相关论文: Optimal Solutions for Multi-Unit Combinatorial Auc…
We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…
The $\alpha$-fair resource allocation problem has received remarkable attention and has been studied in numerous application fields. Several algorithms have been proposed in the context of $\alpha$-fair resource sharing to distributively…
Blockchain has recently been applied in many applications such as bitcoin, smart grid, and Internet of Things (IoT) as a public ledger of transactions. However, the use of blockchain in mobile environments is still limited because the…
This study explores the design of an efficient rebate policy in auction markets, focusing on a continuous-time setting with competition among market participants. In this model, a stock exchange collects transaction fees from auction…
We study auctions with severe bounds on the communication allowed: each bidder may only transmit t bits of information to the auctioneer. We consider both welfare- and profit-maximizing auctions under this communication restriction. For…
Combinatorial optimization problems arise in a wide range of applications from diverse domains. Many of these problems are NP-hard and designing efficient heuristics for them requires considerable time and experimentation. On the other…
The maximum labelled clique problem is a variant of the maximum clique problem where edges in the graph are given labels, and we are not allowed to use more than a certain number of distinct labels in a solution. We introduce a new…
We study the necessity of interaction for obtaining efficient allocations in subadditive combinatorial auctions. This problem was originally introduced by Dobzinski, Nisan, and Oren (STOC'14) as the following simple market scenario: $m$…
Branch-and-bound is a typical way to solve combinatorial optimization problems. This paper proposes a graph pointer network model for learning the variable selection policy in the branch-and-bound. We extract the graph features, global…
We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on…
Revealed preference techniques are used to test whether a data set is compatible with rational behaviour. They are also incorporated as constraints in mechanism design to encourage truthful behaviour in applications such as combinatorial…
In the bi-objective branch-and-bound literature, a key ingredient is objective branching, i.e. to create smaller and disjoint sub-problems in the objective space, obtained from the partial dominance of the lower bound set by the upper bound…
Budget constraints are ubiquitous in online advertisement auctions. To manage these constraints and smooth out the expenditure across auctions, the bidders (or the platform on behalf of them) often employ pacing: each bidder is assigned a…
Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…
Combinatorial auctions (CA) are a well-studied area in algorithmic mechanism design. However, contrary to the standard model, empirical studies suggest that a bidder's valuation often does not depend solely on the goods assigned to him. For…
In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…
We study buyer-optimal procurement mechanisms when quality is contractible. When some costs are borne by every participant of a procurement auction regardless of winning, the classic analysis should be amended. We show that an optimal…
In mechanism design it is typical to impose incentive compatibility and then derive an optimal mechanism subject to this constraint. By replacing the incentive compatibility requirement with the goal of minimizing expected ex post regret,…
Optimal transportation theory is an area of mathematics with real-world applications in fields ranging from economics to optimal control to machine learning. We propose a new algorithm for solving discrete transport (network flow) problems,…
There has been a lot of recent work on Bayesian methods for reinforcement learning exhibiting near-optimal online performance. The main obstacle facing such methods is that in most problems of interest, the optimal solution involves…