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In this paper we deal with linear production situations in which there is a limited common-pool resource, managed by an external agent. The profit that a producer, or a group of producers, can attain depends on the amount of common-pool…

Optimization and Control · Mathematics 2019-12-09 Elisabeth Gutierrez , Natividad Llorca , Joaquin Sanchez-Soriano , Manuel Mosquera

We study competitive resource allocation problems in which players distribute their demands integrally on a set of resources subject to player-specific submodular capacity constraints. Each player has to pay for each unit of demand a cost…

Computer Science and Game Theory · Computer Science 2014-07-30 Tobias Harks , Max Klimm , Britta Peis

We propose a two-layer stochastic game model to study reinsurance contracting and competition in a market with one insurer and two competing reinsurers. The insurer negotiates with both reinsurers simultaneously for proportional reinsurance…

Mathematical Finance · Quantitative Finance 2024-09-23 Zongxia Liang , Yi Xia , Bin Zou

Nash equilibrium is a common solution concept that captures strategic interaction in electricity market analysis. However, it requires a fundamental but impractical assumption that all market participants are fully rational, implying…

Computer Science and Game Theory · Computer Science 2024-07-15 Lihui Yi , Ermin Wei

We explore stability and fairness considerations in decentralized networked markets with bilateral contracts, building on the trading networks framework [Hatfield et al., 2013]. In our trading network game, we show that a well-defined…

Theoretical Economics · Economics 2026-02-25 Simon Finster , Paul W. Goldberg , Edwin Lock , Matilde Tullii

This work is concerned with the application of game theoretic principles to model competition between demand response aggregators for selling excess energy stored in electrochemical storage devices directly to other aggregators in a power…

Systems and Control · Computer Science 2016-12-05 Mahdi Motalleb , Reza Ghorbani

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…

Optimization and Control · Mathematics 2010-08-24 Michael Ludkovski

Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…

Theoretical Economics · Economics 2024-09-05 Zhang Xu , Wei Zhao

We consider the process of bidding by electricity suppliers in a day-ahead market context where each supplier bids a linear non-decreasing function of her generating capacity with the goal of maximizing her individual profit given other…

Optimization and Control · Mathematics 2018-11-16 Ruidi Chen , Ioannis Ch. Paschalidis , Michael C. Caramanis , Panagiotis Andrianesis

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

Computer Science and Game Theory · Computer Science 2020-04-10 Farzad Salehisadaghiani , Lacra Pavel

We study a game between two firms in which each provide a service based on machine learning. The firms are presented with the opportunity to purchase a new corpus of data, which will allow them to potentially improve the quality of their…

Computer Science and Game Theory · Computer Science 2019-05-24 Jinshuo Dong , Hadi Elzayn , Shahin Jabbari , Michael Kearns , Zachary Schutzman

We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in…

Computer Science and Game Theory · Computer Science 2021-07-23 Panagiotis Kanellopoulos , Maria Kyropoulou , Hao Zhou

We consider the scenario where $N$ utilities strategically bid for electricity in the day-ahead market and balance the mismatch between the committed supply and actual demand in the real-time market, with uncertainty in demand and local…

Systems and Control · Electrical Eng. & Systems 2021-09-15 Tianyu Zhao , Hanling Yi , Minghua Chen , Chenye Wu , Yunjian Xu

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

Many applications of RCTs involve the presence of multiple treatment administrators -- from field experiments to online advertising -- that compete for the subjects' attention. In the face of competition, estimating a causal effect becomes…

Computer Science and Game Theory · Computer Science 2024-06-06 Ana-Andreea Stoica , Vivian Y. Nastl , Moritz Hardt

Data heterogeneity across multiple sources is common in real-world machine learning (ML) settings. Although many methods focus on enabling a single model to handle diverse data, real-world markets often comprise multiple competing ML…

Computer Science and Game Theory · Computer Science 2025-05-13 Renzhe Xu , Kang Wang , Bo Li

The all-pay auction, a classic competitive model, is widely applied in scenarios such as political elections, sports competitions, and research and development, where all participants pay their bids regardless of winning or losing. However,…

Theoretical Economics · Economics 2025-07-24 Yan Liu , Ying Qin , Zihe Wang

We investigate the effects of competition in a problem of resource extraction from a common source with diffusive dynamics. In the symmetric version with identical extraction rates we prove the existence of a Nash equilibrium where the…

Optimization and Control · Mathematics 2021-06-10 Erik Ekström , Kristoffer Lindensjö

We study bargaining games between suppliers and manufacturers in a network context. Agents wish to enter into contracts in order to generate surplus which then must be divided among the participants. Potential contracts and their surplus…

Computer Science and Game Theory · Computer Science 2015-03-14 MohammadHossein Bateni , MohammadTaghi Hajiaghayi , Nicole Immorlica , Hamid Mahini