arXiv subjects

Georgios Kalantzis

Publications and source records attributed to Georgios Kalantzis.

7 recordsLinked to original sources

arXiv2026

Approximate Envy-Free Allocations up to any $k$ Goods

We study the problem of finding approximate envy-free allocations up to any $k$ goods ($\alpha$-EFkX), when agents have additive values over goods in a bundle. As our main result, we show that for any $k>2$, $\frac{k+1}{k+2}$-EFkX allocations exist for any number of agents, and can be computed in polynomial time, via an appropriate generalization of the 3PA algorithm of [Amanatidis et al., 2024]. An immediate corollary of this result is that $3/4$-EF2X allocations exist for any number of agents; in contrast, $2/3$-EFX allocations are only known to exist for up to 7 agents. We improve this latter result by devising an algorithm that achieves $2/3$-EFX for 8 agents. We also consider EFkX graph orientations; we prove that such orientations do not always exist, and that deciding their existence is NP-complete, thereby generalizing the corresponding result of [Christodoulou et., 2023] for $k=1$.

cs.GT↗

arXiv2026

Proportionality Degree in Participatory Budgeting

We initiate the study of the proportionality degree for participatory budgeting, with a particular focus on two popular methods: the Method of Equal Shares (MES) and Phragmen's Sequential Rule. Among other results, we derive tight bounds (up to small constant factors) on the proportionality degree of these two rules, which showcase that, despite MES satisfying stronger axiomatic guarantees, the two rules have the same proportionality degree from a quantitative perspective. We complement our theoretical findings with an extensive experimental evaluation on real-world participatory budgeting datasets, the results of which closely mirror those of our developed theory. Our experiments also provide more insights into the comparisons between the rules.

cs.GT↗

arXiv2026

The Distortion of Stable Matching

We initiate the study of distortion in stable matching. Concretely, we aim to design algorithms that have limited access to the agents' cardinal preferences and compute stable matchings of high quality with respect to some aggregate objective, e.g., the social welfare. Our first result is a strong impossibility: the classic Deferred Acceptance (DA) algorithm of Gale and Shapley [1962], as well as any deterministic algorithm that relies solely on ordinal information about the agents' preferences, has unbounded distortion. To circumvent this impossibility, we consider algorithms that either (a) use randomization or (b) perform a small number of value queries to the agents' cardinal preferences. In the former case, we prove that a simple randomized version of the DA algorithm achieves a distortion of $2$, and that this is optimal among all randomized stable matching algorithms. For the latter case, we prove that the same bound of $2$ can be achieved with only $1$ query per agent, and improving upon this bound requires $\Omega(\log n)$ queries per agent. We further show that this query bound is asymptotically optimal for any constant approximation: for any $\varepsilon >0$, there exists an algorithm which uses $O(\log n /\varepsilon^2)$ queries, and achieves a distortion of $1+\varepsilon$. Moreover, under natural structural restrictions on the instances of the problem, we provide improved upper bounds on the number of queries required for a $(1+\varepsilon)$-approximation. We complement our main findings above with theoretical and empirical results on the average-case performance of stable matching algorithms, when the preferences of the agents are drawn i.i.d. from a given distribution.

cs.GT↗

arXiv2026

Approximate-EFX Allocations with Ordinal and Limited Cardinal Information

We study a discrete fair division problem where $n$ agents have additive valuation functions over a set of $m$ goods. We focus on the well-known $\alpha$-EFX fairness criterion, according to which the envy of an agent for another agent is bounded multiplicatively by $\alpha$, after the removal of any good from the envied agent's bundle. The vast majority of the literature has studied $\alpha$-EFX allocations under the assumption that full knowledge of the valuation functions of the agents is available. Motivated by the established literature on the distortion in social choice, we instead consider $\alpha$-EFX algorithms that operate under limited information on these functions. In particular, we assume that the algorithm has access to the ordinal preference rankings, and is allowed to make a small number of queries to obtain further access to the underlying values of the agents for the goods. We show (near-optimal) tradeoffs between the values of $\alpha$ and the number of queries required to achieve those, with a particular focus on constant EFX approximations. We also consider two interesting special cases, namely instances with a constant number of agents, or with two possible values, and provide improved positive results.

cs.GT↗

arXiv2025

Selling an Item Among a Strategic Bidder and a Profiled Agent

We consider the fundamental scenario where a single item is to be sold to one of two agents. Both agents draw their valuation for the item from the same probability distribution. However, only one of them submits a bid to the mechanism. The other agent is profiled, i.e., the mechanism receives a prediction for her valuation, which can be true or false. Our goal is to design mechanisms for selling the item that make as much revenue as possible in cases of a correct or incorrect prediction. As a benchmark for proving our revenue-approximation guarantees, we use the maximum expected revenue that can be obtained by a strategic and an honest bidder. We study two mechanisms. The first one yields optimal revenue when the prediction is guaranteed to be correct and a constant revenue approximation when the prediction is incorrect, assuming that the agent valuations are drawn from a monotone hazard rate (MHR) distribution. The second mechanism ignores the prediction for the second agent and simulates the revenue-optimal mechanism when no bid information for the bidders is available. We prove, again assuming that valuations are drawn from MHR distributions, that this mechanism achieves a constant revenue approximation guarantee compared to our revenue benchmark. The MHR assumption is necessary; we show that there are non-MHR but regular probability distributions for which no constant approximation of our revenue benchmark is possible.

cs.GT↗

arXiv2025

Utilitarian Distortion with Predictions

We study the utilitarian distortion of social choice mechanisms under the recently proposed learning-augmented framework where some (possibly unreliable) predicted information about the preferences of the agents is given as input. In particular, we consider two fundamental social choice problems: single-winner voting and one-sided matching. In these settings, the ordinal preferences of the agents over the alternatives (either candidates or items) is known, and some prediction about their underlying cardinal values is also provided. The goal is to leverage the prediction to achieve improved distortion guarantees when it is accurate, while simultaneously still achieving reasonable worst-case bounds when it is not. This leads to the notions of consistency and robustness, and the quest to achieve the best possible tradeoffs between the two. We show tight tradeoffs between the consistency and robustness of ordinal mechanisms for single-winner voting and one-sided matching, for different levels of information provided by as prediction.

cs.GT↗

arXiv2024

Randomized learning-augmented auctions with revenue guarantees

We consider the fundamental problem of designing a truthful single-item auction with the challenging objective of extracting a large fraction of the highest agent valuation as revenue. Following a recent trend in algorithm design, we assume that the agent valuations belong to a known interval, and a (possibly erroneous) prediction for the highest valuation is available. Then, auction design aims for high consistency and robustness, meaning that, for appropriate pairs of values $\gamma$ and $\rho$, the extracted revenue should be at least a $\gamma$- or $\rho$-fraction of the highest valuation when the prediction is correct for the input instance or not. We characterize all pairs of parameters $\gamma$ and $\rho$ so that a randomized $\gamma$-consistent and $\rho$-robust auction exists. Furthermore, for the setting in which robustness can be a function of the prediction error, we give sufficient and necessary conditions for the existence of robust auctions and present randomized auctions that extract a revenue that is only a polylogarithmic (in terms of the prediction error) factor away from the highest agent valuation.

cs.GT↗