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We develop a hierarchical Bayesian dynamic game for competitive inventory and pricing under incomplete information. Two firms repeatedly choose order quantities and prices while facing two layers of uncertainty: unknown market demand and…

Methodology · Statistics 2026-03-09 Debashis Chatterjee

An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the…

Theoretical Economics · Economics 2020-08-27 Alex Suzdaltsev

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

We study information design in multi-agent systems (MAS) with binary actions and strategic complementarities, where an external designer influences behavior only through signals. Agents play the smallest-equilibrium of the induced Bayesian…

Computer Science and Game Theory · Computer Science 2026-02-27 Farzaneh Farhadi , Maria Chli

We consider the problem of designing incentive-compatible, ex-post individually rational (IR) mechanisms for covering problems in the Bayesian setting, where players' types are drawn from an underlying distribution and may be correlated,…

Computer Science and Game Theory · Computer Science 2016-09-30 Hadi Minooei , Chaitanya Swamy

Games with continuous strategy sets arise in several machine learning problems (e.g. adversarial learning). For such games, simple no-regret learning algorithms exist in several cases and ensure convergence to coarse correlated equilibria…

Computer Science and Game Theory · Computer Science 2019-03-05 Pier Giuseppe Sessa , Maryam Kamgarpour , Andreas Krause

This paper investigates reverse auctions that involve continuous values of different types of goods, general nonconvex constraints, and second stage costs. We seek to design the payment rules and conditions under which coalitions of…

Computer Science and Game Theory · Computer Science 2021-07-14 Orcun Karaca , Pier Giuseppe Sessa , Neil Walton , Maryam Kamgarpour

We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…

Computer Science and Game Theory · Computer Science 2026-05-28 Bharat Gangwani , Arunesh Sinha

The goal of an auction is to determine commodity prices such that all participants are perfectly happy. Such a solution is called a competitive equilibrium and does not exist in general. For this reason we are interested in solutions which…

Optimization and Control · Mathematics 2013-09-04 Johannes C. Müller

The family of Groves mechanisms, which includes the well-known VCG mechanism (also known as the Clarke mechanism), is a family of efficient and strategy-proof mechanisms. Unfortunately, the Groves mechanisms are generally not budget…

Computer Science and Game Theory · Computer Science 2013-01-07 Mingyu Guo , Evangelos Markakis , Krzysztof R. Apt , Vincent Conitzer

We study efficiency and budget balance for designing mechanisms in general quasi-linear domains. Green and Laffont (1979) proved that one cannot generically achieve both. We consider strategyproof budget-balanced mechanisms that are…

Computer Science and Game Theory · Computer Science 2017-03-09 Swaprava Nath , Tuomas Sandholm

We provide a characterization of revenue-optimal dynamic mechanisms in settings where a monopolist sells k items over k periods to a buyer who realizes his value for item i in the beginning of period i. We require that the mechanism…

Computer Science and Game Theory · Computer Science 2016-07-06 Itai Ashlagi , Constantinos Daskalakis , Nima Haghpanah

The Competition Complexity of an auction setting refers to the number of additional bidders necessary in order for the (deterministic, prior-independent, dominant strategy truthful) Vickrey-Clarke-Groves mechanism to achieve greater revenue…

Computer Science and Game Theory · Computer Science 2018-12-06 Hedyeh Beyhaghi , S. Matthew Weinberg

We study collusion in a second-price auction with two bidders in a dynamic environment. One bidder can make a take-it-or-leave-it collusion proposal, which consists of both an offer and a request of bribes, to the opponent. We show that…

Theoretical Economics · Economics 2021-05-31 Jingfeng Lu , Zongwei Lu , Christian Riis

Diverse optimization algorithms correctly identify, in finite time, intrinsic constraints that must be active at optimality. Analogous behavior extends beyond optimization to systems involving partly smooth operators, and in particular to…

Optimization and Control · Mathematics 2019-02-05 Adrian S. Lewis , Calvin Wylie

In this paper, we study sequential auctions with two budget constrained bidders and any number of identical items. All prior results on such auctions consider only two items. We construct a canonical outcome of the auction that is the only…

Computer Science and Game Theory · Computer Science 2012-09-11 Zhiyi Huang , Nikhil R. Devanur , David Malec

We study assignment games in which jobs select machines, and in which certain pairs of jobs may conflict, which is to say they may incur an additional cost when they are both assigned to the same machine, beyond that associated with the…

Computer Science and Game Theory · Computer Science 2014-02-11 Elliot Anshelevich , John Postl , Tom Wexler

We introduce a combinatorial variant of the cost sharing problem: several services can be provided to each player and each player values every combination of services differently. A publicly known cost function specifies the cost of…

Computer Science and Game Theory · Computer Science 2017-04-28 Shahar Dobzinski , Shahar Ovadia

We introduce the notion of Local Computation Mechanism Design - designing game theoretic mechanisms which run in polylogarithmic time and space. Local computation mechanisms reply to each query in polylogarithmic time and space, and the…

Computer Science and Game Theory · Computer Science 2014-06-10 Avinatan Hassidim , Yishay Mansour , Shai Vardi

In the quest for market mechanisms that are easy to implement, yet close to optimal, few seem as viable as posted pricing. Despite the growing body of impressive results, the performance of most posted price mechanisms however, rely…

Computer Science and Game Theory · Computer Science 2016-09-23 Shreyas Sekar