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Econometric inference allows an analyst to back out the values of agents in a mechanism from the rules of the mechanism and bids of the agents. This paper gives an algorithm to solve the problem of inferring the values of agents in a…

Computer Science and Game Theory · Computer Science 2020-03-31 Jason Hartline , Aleck Johnsen , Denis Nekipelov , Zihe Wang

This paper investigates equilibrium computation and the price of anarchy for Bayesian games, which are the fundamental models of games with incomplete information. In normal-form games with complete information, it is known that efficiently…

Computer Science and Game Theory · Computer Science 2025-07-01 Kaito Fujii

We introduce a new class of games, called social contribution games (SCGs), where each player's individual cost is equal to the cost he induces on society because of his presence. Our results reveal that SCGs constitute useful abstractions…

Computer Science and Game Theory · Computer Science 2013-08-13 Mona Rahn , Guido Schäfer

Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discovery of the causes that lie behind a poor trading…

Trading and Market Microstructure · Quantitative Finance 2013-03-04 Robert Azencott , Arjun Beri , Yutheeka Gadhyan , Nicolas Joseph , Charles-Albert Lehalle , Matthew Rowley

In this paper, we introduce an improved upper bound for the efficiency of Nash equilibria in utilitarian scheduling games on related machines. The machines have varying speeds and adhere to the Shortest Processing Time (SPT) policy as the…

Computer Science and Game Theory · Computer Science 2024-01-12 Andre Berger , Arman Rouhani , Marc Schröder

Optimal behavior in (competitive) situation is traditionally determined with the help of utility functions that measure the payoff of different actions. Given an ordering on the space of revenues (payoffs), the classical axiomatic approach…

General Economics · Economics 2020-04-27 Stefan Rass

Game theory has been increasingly applied in settings where the game is not known outright, but has to be estimated by sampling. For example, meta-games that arise in multi-agent evaluation can only be accessed by running a succession of…

Multiagent Systems · Computer Science 2021-01-25 Tabish Rashid , Cheng Zhang , Kamil Ciosek

This paper studies the performance of Mobile Ad hoc Networks (MANETs) when the nodes, that form a Poisson point process, selfishly choose their Medium Access Probability (MAP). We consider goodput and delay as the performance metric that…

Computer Science and Game Theory · Computer Science 2012-01-06 Manjesh Kumar Hanawal , Eitan Altman , Francois Baccelli

We present a new data-driven model of fairness that, unlike existing static definitions of individual or group fairness is guided by the unfairness complaints received by the system. Our model supports multiple fairness criteria and takes…

Machine Learning · Computer Science 2020-08-24 Pranjal Awasthi , Corinna Cortes , Yishay Mansour , Mehryar Mohri

In recent years, the growing adoption of autobidding has motivated the study of auction design with value-maximizing auto-bidders. It is known that under mild assumptions, uniform bid-scaling is an optimal bidding strategy in truthful…

Computer Science and Game Theory · Computer Science 2023-11-20 Yuan Deng , Jieming Mao , Vahab Mirrokni , Yifeng Teng , Song Zuo

In contrast to the classic formulation of partial monitoring, linear partial monitoring can model infinite outcome spaces, while imposing a linear structure on both the losses and the observations. This setting can be viewed as a…

Machine Learning · Computer Science 2026-01-15 Federico Di Gennaro , Khaled Eldowa , Nicolò Cesa-Bianchi

The Keynesian Beauty Contest is a classical game in which strategic agents seek to both accurately guess the true state of the world as well as the average action of all agents. We study an augmentation of this game where agents are…

Computer Science and Game Theory · Computer Science 2019-05-03 Hadi Elzayn , Zachary Schutzman

A fundamental component of the game theoretic approach to distributed control is the design of local utility functions.Relative to resource allocation problems that are additive over the resources, Part I showed how to design local…

Computer Science and Game Theory · Computer Science 2021-01-14 Dario Paccagnan , Jason R. Marden

The congestion pricing is an efficient allocation approach to mediate demand and supply of network resources. Different from the previous pricing using Affine Marginal Cost (AMC), we focus on studying the game between network coding and…

Networking and Internet Architecture · Computer Science 2011-10-20 Wang Gang , Dai Xia

At the ultra high frequency level, the notion of price of an asset is very ambiguous. Indeed, many different prices can be defined (last traded price, best bid price, mid price,...). Thus, in practice, market participants face the problem…

Trading and Market Microstructure · Quantitative Finance 2013-04-15 Sylvain Delattre , Christian Y. Robert , Mathieu Rosenbaum

Given a sample of bids from independent auctions, this paper examines the question of inference on auction fundamentals (e.g. valuation distributions, welfare measures) under weak assumptions on information structure. The question is…

Econometrics · Economics 2018-03-20 Vasilis Syrgkanis , Elie Tamer , Juba Ziani

Although behavioral economics has demonstrated that there are many situations where rational choice is a poor empirical model, it has so far failed to provide quantitative models of economic problems such as price formation. We make a step…

Physics and Society · Physics 2008-12-02 Szabolcs Mike , J. Doyne Farmer

We study {\em bottleneck routing games} where the social cost is determined by the worst congestion on any edge in the network. In the literature, bottleneck games assume player utility costs determined by the worst congested edge in their…

Computer Science and Game Theory · Computer Science 2015-05-18 Rajgopal Kannan , Costas Busch

We consider the problem of online allocation subject to a long-term fairness penalty. Contrary to existing works, however, we do not assume that the decision-maker observes the protected attributes -- which is often unrealistic in practice.…

Machine Learning · Computer Science 2023-12-05 Mathieu Molina , Nicolas Gast , Patrick Loiseau , Vianney Perchet

Pricing decisions of companies require an understanding of the causal effect of a price change on the demand. When real-life pricing experiments are infeasible, data-driven decision-making must be based on alternative data sources such as…

Applications · Statistics 2024-07-03 Lauri Valkonen , Santtu Tikka , Jouni Helske , Juha Karvanen
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