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作者：Dayanikli, Gokce; Lauriere, Mathieu
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; New York University; NYU Shanghai
摘要：We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In the Stackelberg MFG, an infinite population of agents plays a noncooperative game and chooses their controls to optimize their individual objectives while interacting with the principal and other agents through the population distribution. The principal can influence the mean field Nash equilibrium at the population level through policies, and she optimizes her own objective, which depends on t...
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作者：Zhou, Shenglong; Pan, Lili; Xiu, Naihua; Li, Geoffrey Ye
作者单位：Beijing Jiaotong University; Imperial College London
摘要：Sample average approximation (SAA) is a tractable approach for dealing with chance constrained programming, a challenging stochastic optimization problem. The constraint of SAA is characterized by the 0/1 loss function, which results in considerable complexities in devising numerical algorithms. Most existing methods have been devised based on reformulations of SAA, such as binary integer programming or relaxed problems. However, the development of viable methods to directly tackle SAA remains...
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作者：Liao, Guocheng; Su, Yu; Ziani, Juba; Wierman, Adam; Huang, Jianwei
作者单位：Sun Yat Sen University; California Institute of Technology; University System of Georgia; Georgia Institute of Technology; The Chinese University of Hong Kong, Shenzhen; Shenzhen Institute of Artificial Intelligence & Robotics for Society
摘要：Whereas users claim to be concerned about privacy, often they do little to protect their privacy in their online actions. One prominent explanation for this privacy paradox is that, when an individual shares data, it is not just the individual's privacy that is compromised; the privacy of other individuals with correlated data is also compromised. This information leakage encourages oversharing of data and significantly impacts the incentives of individuals in online platforms. In this paper, ...
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作者：Cui, Xingbang; Zhang, Liping
作者单位：Tsinghua University
摘要：The progressive hedging algorithm (PHA) is an effective solution method for solving monotone stochastic variational inequalities (SVIs). However, this validity is based on the assumption of global maximal monotonicity. In this paper, we propose a localized PHA for solving nonmonotone SVIs and show that its validity is based on the weaker assumption of locally elicitable maximal monotonicity. Furthermore, we prove that such assumption holds when the mapping involved in the SVI is locally elicit...
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作者：Blanchet, Jose; Xu, Renyuan; Zhou, Zhengyuan
作者单位：Stanford University; University of Southern California; University of Oxford; New York University
摘要：In this paper, we consider online learning in generalized linear contextual bandits where rewards are not immediately observed. Instead, rewards are available to the decision maker only after some delay, which is unknown and stochastic. Such delayed feedback occurs in several active learning settings, including product recommendation, personalized medical treatment selection, bidding in first-price auctions, and bond trading in over-the-counter markets. We study the performance of two well-kno...
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作者：Yu, Huizhen
作者单位：University of Alberta
摘要：This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these systems. The results are then applied to risk-neutral and risk-sensitive Markov decision processes to establish the measurability of the optimal value functions and the existence of universally measurable, randomized or nonrandomized, e-optimal policies, for a v...
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作者：Hazla, Jan; Jin, Yan; Mossel, Elchanan; Ramnarayan, Govind
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We introduce a simple geometric model of opinion polarization. It is a model of political persuasion as well as marketing and advertising, utilizing social values. It focuses on the interplay between different topics and persuasion efforts. We demonstrate that societal opinion polarization often arises as an unintended by-product of influencers attempting to promote a product or idea. We discuss a number of mechanisms for the emergence of polarization involving one or more influencers, sending...
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作者：Cerny, Ales; Czichowsky, Christoph; Kallsen, Jan
作者单位：City St Georges, University of London; University of London; London School Economics & Political Science; University of Kiel
摘要：The paper investigates quadratic hedging in a semimartingale market that does not necessarily contain a risk-free asset. An equivalence result for hedging with and without numeraire change is established. This permits direct computation of the optimal strategy without choosing a reference asset and/or performing a numeraire change. New explicit expressions for optimal strategies are obtained, featuring the use of oblique projections that provide unified treatment of the case with and without a...
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作者：Babaioff, Moshe; Ezra, Tomer; Feige, Uriel
作者单位：Hebrew University of Jerusalem; Sapienza University Rome; Weizmann Institute of Science
摘要：We consider the problem of fair allocation of indivisible goods to n agents with no transfers. When agents have equal entitlements, the well-established notion of the maxi min share (MMS) serves as an attractive fairness criterion for which, to qualify as fair, an allocation needs to give every agent at least a substantial fraction of the agent's MMS. In this paper, we consider the case of arbitrary (unequal) entitlements. We explain shortcomings in previous attempts that extend the MMS to une...
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作者：Amanatidis, Georgios; Birmpas, Georgios; Lazos, Philip; Leonardi, Stefano; Reiffenhauser, Rebecca
作者单位：University of Essex; University of Liverpool; Sapienza University Rome; University of Amsterdam
摘要：Fair allocation of indivisible goods has attracted extensive attention over the last two decades, yielding numerous elegant algorithmic results and producing challenging open questions. The problem becomes much harder in the presence of strategic agents. Ideally, one would want to design truthful mechanisms that produce allocations with fairness guarantees. However, in the standard setting without monetary transfers, it is generally impossible to have truthful mechanisms that provide nontrivia...
