英文标题:
《Optimal Resource Allocation over Networks via Lottery-Based Mechanisms》
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作者:
Soham R. Phade and Venkat Anantharam
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最新提交年份:
2018
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英文摘要:
We show that, in a resource allocation problem, the ex ante aggregate utility of players with cumulative-prospect-theoretic preferences can be increased over deterministic allocations by implementing lotteries. We formulate an optimization problem, called the system problem, to find the optimal lottery allocation. The system problem exhibits a two-layer structure comprised of a permutation profile and optimal allocations given the permutation profile. For any fixed permutation profile, we provide a market-based mechanism to find the optimal allocations and prove the existence of equilibrium prices. We show that the system problem has a duality gap, in general, and that the primal problem is NP-hard. We then consider a relaxation of the system problem and derive some qualitative features of the optimal lottery structure.
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中文摘要:
我们证明,在资源分配问题中,通过实施彩票,具有累积前景理论偏好的玩家的事前聚合效用可以超过确定性分配。我们制定了一个优化问题,称为系统问题,以找到最优的彩票分配。系统问题呈现出一个由排列轮廓和给定排列轮廓的最优分配组成的两层结构。对于任何固定的排列模式,我们提供了一种基于市场的机制来寻找最优配置并证明均衡价格的存在性。我们证明了系统问题一般具有对偶缺口,并且原始问题是NP难问题。然后,我们考虑了系统问题的松弛,并导出了最优彩票结构的一些定性特征。
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分类信息:
一级分类:Economics 经济学
二级分类:Theoretical Economics 理论经济学
分类描述:Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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一级分类:Computer Science 计算机科学
二级分类:Computer Science and Game Theory 计算机科学与博弈论
分类描述:Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面,包括机制设计的工作,游戏中的学习(可能与学习重叠),游戏中的agent建模的基础(可能与多agent系统重叠),非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
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一级分类:Computer Science 计算机科学
二级分类:Networking and Internet Architecture 网络和因特网体系结构
分类描述:Covers all aspects of computer communication networks, including network architecture and design, network protocols, and internetwork standards (like TCP/IP). Also includes topics, such as web caching, that are directly relevant to Internet architecture and performance. Roughly includes all of ACM Subject Class C.2 except C.2.4, which is more likely to have Distributed, Parallel, and Cluster Computing as the primary subject area.
涵盖计算机通信网络的所有方面,包括网络体系结构和设计、网络协议和网络间标准(如TCP/IP)。还包括与Internet体系结构和性能直接相关的主题,如web缓存。大致包括除C.2.4以外的所有ACM主题类C.2,后者更有可能将分布式、并行和集群计算作为主要主题领域。
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一级分类:Mathematics 数学
二级分类:Optimization and Control 优化与控制
分类描述:Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学,线性规划,控制论,系统论,最优控制,博弈论
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一级分类:Quantitative Finance 数量金融学
二级分类:Risk Management 风险管理
分类描述:Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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