443 research outputs found
Matroids are Immune to Braess Paradox
The famous Braess paradox describes the following phenomenon: It might happen
that the improvement of resources, like building a new street within a
congested network, may in fact lead to larger costs for the players in an
equilibrium. In this paper we consider general nonatomic congestion games and
give a characterization of the maximal combinatorial property of strategy
spaces for which Braess paradox does not occur. In a nutshell, bases of
matroids are exactly this maximal structure. We prove our characterization by
two novel sensitivity results for convex separable optimization problems over
polymatroid base polyhedra which may be of independent interest.Comment: 21 page
Bounds on Integrals with Respect to Multivariate Copulas
Finding upper and lower bounds to integrals with respect to copulas is a
quite prominent problem in applied probability. In their 2014 paper, Hofer and
Iaco showed how particular two dimensional copulas are related to optimal
solutions of the two dimensional assignment problem. Using this, they managed
to approximate integrals with respect to two dimensional copulas. In this
paper, we will further illuminate this connection, extend it to d-dimensional
copulas and therefore generalize the method from Hofer and Iaco to arbitrary
dimensions. We also provide convergence statements. As an example, we consider
three dimensional dependence measures
A glimpse into the differential topology and geometry of optimal transport
This note exposes the differential topology and geometry underlying some of
the basic phenomena of optimal transportation. It surveys basic questions
concerning Monge maps and Kantorovich measures: existence and regularity of the
former, uniqueness of the latter, and estimates for the dimension of its
support, as well as the associated linear programming duality. It shows the
answers to these questions concern the differential geometry and topology of
the chosen transportation cost. It also establishes new connections --- some
heuristic and others rigorous --- based on the properties of the
cross-difference of this cost, and its Taylor expansion at the diagonal.Comment: 27 page
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