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Game theory is central to the understanding of competitive interactions arising in many fields, from the social and physical sciences to economics. Recently, as the definition of information is generalized to include entangled quantum…

Concurrent multi-player mean-payoff games are important models for systems of agents with individual, non-dichotomous preferences. Whilst these games have been extensively studied in terms of their equilibria in non-cooperative settings,…

Computer Science and Game Theory · Computer Science 2023-11-28 Julian Gutierrez , Anthony W. Lin , Muhammad Najib , Thomas Steeples , Michael Wooldridge

In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…

Optimization and Control · Mathematics 2026-03-10 Zeng Fu , Jiashuo Jiang , Yuan Zhou

We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…

Optimization and Control · Mathematics 2023-07-31 Stefan Clarke , Gabriele Dragotto , Jaime Fernández Fisac , Bartolomeo Stellato

We initiate the study of how auction design affects the division of surplus among buyers. We propose a parsimonious measure for equity and apply it to the family of standard auctions for homogeneous goods. Our surplus-equitable mechanism is…

Theoretical Economics · Economics 2024-11-14 Simon Finster , Patrick Loiseau , Simon Mauras , Mathieu Molina , Bary Pradelski

Facility location games have been a topic of major interest in economics, operations research and computer science, starting from the seminal work by Hotelling. In the classical pure location Hotelling game businesses compete for maximizing…

Computer Science and Game Theory · Computer Science 2018-08-08 Omer Ben-Porat , Moshe Tennenholtz

Autonomous and learning agents increasingly participate in markets - setting prices, placing bids, ordering inventory. Such agents are not just aiming to optimize in an uncertain environment; they are making decisions in a game-theoretical…

Computer Science and Game Theory · Computer Science 2025-06-24 Martin Bichler , Julius Durmann , Matthias Oberlechner

A classic model to study strategic decision making in multi-agent systems is the normal-form game. This model can be generalised to allow for an infinite number of pure strategies leading to continuous games. Multi-objective normal-form…

Computer Science and Game Theory · Computer Science 2023-03-02 Willem Röpke , Carla Groenland , Roxana Rădulescu , Ann Nowé , Diederik M. Roijers

We study a Bayesian coordination game where agents receive private information on the game's payoff structure. In addition, agents receive private signals on each other's private information. We show that once agents possess these different…

Economics · Quantitative Finance 2015-01-06 Dominik Grafenhofer , Wolgang Kuhle

In this paper, we introduce an agent-based representation of games, in order to propose a compact representation for multi-party games in game theory. Our method is inspired by concepts in process theory and process algebra. In addition, we…

Computer Science and Game Theory · Computer Science 2021-10-28 Omid Gheibi , Rasoul Ramezanian

We consider the problem of maximizing portfolio value when an agent has a subjective view on asset value which differs from the traded market price. The agent's trades will have a price impact which affect the price at which the asset is…

Mathematical Finance · Quantitative Finance 2020-10-13 Ryan Donnelly , Matthew Lorig

Designing an incentive compatible auction that maximizes expected revenue is a central problem in Auction Design. While theoretical approaches to the problem have hit some limits, a recent research direction initiated by Duetting et al.…

Computer Science and Game Theory · Computer Science 2021-10-26 Jad Rahme , Samy Jelassi , S. Matthew Weinberg

This paper takes a game theoretical approach to open shop scheduling problems with unit execution times to minimize the sum of completion times. By supposing an initial schedule and associating each job (consisting in a number of…

Computer Science and Game Theory · Computer Science 2019-07-31 Ata Atay , Pedro Calleja , Sergio Soteras

In an all-pay auction, only one bidder wins but all bidders must pay the auctioneer. All-pay bidding games arise from attaching a similar bidding structure to traditional combinatorial games to determine which player moves next. In contrast…

Computer Science and Game Theory · Computer Science 2015-05-15 Michael Menz , Justin Wang , Jiyang Xie

Today's multiagent systems have grown too complex to rely on centralized controllers, prompting increasing interest in the design of distributed algorithms. In this respect, game theory has emerged as a valuable tool to complement more…

Systems and Control · Computer Science 2020-02-19 Rahul Chandan , Dario Paccagnan , Jason R. Marden

We study the efficiency of sequential first-price item auctions at (subgame perfect) equilibrium. This auction format has recently attracted much attention, with previous work establishing positive results for unit-demand valuations and…

Computer Science and Game Theory · Computer Science 2013-09-11 Michal Feldman , Brendan Lucier , Vasilis Syrgkanis

In the standard formulation of mechanism design, a key assumption is that the designer has reliable information and technology to determine a prior distribution on types of the agents. In the meanwhile, as pointed out by the Wilson's…

Computer Science and Game Theory · Computer Science 2016-07-20 Pingzhong Tang , Yulong Zeng

Stakeholders in research and scientific publishing are gradually joining the Open-Access (OA) movement, which is gaining momentum to become nowadays at the heart of scientific policies in high-income countries. The rise of OA generates…

General Economics · Economics 2021-12-10 Abdelghani Maddi

We study a model of auction design where a seller is selling a set of objects to a set of agents who can be assigned no more than one object. Each agent's preference over (object, payment) pair need not be quasilinear. If the domain…

Theoretical Economics · Economics 2026-02-20 Tomoya Kazumura , Debasis Mishra , Shigehiro Serizawa

This paper develops algorithms to solve strong-substitutes product-mix auctions. That is, it finds competitive equilibrium prices and quantities for agents who use this auction's bidding language to truthfully express their…

Computer Science and Game Theory · Computer Science 2023-07-11 Elizabeth Baldwin , Paul W. Goldberg , Paul Klemperer , Edwin Lock
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