Mechanism design for stochastic optimiza
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Ieong, Samuel; Sundararajan, Mukund; So, Anthony Man-Cho
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Article
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2007
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Association for Computing Machinery
⚖ 125 KB
We identify and address algorithmic and game-theoretic issues arising from welfare maximization in the well-studied two-stage stochastic optimization framework. In contrast, prior work in algorithmic mechanism design has focused almost exclusively on optimization problems without uncertainty. We sho