-design problem in which spiteful agents strive to not only maximize their rewards but also, contingent upon their own payoff levels, seek to lower the opponents' rewards. We characterize all individually rational (IR)…

计算机科学与博弈论 · 计算机科学 2025-12-02 Aditya Aradhye , David Lagziel , Eilon Solan

The Plurality problem - introduced by Aigner \cite{A2004} - has many variants. In this article we deal with the following version: suppose we are given $n$ balls, each of them colored by one of three colors. A \textit{plurality ball} is one…

组合数学 · 数学 2017-08-22 Dániel Gerbner , Dániel Lenger , Máté Vizer

This paper studies the numerical approximation of solution of the Dirichlet problem for the fully nonlinear Monge-Ampere equation. In this approach, we take the advantage of reformulation the Monge-Ampere problem as an optimization problem,…

偏微分方程分析 · 数学 2017-01-20 Fethi Ben Belgacem

Weitzman (1979) introduced the Pandora Box problem as a model for sequential search with inspection costs, and gave an elegant index-based policy that attains provably optimal expected payoff. In various scenarios, the searching agent may…

数据结构与算法 · 计算机科学 2022-12-06 Hu Fu , Jiawei Li , Daogao Liu

Sphere packings in high dimensions interest mathematicians and physicists and have direct applications in communications theory. Remarkably, no one has been able to provide exponential improvement on a 100-year-old lower bound on the…

度量几何 · 数学 2007-05-23 S. Torquato , F. H. Stillinger

In this work, we consider the $k$-Canadian Traveller Problem ($k$-CTP) under the learning-augmented framework proposed by Lykouris & Vassilvitskii. $k$-CTP is a generalization of the shortest path problem, and involves a traveller who knows…

数据结构与算法 · 计算机科学 2022-09-23 Evripidis Bampis , Bruno Escoffier , Michalis Xefteris