We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated ...
We design a dynamic rate scheduling policy of Markov type by using the solution (a social optimal Nash equilibrium point) to a utility-maximization problem over a randomly evolving capacity set for a ...
Lundy, Taylor, Alexander Wei, Hu Fu, Scott Duke Kominers, and Kevin Leyton-Brown. "Allocation for Social Good: Auditing Mechanisms for Utility Maximization." Proceedings of the ACM Conference on ...
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