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The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…

Logic in Computer Science · Computer Science 2020-08-14 Julian Gutierrez , Aniello Murano , Giuseppe Perelli , Sasha Rubin , Thomas Steeples , Michael Wooldridge

This paper studies the relations between agent performances and their intellective abilities in mix-games in which there are two groups of agents: one group plays a minority game, and the other plays a majority game. These two groups have…

Physics and Society · Physics 2007-05-23 Chengling Gou

While auction theory views bids and valuations as continuous variables, real-world auctions are necessarily discrete. In this paper, we use a combination of analytical and computational methods to investigate whether incorporating…

Theoretical Economics · Economics 2022-08-17 Itzhak Rasooly , Carlos Gavidia-Calderon

In the literature on game-theoretic equilibrium finding, focus has mainly been on solving a single game in isolation. In practice, however, strategic interactions -- ranging from routing problems to online advertising auctions -- evolve…

Computer Science and Game Theory · Computer Science 2023-03-02 Keegan Harris , Ioannis Anagnostides , Gabriele Farina , Mikhail Khodak , Zhiwei Steven Wu , Tuomas Sandholm

We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agents are exponential utility maximizers…

Pricing of Securities · Quantitative Finance 2008-12-02 Michail Anthropelos , Gordan Zitkovic

Previous work on the competitive retrieval setting focused on a single-query setting: document authors manipulate their documents so as to improve their future ranking for a given query. We study a competitive setting where authors opt to…

Information Retrieval · Computer Science 2024-04-16 Haya Nachimovsky , Moshe Tennenholtz , Fiana Raiber , Oren Kurland

We study Bayesian coordination games where agents receive noisy private information over the game's payoffs, and over each others' actions. If private information over actions is of low quality, equilibrium uniqueness obtains in a manner…

General Economics · Economics 2021-11-23 Dominik Grafenhofer , Wolfgang Kuhle

In online advertising, search engines sell ad placements for keywords continuously through auctions. This problem can be seen as an infinitely repeated game since the auction is executed whenever a user performs a query with the keyword. As…

Computer Science and Game Theory · Computer Science 2022-01-25 Francesco Belardinelli , Wojtek Jamroga , Vadim Malvone , Munyque Mittelmann , Aniello Murano , Laurent Perrussel

We study the effect of interim feedback policies in a dynamic all-pay auction where two players bid over two stages to win a common-value prize. We show that sequential equilibrium outcomes are characterized by Cheapest Signal Equilibria,…

Theoretical Economics · Economics 2025-10-28 Sumit Goel , Yiqing Yan , Jeffrey Zeidel

This is the third paper in a series concerning the game-theoretic aspects of position-building while in competition. The first paper set forth foundations and laid out the essential goal, which is to minimize implementation costs in light…

Trading and Market Microstructure · Quantitative Finance 2024-10-29 Neil A. Chriss

We analyze different ways of pairing agents in a bipartite matching problem, with regard to its scaling properties and to the distribution of individual ``satisfactions''. Then we explore the role of partial information and bounded…

Statistical Mechanics · Physics 2009-11-10 Paolo Laureti , Yi-Cheng Zhang

When opposing parties compete for a prize, the sunk effort players exert during the conflict can affect the value of the winner's reward. These spillovers can have substantial influence on the equilibrium behavior of participants in…

Theoretical Economics · Economics 2023-02-07 Maria Betto , Matthew W. Thomas

In this paper, we introduce and study a class of games called price-coupling games that arise in many scenarios, especially in the electricity industry. In a price-coupling game, there is a part of the objective function of a player which…

Optimization and Control · Mathematics 2019-01-08 Mathew P. Abraham , Ankur A. Kulkarni

We model a procurement scenario in which two \textit{imperfect} bidders act simultaneously on behalf of a single buyer, a configuration common in display advertising and referred to as \textit{side-by-side bidding} but largely unexplored in…

Computer Science and Game Theory · Computer Science 2025-12-05 Benjamin Heymann

We consider a model of oligopolistic competition in a market with search frictions, in which competing firms with products of unknown quality advertise how much information a consumer's visit will glean. In the unique symmetric equilibrium…

Probability · Mathematics 2022-05-27 Pak Hung Au , Mark Whitmeyer

This article considers a mean field game model inspired by crowd motion models in which agents aim at reaching a given target set and wish to minimize a cost consisting of an individual running cost, an individual cost depending on the…

Optimization and Control · Mathematics 2026-02-20 Guilherme Mazanti , Laurent Pfeiffer , Saeed Sadeghi Arjmand

Fairness is desirable yet challenging to achieve within multi-agent systems, especially when agents differ in latent traits that affect their abilities. This hidden heterogeneity often leads to unequal distributions of wealth, even when…

Computer Science and Game Theory · Computer Science 2025-06-23 Jakub Tłuczek , Victor Villin , Christos Dimitrakakis

A group of players which contain n sellers and n buyers bargain over the partitions of n pies. A seller(/buyer) has to reach an agreement with a buyer (/seller) on the division of a pie. The players bargain in a system like the stock…

Computer Science and Game Theory · Computer Science 2016-10-10 Jiawei Li

We analyze, both analytically and numerically, the self-organization of a system of "selfish" adaptive agents playing an arbitrary iterated pairwise game (defined by a 2X2 payoff matrix). Examples of possible games to play are: the…

Physics and Society · Physics 2009-11-10 H. Fort , S. Viola

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson