We consider optimal mechanism design for the case with one buyer and two items. The buyer's valuations towards the two items are independent and additive. In this setting, optimal mechanism is unknown for general valuation distributions. We obtain tw...
In this note, we first recall the nonconvex problem setting and introduce the optimal PAGE algorithm (Li et al., ICML'21). Then we provide a simple and clean convergence analysis of PAGE for achieving optimal convergence rates. Moreover, PAGE and its...
In this work a simple problem on 2D optimal shape for body immersed in a viscous flow is analyzed. The body has geometrical constraints and its profile would be found in the class of cubics which satisfy those conditions. The optimal profile depend...
We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to $\cQ$ a n...
Standard optimal growth models implicitly impose a ``perpetual existence'' constraint, which can ethically justify infinite misery in stagnant economies. This paper investigates the optimal longevity of a dynasty within a Critical-Level Utilitarian (...
In this paper, a novel Gaussian bare-bones bat algorithm (GBBBA) and its modified version named as dynamic exploitation Gaussian bare-bones bat algorithm (DeGBBBA) are proposed for solving optimal reactive power dispatch (ORPD) problem. The optimal r...
In this paper we advocate for Isaacs' method for the solution of differential games to be applied to the solution of optimal control problems. To make the argument, the vehicle employed is Pontryagin's canonical optimal control example, which entails...
Direct optimal control theory for quantum dynamical problems presents itself as an interesting alternative to the traditional indirect optimal control. The method relies on the first discretize and then optimize paradigm, where a discretization of th...
We consider optimal channel shortener design for reduced-state soft-output Viterbi equalizer (RS-SOVE) in single-carrier (SC) systems. To use RS-SOVE, three receiver filters need to be designed: a prefilter, a target response and a feedback filter. T...
Cryogenic macro-calorimeters instrumented with NTD thermistors have been developed for several decades. The choice of the optimal bias current is crucial for a proper operation of these detectors, both in terms of energy resolution and stability. In...
We provide several formulas that determine the optimal number of entangled bits (ebits) that a general entanglement-assisted quantum code requires. Our first theorem gives a formula that applies to an arbitrary entanglement-assisted block code. Cor...
We establish optimal Statistical Query (SQ) lower bounds for robustly learning certain families of discrete high-dimensional distributions. In particular, we show that no efficient SQ algorithm with access to an $ε$-corrupted binary product distribu...
A primal-dual accelerated stochastic gradient descent with variance reduction algorithm (PDASGD) is proposed to solve linear-constrained optimization problems. PDASGD could be applied to solve the discrete optimal transport (OT) problem and enjoys th...
This paper studies the optimal dividend for a multi-line insurance group, in which each subsidiary runs a product line and is exposed to some external credit risk. The default contagion is considered such that one default event may increase the defau...
It is well-known that optimal (i.e., revenue-maximizing) selling mechanisms in multidimensional type spaces may involve randomization. We obtain conditions under which deterministic mechanisms are optimal for selling two identical, indivisible object...
This paper is concerned with an optimal stock selling rule under a Markov chain model. The objective is to find an optimal stopping time to sell the stock so as to maximize an expected return. Solutions to the associated variational inequalities are...
We present more optimal solutions to the snowblower problem introduced in arXiv:cs/0603026. In particular, we present more optimal ways to clear lines and combs, which are shapes as described in the aforementioned paper that the original input is dis...
In this paper we consider time-optimal control problems for systems with backlash. Such systems are described by second order differential equations coupled with restrictions modeling the inelastic shocks. A main feature of such systems is the lack o...
This paper studies the optimality of the Follow-the-Perturbed-Leader (FTPL) policy in both adversarial and stochastic $K$-armed bandits. Despite the widespread use of the Follow-the-Regularized-Leader (FTRL) framework with various choices of regulari...