Abstract Recently Cole and Gkatzelis [10] gave the first constant factor approximation
algorithm for the problem of allocating indivisible items to agents, under additive valuations …

A well-studied nonlinear extension of the minimum-cost flow problem is to minimize the
objective∑ ij∈ E Cij (fij) over feasible flows f, where on every arc ij of the network, Cij is a …

We present a strongly polynomial algorithm for computing an equilibrium in Arrow-Debreu
exchange markets with linear utilities. Our algorithm is based on a variant of the weakly …

We introduce the notion of a rational convex program (RCP) and we classify the known
RCPs into two classes: quadratic and logarithmic. The importance of rationality is that it …

We consider a nonlinear extension of the generalized network flow model, with the flow
leaving an arc being an increasing concave function of the flow entering it, as proposed by …

Earning limits and utility limits are novel aspects in the classic Fisher market model. Sellers
with earning limits have bounds on their income and lower the supply they bring to the …

The solution to a Nash or a nonsymmetric bargaining game is obtained by maximizing a
concave function over a convex set; ie, it is the solution to a convex program. We show that …

In this paper we consider the problem of computing market equilibria in the Fisher setting for
utility models such as spending constraint and perfect, price-discrimination. These models …

Currently, cloud computing is a primary enabler of new paradigms such as edge and fog
computing. One open issue is the pricing of services or resources. Current pricing schemes …

We present the first analysis of Fisher markets with buyers that have budget-additive utility
functions. Budget-additive utilities are elementary concave functions with numerous …