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作者：Vardi, Shai; Psomas, Alexandros; Friedman, Eric
作者单位：Purdue University System; Purdue University; Purdue University System; Purdue University
摘要：A single homogeneous resource needs to be fairly shared between users that dynamically arrive and depart over time. Although good allocations exist for any fixed number of users, implementing these allocations dynamically is impractical: it typically entails adjustments in the allocation of every user in the system whenever a new user arrives. We introduce a dynamic fair resource division problem in which there is a limit on the number of users that can be disrupted when a new user arrives and...
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作者：Nikolov, Aleksandar; Singh, Mohit; Tantipongpipat, Uthaipon (Tao)
作者单位：University of Toronto; University System of Georgia; Georgia Institute of Technology
摘要：We study optimal design problems in which the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector. We study the A-optimal design variant where the objective is to minimize the average variance of the error in the maximum likelihood estimate of the vector being measured. We introduce the proportional volume sampling algorithm to obtain nearly optimal bounds in the asymptotic regime when the number k of measurements made is significantly large...
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作者：Lacker, Daniel; Soret, Agathe
作者单位：Columbia University
摘要：We study a class of linear-quadratic stochastic differential games in which each player interacts directly only with its nearest neighbors in a given graph. We find a semiexplicit Markovian equilibrium for any transitive graph, in terms of the empirical eigenvalue distribution of the graph's normalized Laplacian matrix. This facilitates large-population asymptotics for various graph sequences, with several sparse and dense examples discussed in detail. In particular, the mean field game is the...
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作者：Feinstein, Zachary; Rudloff, Birgit
作者单位：Stevens Institute of Technology; Vienna University of Economics & Business
摘要：In this paper, we present results on scalar risk measures in markets with transaction costs. Such risk measures are defined as the minimal capital requirements in the cash asset. First, some results are provided on the dual representation of such risk measures, with particular emphasis given on the space of dual variables as (equivalent) martingale measures and prices consistent with the market model. Then, these dual representations are used to obtain the main results of this paper on time co...
