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Related papers: Large Market Games with Near Optimal Efficiency

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We study the Price of Anarchy of mechanisms for the well-known problem of one-sided matching, or house allocation, with respect to the social welfare objective. We consider both ordinal mechanisms, where agents submit preference lists over…

Computer Science and Game Theory · Computer Science 2016-03-01 George Christodoulou , Aris Filos-Ratsikas , Soren Kristoffer Stiil Frederiksen , Paul W. Goldberg , Jie Zhang , Jinshan Zhang

We study the efficiency of simple combinatorial auctions for the allocation of a set of items to a set of agents, with private subadditive valuation functions and budget constraints. The class we consider includes all auctions that allocate…

Computer Science and Game Theory · Computer Science 2020-07-29 Alexandros A. Voudouris

We study a toy two-player game for periodic double auction markets to generate liquidity. The game has imperfect information, which allows us to link market spreads with signal strength. We characterize Nash equilibria in cases with or…

Trading and Market Microstructure · Quantitative Finance 2023-08-01 Joffrey Derchu , Dimitrios Kavvathas , Thibaut Mastrolia , Mathieu Rosenbaum

As electricity consumption grows, reducing peak demand--the maximum load on the grid--has become critical for preventing infrastructure strain and blackouts. Pricing mechanisms that incentivize consumers with flexible loads to shift…

Computer Science and Game Theory · Computer Science 2025-11-17 Vade Shah , Jason R. Marden

Market equilibria of matching markets offer an intuitive and fair solution for matching problems without money with agents who have preferences over the items. Such a matching market can be viewed as a variation of Fisher market, albeit…

Computer Science and Game Theory · Computer Science 2017-04-03 Saeed Alaei , Pooya Jalaly , Eva Tardos

Analysis of efficiency of outcomes in game theoretic settings has been a main item of study at the intersection of economics and computer science. The notion of the price of anarchy takes a worst-case stance to efficiency analysis,…

Computer Science and Game Theory · Computer Science 2017-07-05 Darrell Hoy , Denis Nekipelov , Vasilis Syrgkanis

Internet ad auctions have evolved from a few lines of text to richer informational layouts that include images, sitelinks, videos, etc. Ads in these new formats occupy varying amounts of space, and an advertiser can provide multiple…

Computer Science and Game Theory · Computer Science 2022-06-08 Gagan Aggarwal , Kshipra Bhawalkar , Aranyak Mehta , Divyarthi Mohan , Alexandros Psomas

In this paper, we examine in an abstract framework, how a tradeoff between efficiency and robustness arises in different dynamic oligopolistic market architectures. We consider a market in which there is a monopolistic resource provider and…

Systems and Control · Computer Science 2013-10-02 Qingqing Huang , Mardavij Roozbehani , Munther A Dahleh

Motivated by the problem of market power in electricity markets, we introduced in previous works a mechanism for simplified markets of two agents with linear cost. In standard procurement auctions, the market power resulting from the…

Theoretical Economics · Economics 2019-07-25 Benjamin Heymann , Alejandro Jofré

In selfish bin packing, each item is regarded as a selfish player, who aims to minimize the cost-share by choosing a bin it can fit in. To have a least number of bins used, cost-sharing rules play an important role. The currently best known…

Computer Science and Game Theory · Computer Science 2023-10-03 Changjun Wang , Guochuan Zhang

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

A double auction game with an infinite number of buyers and sellers is introduced. All sellers posses one unit of a good, all buyers desire to buy one unit. Each seller and each buyer has a private valuation of the good. The distribution of…

Computer Science and Game Theory · Computer Science 2012-10-23 Matthijs Ruijgrok

We investigate a traffic assignment problem on a transportation network, considering both the demands of individual drivers and of a large fleet controlled by a central operator (minimizing the fleet's average travel time). We formulate…

Computer Science and Game Theory · Computer Science 2025-07-02 Tommaso Toso , Francesca Parise , Paolo Frasca , Alain Y. Kibangou

Generalization of the minority game to more than one market is considered. At each time step every agent chooses one of its strategies and acts on the market related to this strategy. If the payoff function allows for strong fluctuation of…

Trading and Market Microstructure · Quantitative Finance 2011-05-12 Karol Wawrzyniak , Wojciech Wislicki

Traditional methods for computing equilibria in auctions become computationally intractable as auction complexity increases, particularly in multi-item and dynamic auctions. This paper introduces a self-play based reinforcement learning…

General Economics · Economics 2024-10-21 Pranjal Rawat

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…

Computer Science and Game Theory · Computer Science 2022-09-16 David Grimsman , Philip N. Brown , Jason R. Marden

Public goods are often either over-consumed in the absence of regulatory mechanisms, or remain completely unused, as in the Covid-19 pandemic, where social distance constraints are enforced to limit the number of people who can share public…

Computer Science and Game Theory · Computer Science 2021-05-25 Devansh Jalota , Qi Qi , Marco Pavone , Yinyu Ye

We study the efficiency of simple auctions in the presence of complements. [DMSW15] introduced the single-bid auction, and showed that it has a price of anarchy (PoA) of $O(\log m)$ for complement-free (i.e., subadditive) valuations. Prior…

Computer Science and Game Theory · Computer Science 2016-09-06 Michal Feldman , Ophir Friedler , Jamie Morgenstern , Guy Reiner

All-pay auctions, a common mechanism for various human and agent interactions, suffers, like many other mechanisms, from the possibility of players' failure to participate in the auction. We model such failures, and fully characterize…

Computer Science and Game Theory · Computer Science 2017-02-15 Yoad Lewenberg , Omer Lev , Yoram Bachrach , Jeffrey S. Rosenschein

The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…

Mathematical Finance · Quantitative Finance 2025-01-14 Paolo Barucca , Flaviano Morone