Related papers: Time-Efficient Algorithms for Nash-Bargaining-Base…
We present a new algorithm for computing pure-strategy $\varepsilon$-Bayes-Nash equilibria ($\varepsilon$-BNEs) in combinatorial auctions with continuous value and action spaces. An essential innovation of our algorithm is to separate the…
We study the warehouse problem, arising in the area of inventory management and production planning. Here, a merchant wants to decide an optimal trading policy that computes quantities of a single commodity to purchase, store and sell…
The significant computational cost of multiplications hinders the deployment of deep neural networks (DNNs) on edge devices. While multiplication-free models offer enhanced hardware efficiency, they typically sacrifice accuracy. As a…
Mechanism design for one-sided markets has been investigated for several decades in economics and in computer science. More recently, there has been an increased attention on mechanisms for two-sided markets, in which buyers and sellers act…
The optimization of power systems involves complex uncertainties, such as technological progress, political context, geopolitical constraints. Negotiations at COP21 are complicated by the huge number of scenarios that various people want to…
Combinatorial auctions are used to allocate resources in domains where bidders have complex preferences over bundles of goods. However, the behavior of bidders under different payment rules is not well understood, and there has been limited…
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…
We consider Nash-Cournot oligopolistic equilibrium models involving separable concave cost functions. In contrast to the models with linear and convex cost functions, in these models a local equilibrium point may not be a global one. We…
We study the problem of approximating maximum Nash social welfare (NSW) when allocating m indivisible items among n asymmetric agents with submodular valuations. The NSW is a well-established notion of fairness and efficiency, defined as…
Simultaneous item auctions are simple procedures for allocating items to bidders with potentially complex preferences over different item sets. In a simultaneous auction, every bidder submits bids on all items simultaneously. The allocation…
Uncertainty in the output power of large-scale wind power plants (WPPs) can face the electricity market players with undesirable profit variations. Market players can hedge themselves against these risks by participating in forward…
We study the problem of allocating items to agents with submodular valuations with the goal of maximizing the weighted Nash social welfare (NSW). The best-known results for unweighted and weighted objectives are the $(4+\epsilon)$…
We present our results on Uniform Price Auctions, one of the standard sealed-bid multi-unit auction formats, for selling multiple identical units of a single good to multi-demand bidders. Contrary to the truthful and economically efficient…
Over the last decade, combinatorial algorithms have been obtained for exactly solving several nonlinear convex programs. We first provide a formal context to this activity by introducing the notion of {\em rational convex programs} -- this…
Structured game representations have recently attracted interest as models for multi-agent artificial intelligence scenarios, with rational behavior most commonly characterized by Nash equilibria. This paper presents efficient, exact…
Bipartite b-matching, where agents on one side of a market are matched to one or more agents or items on the other, is a classical model that is used in myriad application areas such as healthcare, advertising, education, and general…
We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' optimal trading strategies and their equilibrium price impact…
Central results in economics guarantee the existence of efficient equilibria for various classes of markets. An underlying assumption in early work is that agents are price-takers, i.e., agents honestly report their true demand in response…
Our work focuses on extra gradient learning algorithms for finding Nash equilibria in bilinear zero-sum games. The proposed method, which can be formally considered as a variant of Optimistic Mirror Descent…
We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…