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A central question in multi-agent strategic games deals with learning the underlying utilities driving the agents' behaviour. Motivated by the increasing availability of large data-sets, we develop an unifying data-driven technique to…

Optimization and Control · Mathematics 2024-05-27 Anna M. Maddux , Nicolò Pagan , Giuseppe Belgioioso , Florian Dörfler

Information in the form of data, which can be stored and transferred between users, can be viewed as an intangible commodity, which can be traded in exchange for money. Determining the fair price at which a string of data should be traded…

Statistical Mechanics · Physics 2024-09-11 Luca Gamberi , Alessia Annibale , Pierpaolo Vivo

We study the price of anarchy of the first-price auction in the autobidding world, where bidders can be either utility maximizers (i.e., traditional bidders) or value maximizers (i.e., autobidders). We show that with autobidders only, the…

Computer Science and Game Theory · Computer Science 2022-08-24 Yuan Deng , Jieming Mao , Vahab Mirrokni , Hanrui Zhang , Song Zuo

The price of anarchy (PoA) is a popular metric for analyzing the inefficiency of self-interested decision making. Although its study is widespread, characterizing the PoA can be challenging. A commonly employed approach is based on the…

Computer Science and Game Theory · Computer Science 2021-05-26 Rahul Chandan , Dario Paccagnan , Jason R. Marden

We study a market for private data in which a data analyst publicly releases a statistic over a database of private information. Individuals that own the data incur a cost for their loss of privacy proportional to the differential privacy…

Computer Science and Game Theory · Computer Science 2012-10-01 Pranav Dandekar , Nadia Fawaz , Stratis Ioannidis

Equilibria in auctions can be very difficult to analyze, beyond the symmetric environments where revenue equivalence renders the analysis straightforward. This paper takes a robust approach to evaluating the equilibria of auctions. Rather…

Computer Science and Game Theory · Computer Science 2023-10-06 Jason Hartline , Darrell Hoy , Samuel Taggart

We determine the amount of information contained in a time series of price returns at a given time scale, by using a widespread tool of the information theory, namely the Shannon entropy, applied to a symbolic representation of this time…

Statistical Finance · Quantitative Finance 2022-08-26 Xavier Brouty , Matthieu Garcin

In this paper we consider strategic cost sharing games with so-called arbitrary sharing based on various combinatorial optimization problems, such as vertex and set cover, facility location, and network design problems. We concentrate on…

Computer Science and Game Theory · Computer Science 2010-03-17 Martin Hoefer

We consider network contribution games, where each agent in a social network has a budget of effort that he can contribute to different collaborative projects or relationships. Depending on the contribution of the involved agents a…

Computer Science and Game Theory · Computer Science 2012-04-27 Elliot Anshelevich , Martin Hoefer

This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…

Machine Learning · Computer Science 2017-11-08 Adith Swaminathan , Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudík , John Langford , Damien Jose , Imed Zitouni

We study the efficiency of mechanisms for allocating a divisible resource. Given scalar signals submitted by all users, such a mechanism decides the fraction of the resource that each user will receive and a payment that will be collected…

Computer Science and Game Theory · Computer Science 2020-02-21 Ioannis Caragiannis , Alexandros A. Voudouris

The modernization of the power system introduces technologies that may improve the system's efficiency by enhancing the capabilities of users. Despite their potential benefits, such technologies can have a negative impact. This subject has…

Computer Science and Game Theory · Computer Science 2019-06-28 Carlos Barreto , Eduardo Mojica-Nava , Nicanor Quijano

The emergence of new communication technologies allows us to expand our understanding of distributed control and consider collaborative decision-making paradigms. With collaborative algorithms, certain local decision-making entities (or…

Computer Science and Game Theory · Computer Science 2023-08-17 Bryce L. Ferguson , Dario Paccagnan , Bary S. R. Pradelski , Jason R. Marden

High performance machine learning models have become highly dependent on the availability of large quantity and quality of training data. To achieve this, various central agencies such as the government have suggested for different data…

Machine Learning · Computer Science 2019-11-27 Zhiliang Chen

Studying the impact of cooperation in strategic settings is one of the cornerstones of algorithmic game theory. Intuitively, allowing more cooperation yields equilibria that are more beneficial for the society of agents. However, for many…

Computer Science and Game Theory · Computer Science 2025-10-02 Hans Gawendowicz , Pascal Lenzner , Lukas Weyand

In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…

Computer Science and Game Theory · Computer Science 2025-09-04 Guangzheng Zhong , Yang Liu , Jiming Liu

Since the 1960s, the question whether markets are efficient or not is controversially discussed. One reason for the difficulty to overcome the controversy is the lack of a universal, but also precise, quantitative definition of efficiency…

General Finance · Quantitative Finance 2018-12-10 Roland Rothenstein

Price of anarchy quantifies the degradation of social welfare in games due to the lack of a centralized authority that can enforce the optimal outcome. At its antipodes, mechanism design studies how to ameliorate these effects by…

Computer Science and Game Theory · Computer Science 2018-02-27 Kurtuluş Gemici , Elias Koutsoupias , Barnabé Monnot , Christos Papadimitriou , Georgios Piliouras

We study the price of anarchy of the generalized second-price auction where bidders are value maximizers (i.e., autobidders). We show that in general the price of anarchy can be as bad as $0$. For comparison, the price of anarchy of running…

Computer Science and Game Theory · Computer Science 2023-10-06 Yuan Deng , Mohammad Mahdian , Jieming Mao , Vahab Mirrokni , Hanrui Zhang , Song Zuo

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
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