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Formal models and algorithms for decentralized decision making under uncertainty
Five different formal frameworks, three different optimal algorithms, as well as a series of approximation techniques are analyzed to provide interesting insights into the structure of decentralized problems, the expressiveness of the various models, and the relative advantages and limitations of the different solution techniques. Expand
Memory-Bounded Dynamic Programming for DEC-POMDPs
This work presents the first memory-bounded dynamic programming algorithm for finite-horizon decentralized POMDPs, which can handle horizons that are multiple orders of magnitude larger than what was previously possible, while achieving the same or better solution quality. Expand
Improved Memory-Bounded Dynamic Programming for Decentralized POMDPs
Memory-Bounded Dynamic Programming is generalized and its scalability is improved by reducing the complexity with respect to the number of observations from exponential to polynomial, and error bounds on solution quality are derived. Expand
Cloud Pricing: The Spot Market Strikes Back
This paper model the provider's profit optimization problem using queuing theory and game theory and analyzes the equilibria of the resulting queuing system to produce an easy-to-check condition under which offering a market consisting of fixed-price instances as well as some spot instances increases the providers' profit over offering only fixed- price instances. Expand
Market user interface design
The goal is to find the optimal market UI, taking into account that users incur cognitive costs and are boundedly rational, and to identify important behavioral factors missing from the user model, including loss aversion and position effects. Expand
On the Sybil-Proofness of Accounting Mechanisms
It is shown, that a significantly weaker form of K-sybil-proofness can be achieved against certain classes of sybil attacks, and explained how limited robustness to sybil manipulations can be achieve by using max-flow algorithms in accounting mechanism design. Expand
It is too Hot: An In-Situ Study of Three Designs for Heating
Three different smart thermostats that automate heating based on users' heating preferences and real-time price variations are implemented, showing that the participants formed different understandings and expectations of the device, and used it in various ways to effectively respond to real- time prices while maintaining their thermal comfort. Expand
Clearing Payments in Financial Networks with Credit Default Swaps [Extended Abstract]
It is proved that in financial networks with CDSs, a clearing payment vector may not even exist, which implies that the value of a contract may not be well-defined. Expand
A Faster Core Constraint Generation Algorithm for Combinatorial Auctions
A new algorithm is presented that significantly outperforms the current state of the art in fast algorithms for computing core prices in large combinatorial auctions by exploiting separability in allocative conflicts between participants in the auction and leveraging non-optimal solutions. Expand
Portfolio Compression in Financial Networks: Incentives and Systemic Risk
We study portfolio compression, a post-trade mechanism that eliminates cycles in a financial network. We study the incentives for banks to engage in compression and its systemic effects in terms ofExpand