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We study incentive-compatible mechanisms that maximize the Nash Social Welfare. Since traditional incentive-compatible mechanisms cannot maximize the Nash Social Welfare even approximately, we propose changing the traditional model.…
Decarbonization of power systems plays a crucial role in achieving carbon neutral goals across the globe, but there exists a sharp contradiction between the emission reduction and levelized generation cost. Therefore, it is of great…
Traditional studies of combinatorial auctions often only consider linear constraints (by which the demands for certain goods are limited by the corresponding supplies). The rise of smart grid presents a new class of auctions, characterized…
This paper aims to reduce the communication and computation costs of the Nash equilibrium seeking strategy for the $N$-coalition noncooperative games proposed in [1]. The objective is achieved in two manners: 1. An interference graph is…
We study partial information Nash equilibrium between a broker and an informed trader. In this setting, the informed trader, who possesses knowledge of a trading signal, trades multiple assets with the broker in a dealer market.…
Many economic transactions, including those of online markets, have a time lag between the start and end times of transactions. Customers need to wait for completion of their transaction (order fulfillment) and hence are also interested in…
We consider the problem of approximating Nash equilibria of $N$ functions $f_1,\dots, f_N$ of $N$ variables. In particular, we deduce conditions under which systems of the form $$ \dot u_j(t)=-\nabla_{x_j}f_j(u(t)) $$ $(j=1,\dots, N)$ are…
Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…
We study strategic games on weighted directed graphs, where the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy augmented by a fixed non-negative bonus for picking a given…
The problem of the distributed Nash equilibrium seeking for aggregative games has been studied over strongly connected and weight-balanced static networks and every time strongly connected and weight-balanced switching networks. In this…
Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…
In this paper, the problem of uplink (UL) and downlink (DL) resource optimization, mode selection and power allocation is studied for wireless cellular networks under the assumption of in-band full duplex (IBFD) base stations,…
Whether a PTAS (polynomial-time approximation scheme) exists for game equilibria has been an open question, and its absence has indications and consequences in three fields: the practicality of methods in algorithmic game theory,…
In the electricity market, it is quite common that the market participants make "selfish" strategies to harvest the maximum profits for themselves, which may cause the social benefit loss and impair the sustainability of the society in the…
In the Time-Windows Unsplittable Flow on a Path problem (twUFP) we are given a resource whose available amount changes over a given time interval (modeled as the edge-capacities of a given path $G$) and a collection of tasks. Each task is…
This paper develops a new methodology for studying continuous-time Nash equilibrium in a financial market with asymmetrically informed agents. This approach allows us to lift the restriction of risk neutrality imposed on market makers by…
Teaming is the process of establishing connections among agents within a system to enable collaboration toward achieving a collective goal. This paper examines teaming in the context of a network of agents learning to coordinate with…
Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…