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We study the complexity of computing Bayes-Nash equilibria in single-item first-price auctions. We present the first efficient algorithms for the problem, when the bidders' values for the item are independently drawn from the same…

Computer Science and Game Theory · Computer Science 2026-03-26 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

We study mechanisms for selling a single item when buyers have private costs for participating in the mechanism. An agent's participation cost can also be interpreted as an outside option value that she must forego to participate. This…

Computer Science and Game Theory · Computer Science 2023-11-07 Yannai A. Gonczarowski , Nicole Immorlica , Yingkai Li , Brendan Lucier

We consider a routing game among non-atomic agents where link latency functions are conditional on an uncertain state of the network. The agents have the same prior belief about the state, but only a fixed fraction receive private route…

Computer Science and Game Theory · Computer Science 2021-08-31 Yixian Zhu , Ketan Savla

We introduce the theoretical study of a Platform Equilibrium in a market with unit-demand buyers and unit-supply sellers. Each seller can join a platform and transact with any buyer or remain off-platform and transact with a subset of…

Computer Science and Game Theory · Computer Science 2024-06-24 Alon Eden , Gary Qiurui Ma , David C. Parkes

We study revenue optimization pricing algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation. We show that, in the case when both the seller and the buyer…

Computer Science and Game Theory · Computer Science 2018-05-08 Arsenii Vanunts , Alexey Drutsa

We study two stylized, multi-agent models aimed at investing a limited, indivisible resource in public transportation. In the first model, we face the decision of which potential stops to open along a (e.g., bus) path, given agents' travel…

Computer Science and Game Theory · Computer Science 2026-02-04 Martin Bullinger , Edith Elkind , Kassian Köck

We study the problem of allocating $T$ sequentially arriving items among $n$ homogeneous agents under the constraint that each agent must receive a pre-specified fraction of all items, with the objective of maximizing the agents' total…

Computer Science and Game Theory · Computer Science 2022-09-27 Steven Yin , Shipra Agrawal , Assaf Zeevi

To make decisions we are guided by the evidence we collect, as well as the opinions of friends and neighbors. How do we integrate our private beliefs with information we obtain from our social network? To understand the strategies humans…

Physics and Society · Physics 2020-03-04 Bhargav Karamched , Simon Stolarczyk , Zachary Kilpatrick , Krešimir Josić

We formulate an equilibrium model of intraday trading in electricity markets. Agents face balancing constraints between their customers consumption plus intraday sales and their production plus intraday purchases. They have continuously…

Computational Finance · Quantitative Finance 2020-10-20 René Aid , Andrea Cosso , Huyên Pham

Bidding in simultaneous auctions is challenging because an agent's value for a good in one auction may depend on the uncertain outcome of other auctions: the so-called exposure problem. Given the gap in understanding of general simultaneous…

Computer Science and Game Theory · Computer Science 2012-10-19 Michael P. Wellman , Eric Sodomka , Amy Greenwald

In the multi-unit pricing problem, multiple units of a single item are for sale. A buyer's valuation for $n$ units of the item is $v \min \{ n, d\} $, where the per unit valuation $v$ and the capacity $d$ are private information of the…

Computer Science and Game Theory · Computer Science 2017-04-18 Nikhil R. Devanur , Nima Haghpanah , Christos-Alexandros Psomas

We consider the problem of estimating the possibly non-convex cost of an agent by observing its interactions with a nonlinear, non-stationary and stochastic environment. For this inverse problem, we give a result that allows to estimate the…

Optimization and Control · Mathematics 2023-07-24 Émiland Garrabé , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

We study an abstract optimal auction problem for a single good or service. This problem includes environments where agents have budgets, risk preferences, or multi-dimensional preferences over several possible configurations of the good…

Computer Science and Game Theory · Computer Science 2012-03-23 Saeed Alaei , Hu Fu , Nima Haghpanah , Jason Hartline , Azarakhsh Malekian

The paper designs revenue-maximizing auction mechanisms for agents who aim to maximize their total obtained values rather than the classical quasi-linear utilities. Several models have been proposed to capture the behaviors of such agents…

Computer Science and Game Theory · Computer Science 2023-07-11 Pinyan Lu , Chenyang Xu , Ruilong Zhang

The maximization of Nash welfare, which equals the geometric mean of agents' utilities, is widely studied because it balances efficiency and fairness in resource allocation problems. Banerjee, Gkatzelis, Gorokh, and Jin (2022) recently…

Data Structures and Algorithms · Computer Science 2024-11-11 Zhiyi Huang , Minming Li , Xinkai Shu , Tianze Wei

We introduce the Funding Game, in which $m$ identical resources are to be allocated among $n$ selfish agents. Each agent requests a number of resources $x_i$ and reports a valuation $\tilde{v}_i(x_i)$, which verifiably {\em lower}-bounds…

Computer Science and Game Theory · Computer Science 2012-11-16 Amotz Bar-Noy , Yi Gai , Matthew P. Johnson , Bhaskar Krishnamachari , George Rabanca

In non-truthful auctions, agents' utility for a strategy depends on the strategies of the opponents and also the prior distribution over their private types; the set of Bayes Nash equilibria generally has an intricate dependence on the…

Computer Science and Game Theory · Computer Science 2022-11-02 Hu Fu , Tao Lin

We consider a social planner faced with a stream of myopic selfish agents. The goal of the social planner is to maximize the social welfare, however, it is limited to using only information asymmetry (regarding previous outcomes) and cannot…

Computer Science and Game Theory · Computer Science 2019-05-15 Lee Cohen , Yishay Mansour

In this paper, we study a strategic model of marketing and product consumption in social networks. We consider two competing firms in a market providing two substitutable products with preset qualities. Agents choose their consumptions…

Social and Information Networks · Computer Science 2014-04-08 Arastoo Fazeli , Amir Ajorlou , Ali Jadbabaie

If you recommend a product to me and I buy it, how much should you be paid by the seller? And if your sole interest is to maximize the amount paid to you by the seller for a sequence of recommendations, how should you recommend optimally if…

Computer Science and Game Theory · Computer Science 2009-11-10 Paul Dütting , Monika Henzinger , Ingmar Weber