38 research outputs found
Characterising and recognising game-perfect graphs
Consider a vertex colouring game played on a simple graph with
permissible colours. Two players, a maker and a breaker, take turns to colour
an uncoloured vertex such that adjacent vertices receive different colours. The
game ends once the graph is fully coloured, in which case the maker wins, or
the graph can no longer be fully coloured, in which case the breaker wins. In
the game , the breaker makes the first move. Our main focus is on the
class of -perfect graphs: graphs such that for every induced subgraph ,
the game played on admits a winning strategy for the maker with only
colours, where denotes the clique number of .
Complementing analogous results for other variations of the game, we
characterise -perfect graphs in two ways, by forbidden induced subgraphs
and by explicit structural descriptions. We also present a clique module
decomposition, which may be of independent interest, that allows us to
efficiently recognise -perfect graphs.Comment: 39 pages, 8 figures. An extended abstract was accepted at the
International Colloquium on Graph Theory (ICGT) 201
The Computational Complexity of the Housing Market
We prove that the classic problem of finding a competitive equilibrium in an
exchange economy with indivisible goods, money, and unit-demand agents is
PPAD-complete. In this "housing market", agents have preferences over the house
and amount of money they end up with, but can experience income effects. Our
results contrast with the existence of polynomial-time algorithms for related
problems: Top Trading Cycles for the "housing exchange" problem in which there
are no transfers and the Hungarian algorithm for the "housing assignment"
problem in which agents' utilities are linear in money. Along the way, we prove
that the Rainbow-KKM problem, a total search problem based on a generalization
by Gale of the Knaster-Kuratowski-Mazurkiewicz lemma, is PPAD-complete. Our
reductions also imply bounds on the query complexity of finding competitive
equilibrium
Learning Strong Substitutes Demand via Queries
This paper addresses the computational challenges of learning strong
substitutes demand when given access to a demand (or valuation) oracle. Strong
substitutes demand generalises the well-studied gross substitutes demand to a
multi-unit setting. Recent work by Baldwin and Klemperer shows that any such
demand can be expressed in a natural way as a finite list of weighted bid
vectors. A simplified version of this bidding language has been used by the
Bank of England.
Assuming access to a demand oracle, we provide an algorithm that computes the
unique list of weighted bid vectors corresponding to a bidder's demand
preferences. In the special case where their demand can be expressed using
positive bids only, we have an efficient algorithm that learns this list in
linear time. We also show super-polynomial lower bounds on the query complexity
of computing the list of bids in the general case where bids may be positive
and negative. Our algorithms constitute the first systematic approach for
bidders to construct a bid list corresponding to non-trivial demand, allowing
them to participate in `product-mix' auctions
Solving Strong-Substitutes Product-Mix Auctions
This paper develops algorithms to solve strong-substitutes product-mix
auctions. That is, it finds competitive equilibrium prices and quantities for
agents who use this auction's bidding language to truthfully express their
strong-substitutes preferences over an arbitrary number of goods, each of which
is available in multiple discrete units. (Strong substitutes preferences are
also known, in other literatures, as -concave, matroidal and
well-layered maps, and valuated matroids). Our use of the bidding language, and
the information it provides, contrasts with existing algorithms that rely on
access to a valuation or demand oracle to find equilibrium.
We compute market-clearing prices using algorithms that apply existing
submodular minimisation methods. Allocating the supply among the bidders at
these prices then requires solving a novel constrained matching problem. Our
algorithm iteratively simplifies the allocation problem, perturbing bids and
prices in a way that resolves tie-breaking choices created by bids that can be
accepted on more than one good. We provide practical running time bounds on
both price-finding and allocation, and illustrate experimentally that our
allocation mechanism is practical
Experimental Visualization of Dispersion Characteristics of Backward Volume Spin Wave Modes
Basing on the measurement of spatial spectra (spectra of wavenumbers), the
dispersion characteristics of the first three modes of backward volume spin
wave, propagating along the direction of a constant uniform magnetic field in a
tangentially magnetized ferrite film, were visualized firstly. The study was
carried out by microwave probing of spin waves with subsequent use of spatial
Fourier analysis of the complex wave amplitude for a series of frequencies. It
was found that every m-th mode of the backward volume spins wave can be split
into n satellite modes due to the existence of layers with similar magnetic
parameters in ferrite film. It was found that satellites of the first mode of
this wave are excited most effectively, while satellites of the third mode -
least effectively, and the effectiveness of satellites excitation decreases as
the number n increases. It is found that the theoretical dispersion
dependencies of the first three modes of the wave coincide well with the
experimental dispersion dependencies of the satellite mode that are excited
most effectively.Comment: 14 pages, 5 figure
Prognostic model to predict postoperative acute kidney injury in patients undergoing major gastrointestinal surgery based on a national prospective observational cohort study.
Background: Acute illness, existing co-morbidities and surgical stress response can all contribute to postoperative acute kidney injury (AKI) in patients undergoing major gastrointestinal surgery. The aim of this study was prospectively to develop a pragmatic prognostic model to stratify patients according to risk of developing AKI after major gastrointestinal surgery. Methods: This prospective multicentre cohort study included consecutive adults undergoing elective or emergency gastrointestinal resection, liver resection or stoma reversal in 2-week blocks over a continuous 3-month period. The primary outcome was the rate of AKI within 7 days of surgery. Bootstrap stability was used to select clinically plausible risk factors into the model. Internal model validation was carried out by bootstrap validation. Results: A total of 4544 patients were included across 173 centres in the UK and Ireland. The overall rate of AKI was 14·2 per cent (646 of 4544) and the 30-day mortality rate was 1·8 per cent (84 of 4544). Stage 1 AKI was significantly associated with 30-day mortality (unadjusted odds ratio 7·61, 95 per cent c.i. 4·49 to 12·90; P < 0·001), with increasing odds of death with each AKI stage. Six variables were selected for inclusion in the prognostic model: age, sex, ASA grade, preoperative estimated glomerular filtration rate, planned open surgery and preoperative use of either an angiotensin-converting enzyme inhibitor or an angiotensin receptor blocker. Internal validation demonstrated good model discrimination (c-statistic 0·65). Discussion: Following major gastrointestinal surgery, AKI occurred in one in seven patients. This preoperative prognostic model identified patients at high risk of postoperative AKI. Validation in an independent data set is required to ensure generalizability
Solving product-mix markets and learning agents’ preferences
This thesis addresses computational questions arising in auctions with multiple goods available in multiple quantities, with a focus on establishing the tractability of auction mechanisms used in practice. It presents algorithms and hardness results for solving these auctions with the goal of maximising social welfare or revenue, and develops procedures to facilitate participating agents in expressing their preferences in the auction's bidding language.
The 'strong-substitutes product-mix auction' was originally designed for the Bank of England by Paul Klemperer and continues to be run at least monthly. It introduces a novel bidding language, which allows agents to submit sealed-bid strong-substitutes preferences over an arbitrary number of goods available in multiple discrete units. We study this language geometrically and computationally, and establish connections to related bidding languages in the literature.
In order to solve the strong-substitutes product-mix auction for social welfare, we develop the first efficient algorithms to find market-clearing prices and envy-free allocations of supply to participating bidders. The latter, in particular, requires solving a novel constrained matching problem. By contrast, we show that solving the auction for maximum revenue is APX-hard even in special cases, and present initial algorithms for this.
Agents participating in this auction may have trouble expressing their preferences in the auction's bidding language when faced with a large number of goods or non-trivial demand. Instead, they may be able to answer queries about their value of a given bundle or their demand at given prices. We propose algorithms that learn a bidder's preferences, assuming access to a demand or valuation oracle. In a special case currently implemented by the Bank of England, we present a linear-time algorithm. We also show super-polynomial lower bounds on the query complexity in the general case. Our algorithms constitute the first approach for bidders to express non-trivial preferences in these languages, lowering the barrier for participation in the strong-substitutes product-mix auction.
In the related 'arctic product-mix market', originally designed for the Icelandic government by Klemperer, buyers use a conceptually similar bidding language to express preferences across multiple divisible goods in conjunction with monetary budgets. In this setting we present a new coincidence of the solution concepts of competitive equilibrium and optimal revenue: market-clearing prices are unique, and these prices maximise not only social welfare but also revenue. We also provide an algorithm to identify these prices
Characterising and recognising game-perfect graphs
Consider a vertex colouring game played on a simple graph with
permissible colours. Two players, a maker and a breaker, take turns to colour
an uncoloured vertex such that adjacent vertices receive different colours. The
game ends once the graph is fully coloured, in which case the maker wins, or
the graph can no longer be fully coloured, in which case the breaker wins. In
the game , the breaker makes the first move. Our main focus is on the
class of -perfect graphs: graphs such that for every induced subgraph ,
the game played on admits a winning strategy for the maker with only
colours, where denotes the clique number of .
Complementing analogous results for other variations of the game, we
characterise -perfect graphs in two ways, by forbidden induced subgraphs
and by explicit structural descriptions. We also present a clique module
decomposition, which may be of independent interest, that allows us to
efficiently recognise -perfect graphs
Substitutes markets with budget constraints: solving for competitive and optimal prices
Accepted at WINE'23International audienceMarkets with multiple divisible goods have been studied widely from the perspective of revenue and welfare. In general, it is well known that envy-free revenue-maximal outcomes can result in lower welfare than competitive equilibrium outcomes. We study a market in which buyers have quasilinear utilities with linear substitutes valuations and budget constraints, and the seller must find prices and an envy-free allocation that maximise revenue or welfare. Our setup mirrors markets such as ad auctions and auctions for the exchange of financial assets. We prove that the unique competitive equilibrium prices are also envy-free revenue-maximal. This coincidence of maximal revenue and welfare is surprising and breaks down even when buyers have piecewise-linear valuations. We present a novel characterisation of the set of 'feasible' prices at which demand does not exceed supply, show that this set has an elementwise minimal price vector, and demonstrate that these prices maximise revenue and welfare. The proof also implies an algorithm for finding this unique price vector