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Related papers: Non-quasi-linear Agents in Quasi-linear Mechanisms

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In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

Networking and Internet Architecture · Computer Science 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang

We consider an agent who needs to buy (or sell) a relatively small amount of asset over some fixed short time interval. We work at the highest frequency meaning that we wish to find the optimal tactic to execute our quantity using limit…

Trading and Market Microstructure · Quantitative Finance 2018-03-16 Charles-Albert Lehalle , Othmane Mounjid , Mathieu Rosenbaum

This paper investigates the distributed Nash equilibrium seeking problem for two-network zero-sum games with set constraints, where the two networks have the opposite nonsmooth cost functions. The interaction of the agents in each network…

Optimization and Control · Mathematics 2019-12-03 Dandan Yue , Ziyang Meng

We characterize zonal ancillary market coupling relying on noncooperative game theory. To that purpose, we formulate the ancillary market as a multi-leader single follower bilevel problem, that we subsequently cast as a generalized Nash…

Multiagent Systems · Computer Science 2025-11-13 Francesco Morri , Hélène Le Cadre , Pierre Gruet , Luce Brotcorne

We study nonconvex distributed optimization in multi-agent networks with time-varying (nonsymmetric) connectivity. We introduce the first algorithmic framework for the distributed minimization of the sum of a smooth (possibly nonconvex and…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-02-02 Paolo Di Lorenzo , Gesualdo Scutari

We consider nonconforming methods for symmetric elliptic problems and characterize their quasi-optimality in terms of suitable notions of stability and consistency. The quasi-optimality constant is determined and the possible impact of…

Numerical Analysis · Mathematics 2017-10-11 Andreas Veeser , Pietro Zanotti

Mechanism design for fully strategic agents commonly assumes broadcast nature of communication between agents of the system. Moreover, for mechanism design, the stability of Nash equilibrium (NE) is demonstrated by showing convergence of…

Computer Science and Game Theory · Computer Science 2017-04-05 Abhinav Sinha , Achilleas Anastasopoulos

An important task in the analysis of multiagent systems is to understand how groups of selfish players can form coalitions, i.e., work together in teams. In this paper, we study the dynamics of coalition formation under bounded rationality.…

Computer Science and Game Theory · Computer Science 2011-03-03 John Augustine , Ning Chen , Edith Elkind , Angelo Fanelli , Nick Gravin , Dmitry Shiryaev

The maximization of Nash welfare, which equals the geometric mean of agents' utilities, is widely studied because it balances efficiency and fairness in resource allocation problems. Banerjee, Gkatzelis, Gorokh, and Jin (2022) recently…

Data Structures and Algorithms · Computer Science 2024-11-11 Zhiyi Huang , Minming Li , Xinkai Shu , Tianze Wei

We study linear Fisher markets with satiation. In these markets, sellers have earning limits and buyers have utility limits. Beyond natural applications in economics, these markets arise in the context of maximizing Nash social welfare when…

Data Structures and Algorithms · Computer Science 2019-08-01 Jugal Garg , Martin Hoefer , Kurt Mehlhorn

In many predictive decision-making scenarios, such as credit scoring and academic testing, a decision-maker must construct a model that accounts for agents' propensity to "game" the decision rule by changing their features so as to receive…

Machine Learning · Computer Science 2022-08-26 Yonadav Shavit , Benjamin Edelman , Brian Axelrod

We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, however, we envision…

Optimization and Control · Mathematics 2024-07-09 Filippo Fabiani , Andrea Simonetto , Paul J. Goulart

This paper considers the competitive resource allocation problem in Multiple-Input Multiple-Output (MIMO) interfering channels, when users maximize their energy efficiency. Considering each transmitter-receiver pair as a selfish player,…

Signal Processing · Electrical Eng. & Systems 2021-06-18 Guillaume Thiran , Ivan Stupia , Luc Vandendorpe

We study the design of decision-making mechanism for resource allocations over a multi-agent system in a dynamic environment. Agents' privately observed preference over resources evolves over time and the population is dynamic due to the…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Tao Zhang , Quanyan Zhu

Coordination is a desirable feature in many multi-agent systems such as robotic and socioeconomic networks. We consider a task allocation problem as a binary networked coordination game over an undirected regular graph. Each agent in the…

Systems and Control · Electrical Eng. & Systems 2023-10-02 Yifei Zhang , Marcos M. Vasconcelos

The main goal of this paper is to develop a theory of inference of player valuations from observed data in the generalized second price auction without relying on the Nash equilibrium assumption. Existing work in Economics on inferring…

Computer Science and Game Theory · Computer Science 2015-05-05 Denis Nekipelov , Vasilis Syrgkanis , Eva Tardos

We study mechanism design when agents may have hidden secondary goals which will manifest as non-trivial preferences among outcomes for which their primary utility is the same. We show that in such cases, a mechanism is robust against…

Computer Science and Game Theory · Computer Science 2023-07-25 Renato Paes Leme , Jon Schneider , Hanrui Zhang

Sequential allocation is a simple and widely studied mechanism to allocate indivisible items in turns to agents according to a pre-specified picking sequence of agents. At each turn, the current agent in the picking sequence picks its most…

Data Structures and Algorithms · Computer Science 2019-09-17 Mingyu Xiao , Jiaxing Ling

We consider the problem of allocating divisible items among multiple agents, and consider the setting where any agent is allowed to introduce diversity constraints on the items they are allocated. We motivate this via settings where the…

Computer Science and Game Theory · Computer Science 2021-10-01 Zeyu Shen , Lodewijk Gelauff , Ashish Goel , Aleksandra Korolova , Kamesh Munagala

The revenue optimal mechanism for selling a single item to agents with independent but non-identically distributed values is complex for agents with linear utility (Myerson,1981) and has no closed-form characterization for agents with…

Computer Science and Game Theory · Computer Science 2020-11-24 Yiding Feng , Jason D. Hartline , Yingkai Li