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作者：Gupta, Shivam; Bansal, Saurabh
作者单位：University of Nebraska System; University of Nebraska Lincoln; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Policymakers often seek to integrate markets as a way to maximize social welfare. Prior research has examined the effect of market integration on social welfare (surplus) only at two extremes-when the markets are fully integrated and when they are fully isolated. But there is scarce information available for (i) how large the social surplus is at intermediate levels of market integration and (ii) whether social surplus is maximized when markets are fully integrated, fully isolated, or partiall...
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作者：Kroer, Christian; Peysakhovich, Alexander; Sodomka, Eric; Stier-Moses, Nicolas E.
作者单位：Columbia University; Facebook Inc; Facebook Inc
摘要：Computing market equilibria is an important practical problem for market design, for example, in fair division of items. However, computing equilibria requires large amounts of information (typically the valuation of every buyer for every item) and computing power. We consider ameliorating these issues by applying a method used for solving complex games: constructing a coarsened abstraction of a given market, solving for the equilibrium in the abstraction, and lifting the prices and allocation...
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作者：Li, Haitao; Wu, Chongfeng; Zhou, Chunyang
作者单位：Shanghai Jiao Tong University
摘要：We study the implications of time-varying risk aversion for dynamic portfolio allocation under the framework of regime-switching models. In our model, both asset returns and investor risk aversion are regime dependent: In a bull regime, asset return is high, volatility is low, and risk aversion is low, and the opposite happens in a bear regime. We develop an efficient dynamic programming algorithm that overcomes the challenges imposed by regime-dependent preference in obtaining time-consistent...
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作者：des Mesnards, Nicolas Guenon; Hunter, David Scott; el Hjouji, Zakaria; Zaman, Tauhid
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Yale University
摘要：Online social networks are often subject to influence campaigns by malicious ac-tors through the use of automated accounts known as bots. We consider the problem of detecting bots in online social networks and assessing their impact on the opinions of indi-viduals. We begin by analyzing the behavior of bots in social networks and identify that they exhibit heterophily, meaning that they interact with humans more than other bots. We use this property to develop a detection algorithm based on th...
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作者：Vera, Alberto; Banerjee, Siddhartha; Samaranayake, Samitha
作者单位：Cornell University; Cornell University; Cornell University
摘要：Motivated by the needs of modern transportation service platforms, we study the problem of computing constrained shortest paths (CSP) at scale via preprocessing techniques. Our work makes two contributions in this regard: 1) We propose a scalable algorithm for CSP queries and show how its performance can be parametrized in terms of a new network primitive, the constrained highway dimension. This development extends recent work that established the highway dimension as the appropriate primitive...
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作者：Wang, Jue
作者单位：Queens University - Canada
摘要：Sequential multiclass diagnosis, also known as multihypothesis testing, is a classical sequential decision problem with broad applications. However, the optimal solution remains, in general, unknown as the dynamic program suffers from the curse of dimensionality in the posterior belief space. We consider a class of practical problems in which the observation distributions associated with different classes are related through exponential tilting and show that the reachable beliefs could be rest...
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作者：Cominetti, Roberto; Correa, Jose; Olver, Neil
作者单位：Universidad Adolfo Ibanez; Universidad de Chile; University of London; London School Economics & Political Science
摘要：A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair, and each link has a per-time-unit capacity and a transit time. A dynamic equilibrium (or equilibrium flow over time) is a flow pattern over time such that no flow particle has incentives to unilaterally change its path. Although the model has been around for almost 50 years, only recently results regarding existence and characterization...
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作者：Embrechts, Paul; Schied, Alexander; Wang, Ruodu
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Waterloo
摘要：We study issues of robustness in the context of Quantitative Risk Management and Optimization. We develop a general methodology for determining whether a given risk-measurement-related optimization problem is robust, which we call robustness against optimization. The new notion is studied for various classes of risk measures and expected utility and loss functions. Motivated by practical issues from financial regulation, special attention is given to the two most widely used risk measures in t...
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作者：Alpern, Steve; Chleboun, Paul; Katsikas, Stamatios; Lin, Kyle Y.
作者单位：University of Warwick; University of Warwick; University of Warwick; University of St Andrews; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：Patrolling games were introduced by Alpern, Morton, and Papadaki in 2011 to model the adversarial problem where a mobile Patroller can thwart an attack at some location only by visiting it during the attack period, which has a prescribed integer duration. In this note, we modify the problem by allowing the Attacker to go to his planned attack location early and observe the presence or the absence there of the Patroller (who wears a uniform). To avoid being too predictable, the Patroller may so...
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作者：Bateni, MohammadHossein; Chen, Yiwei; Ciocan, Dragos Florin; Mirrokni, Vahab
作者单位：Alphabet Inc.; Google Incorporated; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; INSEAD Business School
摘要：We consider a setting where a platform dynamically allocates a collection of goods that arrive to the platform in an online fashion to budgeted buyers, as exemplified by online advertising systems where platforms decide which impressions to serve to various advertisers. Such dynamic resource allocation problems are challenging for two reasons. (a) The platform must strike a balance between optimizing the advertiser's own revenues and guaranteeing fairness to the advertiser's (repeat) buyers, a...
