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We design a simple ascending-price algorithm to compute a $(1+\varepsilon)$-approximate equilibrium in Arrow-Debreu exchange markets with weak gross substitute (WGS) property, which runs in time polynomial in market parameters and $\log…

Computer Science and Game Theory · Computer Science 2016-05-31 Xiaohui Bei , Jugal Garg , Martin Hoefer

We show an auction-based algorithm to compute market equilibrium prices in a production model, where consumers purchase items under separable nonlinear utility concave functions which satisfy W.G.S(Weak Gross Substitutes); producers produce…

Computer Science and Game Theory · Computer Science 2016-11-26 Junghwan Shin , Sanjiv Kapoor

We present a strongly polynomial algorithm for computing an equilibrium in Arrow-Debreu exchange markets with linear utilities. Our algorithm is based on a variant of the weakly-polynomial Duan-Mehlhorn (DM) algorithm. We use the DM…

Data Structures and Algorithms · Computer Science 2022-02-03 Jugal Garg , László A. Végh

Motivated by the convergence result of mirror-descent algorithms to market equilibria in linear Fisher markets, it is natural for one to consider designing dynamics (specifically, iterative algorithms) for agents to arrive at linear…

Computer Science and Game Theory · Computer Science 2020-03-13 Po-An Chen , Chi-Jen Lu , Yu-Sin Lu

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 consider auctions in which greedy algorithms, paired with first-price or critical-price payment rules, are used to resolve multi-parameter combinatorial allocation problems. We study the price of anarchy for social welfare in such…

Computer Science and Game Theory · Computer Science 2014-12-02 Brendan Lucier , Allan Borodin

Proportional response is a well-established distributed algorithm which has been shown to converge to competitive equilibria in both Fisher and Arrow-Debreu markets, for various sub-families of homogeneous utilities, including linear and…

Computer Science and Game Theory · Computer Science 2025-06-04 Yun Kuen Cheung , Richard Cole , Yixin Tao

We present an improved combinatorial algorithm for the computation of equilibrium prices in the linear Arrow-Debreu model. For a market with $n$ agents and integral utilities bounded by $U$, the algorithm runs in $O(n^7 \log^3 (nU))$ time.…

Data Structures and Algorithms · Computer Science 2015-10-19 Rann Duan , Jugal Garg , Kurt Mehlhorn

Computational and economic results suggest that social welfare maximization and combinatorial auction design are much easier when bidders' valuations satisfy the "gross substitutes" condition. The goal of this paper is to evaluate…

Computer Science and Game Theory · Computer Science 2016-08-09 Tim Roughgarden , Inbal Talgam-Cohen , Jan Vondrák

We consider the optimization problem of a multi-resource, multi-unit VCG auction that produces an optimal, i.e., non-approximated, social welfare. We present an algorithm that solves this optimization problem with pseudo-polynomial…

Computer Science and Game Theory · Computer Science 2019-05-23 Liran Funaro , Orna Agmon Ben-Yehuda , Assaf Schuster

The Arrow-Debreu extension of the classic Hylland-Zeckhauser scheme for a one-sided matching market -- called ADHZ in this paper -- has natural applications but has instances which do not admit equilibria. By introducing approximation, we…

Computer Science and Game Theory · Computer Science 2021-07-22 Jugal Garg , Thorben Tröbst , Vijay V. Vazirani

We present an extensive analysis of the key problem of learning optimal reserve prices for generalized second price auctions. We describe two algorithms for this task: one based on density estimation, and a novel algorithm benefiting from…

Machine Learning · Computer Science 2015-06-10 Mehryar Mohri , Andres Munoz Medina

We present a combinatorial algorithm for determining the market clearing prices of a general linear Arrow-Debreu market, where every agent can own multiple goods. The existing combinatorial algorithms for linear Arrow-Debreu markets…

Computer Science and Game Theory · Computer Science 2018-10-03 Bhaskar Ray Chaudhury , Kurt Mehlhorn

We study combinatorial auctions where each item is sold separately but simultaneously via a second price auction. We ask whether it is possible to efficiently compute in this game a pure Nash equilibrium with social welfare close to the…

Computer Science and Game Theory · Computer Science 2015-06-10 Shahar Dobzinski , Hu Fu , Robert Kleinberg

This paper is about allocation of an infinitely divisible good to several rational and strategic agents. The allocation is done by a social planner who has limited information because the agents' valuation functions are taken to be private…

Computer Science and Game Theory · Computer Science 2017-05-05 D. Thirumulanathan , H. Vinay , Srikrishna Bhashyam , Rajesh Sundaresan

We study the equilibrium computation problem in the Fisher market model with constrained piecewise linear concave (PLC) utilities. This general class captures many well-studied special cases, including markets with PLC utilities, markets…

Computer Science and Game Theory · Computer Science 2021-07-14 Jugal Garg , Yixin Tao , László A. Végh

This paper studies equilibrium quality of semi-separable position auctions (known as the Ad Types setting) with greedy or optimal allocation combined with generalized second-price (GSP) or Vickrey-Clarke-Groves (VCG) pricing. We make three…

Computer Science and Game Theory · Computer Science 2021-03-11 Hadi Elzayn , Riccardo Colini-Baldeschi , Brian Lan , Okke Schrijvers

The supply function equilibrium (SFE) is a model for competition in markets where each firm offers a schedule of prices and quantities to face demand uncertainty, and has been successfully applied to wholesale electricity markets. However,…

Optimization and Control · Mathematics 2015-02-05 Sheng Yu , Enrique Campos-Nanez

We design approximate weakly group strategy-proof mechanisms for resource reallocation problems using Milgrom and Segal's deferred acceptance auction framework: the radio spectrum and network bandwidth reallocation problems in the…

Computer Science and Game Theory · Computer Science 2015-09-22 Anthony Kim

This paper investigates the problem of proportionally fair double sided energy auction involving buying and selling agents. The grid is assumed to be operating under islanded mode. A distributed auction algorithm that can be implemented by…

Computer Science and Game Theory · Computer Science 2016-05-24 M. Nazif Faqiry , Sanjoy Das
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