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We study the social efficiency of several well-known mechanisms for the allocation of a set of available (advertising) positions to a set of competing budget-constrained users (advertisers). Specifically, we focus on the Generalized Second…

Computer Science and Game Theory · Computer Science 2018-11-27 Alexandros A. Voudouris

A general method for accelerating fixed point schemes for problems related to partial differential equations is presented in this article. The speedup is obtained by training a reduced-order model on-the-fly, removing the need to do an…

Numerical Analysis · Mathematics 2025-12-01 Philippe-André Luneau , Jean Deteix

Market equilibrium is one of the most fundamental solution concepts in economics and social optimization analysis. Existing works on market equilibrium computation primarily focus on settings with relatively few buyers. Motivated by this,…

Computer Science and Game Theory · Computer Science 2025-04-22 Yunxuan Ma , Yide Bian , Hao Xu , Weitao Yang , Jingshu Zhao , Zhijian Duan , Feng Wang , Xiaotie Deng

Most classical finite element schemes for the (Navier-)Stokes equations are neither pressure-robust, nor are they inf-sup stable on general anisotropic triangulations. A lack of pressure-robustness may lead to large velocity errors,…

Numerical Analysis · Mathematics 2021-01-28 Thomas Apel , Volker Kempf , Alexander Linke , Christian Merdon

In this paper we generalize Hardy-Rogers maps in the context of coupled fixed points. We generalizes with the help of the obtained main theorem some known results about existence and uniqueness of market equilibrium in duopoly markets. We…

Trading and Market Microstructure · Quantitative Finance 2021-10-05 S. Kabaivanov , V. Zhelinski , B. Zlatanov

Stability results for extremum seeking control in $\mathbb{R}^n$ have predominantly been restricted to local or, at best, semi-global practical stability. Extending semi-global stability results of extremum-seeking systems to unbounded sets…

Optimization and Control · Mathematics 2024-01-26 Mahmoud Abdelgalil , Jorge Poveda

We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…

Optimization and Control · Mathematics 2023-02-07 Michael I. Jordan , Tianyi Lin , Manolis Zampetakis

The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…

Optimization and Control · Mathematics 2017-10-17 Hao Jiang , Uday V. Shanbhag , Sean P. Meyn

Bilevel optimization, addressing challenges in hierarchical learning tasks, has gained significant interest in machine learning. The practical implementation of the gradient descent method to bilevel optimization encounters computational…

Machine Learning · Computer Science 2025-02-04 Sheng Fang , Yong-Jin Liu , Wei Yao , Chengming Yu , Jin Zhang

This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into the diffusion term of state equation. A verification theorem…

Optimization and Control · Mathematics 2022-11-28 Qi Huang , Jingtao Shi

We study generalized Nash equilibrium problems (GNEPs) such that objectives are polynomial functions, and each player's constraints are linear in their own strategy. For such GNEPs, the KKT sets can be represented as unions of simpler sets…

Optimization and Control · Mathematics 2024-05-30 Jiyoung Choi , Jiawang Nie , Xindong Tang , Suhan Zhong

Non-trivial analysis problems require posets with infinite ascending and descending chains. In order to compute reasonably precise post-fixpoints of the resulting systems of equations, Cousot and Cousot have suggested accelerated fixpoint…

Programming Languages · Computer Science 2015-03-04 Gianluca Amato , Francesca Scozzari , Helmut Seidl , Kalmer Apinis , Vesal Vojdani

This paper examines whether widely used online learning algorithms in pricing can independently reach competitive outcomes or instead foster tacit collusion. This issue has drawn considerable attention from competition regulators as…

Computer Science and Game Theory · Computer Science 2025-11-25 Martin Bichler , Julius Durmann , Matthias Oberlechner

This paper addresses the challenge of proving the existence of solutions for nonlinear equations in Banach spaces, focusing on the Navier-Stokes equations and discretizations of thom. Traditional methods, such as monotonicity-based…

Numerical Analysis · Mathematics 2025-07-23 Roland Becker , Malte Braack

We model a system of n asymmetric firms selling a homogeneous good in a common market through a pay-as-bid auction. Every producer chooses as its strategy a supply function returning the quantity S(p) that it is willing to sell at a minimum…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Martina Vanelli , Giacomo Como , Fabio Fagnani

The equilibrium selection problem in the variational Generalized Nash Equilibrium Problem (v-GNEP) has been reported as an optimization problem defined over the solution set of v-GNEP, called in this paper the lower-level v-GNEP. However,…

Optimization and Control · Mathematics 2025-08-19 Shota Matsuo , Keita Kume , Isao Yamada

We propose an efficient algorithm for finding first-order Nash equilibria in min-max problems of the form $\min_{x \in X}\max_{y\in Y} F(x,y)$, where the objective function is smooth in both variables and concave with respect to $y$; the…

Optimization and Control · Mathematics 2021-05-04 Dmitrii M. Ostrovskii , Andrew Lowy , Meisam Razaviyayn

This paper investigates energy-minimization finite-element approaches for the computation of nematic liquid crystal equilibrium configurations. We compare the performance of these methods when the necessary unit-length constraint is…

Numerical Analysis · Mathematics 2014-12-31 J. H. Adler , D. B. Emerson , S. P. MacLachlan , T. A. Manteuffel

In recent years, machine learning (ML) and neural networks (NNs) have gained widespread use and attention across various domains, particularly in transportation for achieving autonomy, including the emergence of flying taxis for urban air…

Machine Learning · Computer Science 2024-01-17 Fabien Geyer , Johannes Freitag , Tobias Schulz , Sascha Uhrig

This paper explores the gain maximization problem of two nations engaging in non-cooperative bilateral trade. Probabilistic model of an exchange of commodities under different price systems is considered. Volume of commodities exchanged…

Theoretical Economics · Economics 2020-01-09 Tsotne Kutalia , Revaz Tevzadze