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This paper proposes a squared smoothing Newton method via the Huber smoothing function for solving semidefinite programming problems (SDPs). We first study the fundamental properties of the matrix-val...
We study the fair allocation of indivisible resources under knapsack constraints, where a set of items with varied costs and values are to be allocated to a group of agents. Each agent has a budget co...
Weitzman (1979) introduced the Pandora Box problem as a model for sequential search with inspection costs, and gave an elegant index-based policy that attains provably optimal expected payoff. In vari...
Sparsity is a naturally occurring characteristic in many real-world applications including signal denoising, outlier detection, and finance. On one hand, sparsity assumption allows people to tackle in...
2023年3月24日,国家自然科学基金委员会(以下简称自然科学基金委)管理科学部主办、浙江大学经济学院承办的国家自然科学基金重大项目“数字经济的博弈论基础”2022年度交流会在杭州以线上线下相结合的方式成功举办。自然科学基金委副主任、党组成员侯增谦院士、自然科学基金委管理科学部副主任刘作仪研究员、浙江大学副校长黄先海教授、浙江大学经济学院院长张俊森教授出席并致辞。指导组专家、项目及课题负责人、管理...
Zero-One Composite Optimization (0/1-COP) is a prototype of nonsmooth, non- convex optimization problems and it has attracted much attention recently. Augmented Lagrangian Method (ALM) has stood out a...
We study several fairness notions in allocating indivisible chores (i.e., items with non-positive utilities) to agents, who have additive and submodular cost functions. The fairness criteria we are co...
The 2020 Nobel Prize in Economics was awarded to Paul Milgrom and Robert Wilson for their improvements to auction theory and inventions of new auction formats. Their theoretical discoveries have impro...
Nonconvex constrained optimization (NCO) has been one of the important research fields in optimization community. It has widely appeared in many application fields. However, challenges for solving NCO...
In markets for indivisible resources such as workers and objects, subsidy and taxation for an agent may depend on the set of acquired resources and prices. This paper investigates how such transfer po...
Multi-stage service is common in healthcare. One widely adopted approach to manage patient visits in multi-stage service is to provide patients with visit itineraries, which specify individualized app...
We consider a branching process with a random environment, in which the reproduction law of generation $n$ depends on the random environment at time n, unlike a constant distribution assumed in the cl...
We investigate informal risk sharing using a dynamic network game model. In each round, a randomly selected agent experiences a negative shock, and the agent's friends decide whether to provide assist...
We study the performance of fixed-price mechanisms in the bilateral trade problem. We improve the approximation ratios of welfare-optimal mechanisms in several settings. In particular, when we have on...
不完全信息博弈是当今的研究热点,也是人工智能领域所关注的。本报告主要针在分布式鲁棒博弈、在线博弈、安全博弈等方面介绍我们近年来的研究成果,我们的研究重点主要是在理论上给出严格的均衡分析或策略分析,为了解决相关问题,采用了近似算法、遗憾度分析、超博弈等进行研究,获得有一些有趣的结果。

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