 Award ID(s):
 1453126
 NSFPAR ID:
 10394855
 Date Published:
 Journal Name:
 Operations Research
 Volume:
 70
 Issue:
 2
 ISSN:
 0030364X
 Page Range / eLocation ID:
 1008 to 1024
 Format(s):
 Medium: X
 Sponsoring Org:
 National Science Foundation
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We study the fair division problem of allocating a mixed manna under additively separable piecewise linear concave (SPLC) utilities. A mixed manna contains goods that everyone likes and bads (chores) that everyone dislikes as well as items that some like and others dislike. The seminal work of Bogomolnaia et al. argues why allocating a mixed manna is genuinely more complicated than a good or a bad manna and why competitive equilibrium is the best mechanism. It also provides the existence of equilibrium and establishes its distinctive properties (e.g., nonconvex and disconnected set of equilibria even under linear utilities) but leaves the problem of computing an equilibrium open. Our main results are a linear complementarity problem formulation that captures all competitive equilibria of a mixed manna under SPLC utilities (a strict generalization of linear) and a complementary pivot algorithm based on Lemke’s scheme for finding one. Experimental results on randomly generated instances suggest that our algorithm is fast in practice. Given the [Formula: see text]hardness of the problem, designing such an algorithm is the only non–brute force (nonenumerative) option known; for example, the classic Lemke–Howson algorithm for computing a Nash equilibrium in a twoplayer game is still one of the most widely used algorithms in practice. Our algorithm also yields several new structural properties as simple corollaries. We obtain a (constructive) proof of existence for a far more general setting, membership of the problem in [Formula: see text], a rationalvalued solution, and an odd number of solutions property. The last property also settles the conjecture of Bogomolnaia et al. in the affirmative. Furthermore, we show that, if the number of either agents or items is a constant, then the number of pivots in our algorithm is strongly polynomial when the mixed manna contains all bads.more » « less

Mixed strategies are often evaluated based on the expected payoff that they guarantee. This is not always desirable. In this paper, we consider games for which maximizing the expected payoff deviates from the actual goal of the players. To address this issue, we introduce the notion of a (u,p)maxmin strategy which ensures receiving a minimum utility of u with probability at least p. We then give approximation algorithms for the problem of finding a (u, p)maxmin strategy for these games. The first game that we consider is Colonel Blotto, a wellstudied game that was introduced in 1921. In the Colonel Blotto game, two colonels divide their troops among a set of battlefields. Each battlefield is won by the colonel that puts more troops in it. The payoff of each colonel is the weighted number of battlefields that she wins. We show that maximizing the expected payoff of a player does not necessarily maximize her winning probability for certain applications of Colonel Blotto. For example, in presidential elections, the players’ goal is to maximize the probability of winning more than half of the votes, rather than maximizing the expected number of votes that they get. We give an exact algorithm for a natural variant of continuous version of this game. More generally, we provide constant and logarithmic approximation algorithms for finding (u, p)maxmin strategies. We also introduce a security game version of Colonel Blotto which we call auditing game. It is played between two players, a defender and an attacker. The goal of the defender is to prevent the attacker from changing the outcome of an instance of Colonel Blotto. Again, maximizing the expected payoff of the defender is not necessarily optimal. Therefore we give a constant approximation for (u, p)maxmin strategies.more » « less

Deception is a crucial tool in the cyberdefence repertoire, enabling defenders to leverage their informational advantage to reduce the likelihood of successful attacks. One way deception can be employed is through obscuring, or masking, some of the information about how systems are configured, increasing attacker’s uncertainty about their targets. We present a novel gametheoretic model of the resulting defender attacker interaction, where the defender chooses a subset of attributes to mask, while the attacker responds by choosing an exploit to execute. The strategies of both players have combinatorial structure with complex informational dependencies, and therefore even representing these strategies is not trivial. First, we show that the problem of computing an equilibrium of the resulting zerosum defenderattacker game can be represented as a linear program with a combinatorial number of system configuration variables and constraints, and develop a constraint generation approach for solving this problem. Next, we present a novel highly scalable approach for approximately solving such games by representing the strategies of both players as neural networks. The key idea is to represent the defender’s mixed strategy using a deep neural network generator, and then using alternating gradientdescentascent algorithm, analogous to the training of Generative Adversarial Networks. Our experiments, as well as a case study, demonstrate the efficacy of the proposed approach.more » « less

We consider the periodic review dynamic pricing and inventory control problem with fixed ordering cost. Demand is random and price dependent, and unsatisfied demand is backlogged. With complete demand information, the celebrated [Formula: see text] policy is proved to be optimal, where s and S are the reorder point and orderupto level for ordering strategy, and [Formula: see text], a function of onhand inventory level, characterizes the pricing strategy. In this paper, we consider incomplete demand information and develop online learning algorithms whose average profit approaches that of the optimal [Formula: see text] with a tight [Formula: see text] regret rate. A number of salient features differentiate our work from the existing online learning researches in the operations management (OM) literature. First, computing the optimal [Formula: see text] policy requires solving a dynamic programming (DP) over multiple periods involving unknown quantities, which is different from the majority of learning problems in OM that only require solving singleperiod optimization questions. It is hence challenging to establish stability results through DP recursions, which we accomplish by proving uniform convergence of the profittogo function. The necessity of analyzing actiondependent state transition over multiple periods resembles the reinforcement learning question, considerably more difficult than existing bandit learning algorithms. Second, the pricing function [Formula: see text] is of infinite dimension, and approaching it is much more challenging than approaching a finite number of parameters as seen in existing researches. The demandprice relationship is estimated based on upper confidence bound, but the confidence interval cannot be explicitly calculated due to the complexity of the DP recursion. Finally, because of the multiperiod nature of [Formula: see text] policies the actual distribution of the randomness in demand plays an important role in determining the optimal pricing strategy [Formula: see text], which is unknown to the learner a priori. In this paper, the demand randomness is approximated by an empirical distribution constructed using dependent samples, and a novel Wasserstein metricbased argument is employed to prove convergence of the empirical distribution. This paper was accepted by J. George Shanthikumar, big data analytics.more » « less

Lengauer, Thomas (Ed.)
Abstract Summary Target identification by enzymes (TIE) problem aims to identify the set of enzymes in a given metabolic network, such that their inhibition eliminates a given set of target compounds associated with a disease while incurring minimum damage to the rest of the compounds. This is a NPhard problem, and thus optimal solutions using classical computers fail to scale to large metabolic networks. In this article, we develop the first quantum optimization solution, called QuTIE (quantum optimization for target identification by enzymes), to this NPhard problem. We do that by developing an equivalent formulation of the TIE problem in quadratic unconstrained binary optimization form. We then map it to a logical graph, and embed the logical graph on a quantum hardware graph. Our experimental results on 27 metabolic networks from Escherichia coli, Homo sapiens, and Mus musculus show that QuTIE yields solutions that are optimal or almost optimal. Our experiments also demonstrate that QuTIE can successfully identify enzyme targets already verified in wetlab experiments for 14 major disease classes.
Availability and implementation Code and sample data are available at: https://github.com/ngominhhoang/QuantumTargetIdentificationbyEnzymes.