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Networked public goods games model scenarios in which self-interested agents decide whether or how much to invest in an action that benefits not only themselves, but also their network neighbors. Examples include vaccination, security…

Computer Science and Game Theory · Computer Science 2021-09-03 David Kempe , Sixie Yu , Yevgeniy Vorobeychik

Within a general semimartingale framework, we study the relationship between collective market efficiency and individual rationality. We derive a necessary and sufficient condition for the existence of (possibly zero-sum) exchanges among…

Mathematical Finance · Quantitative Finance 2026-04-06 Alessandro Doldi , Marco Frittelli , Marco Maggis

We propose a pseudo-market solution to resource allocation problems subject to constraints. Our treatment of constraints is general: including bihierarchical constraints due to considerations of diversity in school choice, or scheduling in…

Theoretical Economics · Economics 2020-11-09 Federico Echenique , Antonio Miralles , Jun Zhang

We investigate how asymmetric information affects equilibrium price formation in an economy with many interacting agents. Motivated by a finite-player model with two populations of asymmetrically informed agents, we study its mean-field…

Probability · Mathematics 2026-05-06 Alekos Cecchin , Markus Fischer , Claudio Fontana , Giacomo Lanaro

Peer-prediction is a mechanism which elicits privately-held, non-variable information from self-interested agents---formally, truth-telling is a strict Bayes Nash equilibrium of the mechanism. The original Peer-prediction mechanism suffers…

Computer Science and Game Theory · Computer Science 2016-03-28 Yuqing Kong , Grant Schoenebeck

We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…

Economics · Quantitative Finance 2016-11-08 Wolfgang Kuhle

This paper develops a decomposition methodology for common agency games in which each principal's payoff depends on her own outcome and the agent's type, but not on rivals' outcomes. The key step reduces each principal's best-response…

Theoretical Economics · Economics 2026-04-28 Zhiming Feng

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

In practice, most auction mechanisms are not strategy-proof, so equilibrium analysis is required to predict bidding behavior. In many auctions, though, an exact equilibrium is not known and one would like to understand whether -- manually…

Computer Science and Game Theory · Computer Science 2024-08-22 Fabian R. Pieroth , Tuomas Sandholm

In [1] we presented a model for transactions when goods are given away in the expectation of a later settlement. In settings where people keep track of their social accounts we were able to redefine concepts like account balance, yield…

General Finance · Quantitative Finance 2014-11-10 W. P. Weijland

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

We model an informed agent with information about the future value of an asset trying to maximize profits when subjected to a transaction cost as well as a market maker tasked with setting fair transaction prices. In a single auction model,…

Trading and Market Microstructure · Quantitative Finance 2020-07-29 Weston Barger , Ryan Donnelly

Covering and packing problems can be modeled as games to encapsulate interesting social and engineering settings. These games have a high Price of Anarchy in their natural formulation. However, existing research applicable to specific…

Computer Science and Game Theory · Computer Science 2011-09-19 Maria-Florina Balcan , Sara Krehbiel , Georgios Piliouras , Jinwoo Shin

We show that, with indivisible goods, the existence of competitive equilibrium fundamentally depends on agents' substitution effects, not their income effects. Our Equilibrium Existence Duality allows us to transport results on the…

Theoretical Economics · Economics 2020-07-01 Elizabeth Baldwin , Omer Edhan , Ravi Jagadeesan , Paul Klemperer , Alexander Teytelboym

The use of equilibrium models in economics springs from the desire for parsimonious models of economic phenomena that take human reasoning into account. This approach has been the cornerstone of modern economic theory. We explain why this…

General Finance · Quantitative Finance 2008-12-02 J. Doyne Farmer , John Geanakoplos

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identically distributed random valuations and costs, respectively. When the number of buyers and sellers is large, we…

Probability · Mathematics 2017-03-02 Ellen V. Muir , Konstantin Borovkov

Auctions in which agents' payoffs are random variables have received increased attention in recent years. In particular, recent work in algorithmic mechanism design has produced mechanisms employing internal randomization, partly in…

Computer Science and Game Theory · Computer Science 2012-06-15 Shaddin Dughmi , Yuval Peres

Gallice and Monz\'on (2019) present a natural environment that sustains full co-operation in one-shot social dilemmas among a finite number of self-interested agents. They demonstrate that in a sequential public goods game, where agents…

General Economics · Economics 2026-03-13 Chowdhury Mohammad Sakib Anwar , Konstantinos Georgalos

Public models offer predictions to a variety of downstream tasks and have played a crucial role in various AI applications, showcasing their proficiency in accurate predictions. However, the exclusive emphasis on prediction accuracy may not…

Machine Learning · Computer Science 2024-06-06 Yejia Liu , Jianyi Yang , Pengfei Li , Tongxin Li , Shaolei Ren

LLM-based agents increasingly coordinate decisions in multi-agent systems, often attaching natural-language reasoning to actions. However, reasoning is neither free nor automatically reliable: it incurs computational cost and, without…

Multiagent Systems · Computer Science 2026-04-14 Feliks Bańka , Jarosław A. Chudziak