相关论文: The Second-Order T\^atonnement: Decentralized Inte…

Many machine learning models involve solving optimization problems. Thus, it is important to deal with a large-scale optimization problem in big data applications. Recently, subsampled Newton methods have emerged to attract much attention…

In 1980 Steven Smale introduced a class of strategies for the Iterated Prisoner's Dilemma which used as data the running average of the previous payoff pairs. This approach is quite different from the Markov chain approach, common before…

In this paper, we bring consumer theory to bear in the analysis of Fisher markets whose buyers have arbitrary continuous, concave, homogeneous (CCH) utility functions representing locally non-satiated preferences. The main tools we use are…

We initiate the study of statistical inference and A/B testing for two market equilibrium models: linear Fisher market (LFM) equilibrium and first-price pacing equilibrium (FPPE). LFM arises from fair resource allocation systems such as…

We extend a recently developed framework for analyzing asynchronous coordinate descent algorithms to show that an asynchronous version of tatonnement, a fundamental price dynamic widely studied in general equilibrium theory, converges…

We design a simple ascending-price algorithm to compute a $(1+\varepsilon)$-approximate equilibrium in Arrow-Debreu exchange markets with weak gross substitute (WGS) property, which runs in time polynomial in market parameters and $\log…

We show an auction-based algorithm to compute market equilibrium prices in a production model, where consumers purchase items under separable nonlinear utility concave functions which satisfy W.G.S(Weak Gross Substitutes); producers produce…

Understanding and analyzing markets is crucial, yet analytical equilibrium solutions remain largely infeasible. Recent breakthroughs in equilibrium computation rely on zeroth-order policy gradient estimation. These approaches commonly…

We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact…

$t$-SNE is an embedding method that the data science community has widely Two interesting characteristics of t-SNE are the structure preservation property and the answer to the crowding problem, where all neighbors in high dimensional space…

In this paper, we investigate the computation of second-price pacing equilibria (SPPEs), a foundational model in online advertising auctions. We present a polynomial-time algorithm for computing exact SPPEs in instances with a constant…

Prior work in semantic parsing has shown that conventional seq2seq models fail at compositional generalization tasks. This limitation led to a resurgence of methods that model alignments between sentences and their corresponding meaning…

Value iteration is a fixed point iteration technique utilized to obtain the optimal value function and policy in a discounted reward Markov Decision Process (MDP). Here, a contraction operator is constructed and applied repeatedly to arrive…

We develop a two-dimensional high-order numerical scheme that exactly preserves and captures the moving steady states of the shallow water equations with topography or Manning friction. The high-order accuracy relies on a suitable…

In this paper, we develop an approximation scheme for solving bilevel programs with equilibrium constraints, which are generally difficult to solve. Among other things, calculating the first-order derivative in such a problem requires…

We propose a decentralized market model in which agents can negotiate bilateral contracts. This builds on a similar, but centralized, model of trading networks introduced by Hatfield et al. in 2013. Prior work has established that…

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

We present a simple tatonnement process based on a decomposition method which is simple to implement and achieves the maximal social welfare, under the assumption that the utility function of each [price-taking] individual will be his own…

In some previous works, two of the authors have introduced a strategy to develop high-order numerical methods for systems of balance laws that preserve all the stationary solutions of the system. The key ingredient of these methods is a…

Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…