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We introduce the use of generative adversarial learning to compute equilibria in general game-theoretic settings, specifically the generalized Nash equilibrium (GNE) in pseudo-games, and its specific instantiation as the competitive…

Computer Science and Game Theory · Computer Science 2023-02-21 Denizalp Goktas , David C. Parkes , Ian Gemp , Luke Marris , Georgios Piliouras , Romuald Elie , Guy Lever , Andrea Tacchetti

We consider an economy where agents' consumption sets are given by the cone $\mathbf{L}^0_+$ of non-negative measurable functions and whose preferences are defined by additive utilities satisfying the Inada conditions. We extend to this…

Probability · Mathematics 2017-01-31 Dmitry Kramkov

We embed buying rights into a (repeated) Arrow-Debreu model to study the long-term effects of regulation through buying rights on arising inequality. Our motivation stems from situations that typically call for regulatory interventions,…

Computer Science and Game Theory · Computer Science 2025-11-03 Martin Loebl , Anetta Jedličková , Jakub Černý

Symbolic regression aims to replace black-box predictors with concise analytical expressions that can be inspected and validated in scientific machine learning. Kolmogorov-Arnold Networks (KANs) are well suited to this goal because each…

Machine Learning · Computer Science 2026-04-21 Francesco Sovrano , Lidia Losavio , Giulia Vilone , Marc Langheinrich

We consider a network of sellers, each selling a single product, where the graph structure represents pair-wise complementarities between products. We study how the network structure affects revenue and social welfare of equilibria of the…

Computer Science and Game Theory · Computer Science 2016-05-03 Moshe Babaioff , Liad Blumrosen , Noam Nisan

Many real-world problems can be reduced to combinatorial optimization on a graph, where the subset or ordering of vertices that maximize some objective function must be found. With such tasks often NP-hard and analytically intractable,…

Machine Learning · Computer Science 2021-03-22 Thomas D. Barrett , William R. Clements , Jakob N. Foerster , A. I. Lvovsky

Under risk, Arrow-Debreu equilibria can be implemented as Radner equilibria by continuous trading of few long-lived securities. We show that this result generically fails if there is Knightian uncertainty in the volatility. Implementation…

Mathematical Finance · Quantitative Finance 2014-09-25 Patrick Beissner , Frank Riedel

Average consensus (AC) strategies play a key role in every system that employs cooperation by means of distributed computations. To promote consensus, an $N$-agent network can repeatedly combine certain node estimates until their mean value…

Optimization and Control · Mathematics 2025-02-25 Ricardo Merched

Autonomous mobility-on-demand (AMoD) systems represent a rapidly developing mode of transportation wherein travel requests are dynamically handled by a coordinated fleet of robotic, self-driving vehicles. Given a graph representation of the…

Systems and Control · Electrical Eng. & Systems 2021-08-17 Daniele Gammelli , Kaidi Yang , James Harrison , Filipe Rodrigues , Francisco C. Pereira , Marco Pavone

Graph-based environments pose unique challenges to multi-agent reinforcement learning. In decentralized approaches, agents operate within a given graph and make decisions based on partial or outdated observations. The size of the observed…

Multiagent Systems · Computer Science 2024-06-05 Jannis Weil , Zhenghua Bao , Osama Abboud , Tobias Meuser

Combinatorial optimization problem (COP) over graphs is a fundamental challenge in optimization. Reinforcement learning (RL) has recently emerged as a new framework to tackle these problems and has demonstrated promising results. However,…

Machine Learning · Computer Science 2022-09-05 Fan Yao , Renqin Cai , Hongning Wang

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

This paper studies the problem of modeling multi-agent dynamical systems, where agents could interact mutually to influence their behaviors. Recent research predominantly uses geometric graphs to depict these mutual interactions, which are…

Machine Learning · Computer Science 2024-06-28 Xiao Luo , Yiyang Gu , Huiyu Jiang , Hang Zhou , Jinsheng Huang , Wei Ju , Zhiping Xiao , Ming Zhang , Yizhou Sun

With recent development of artificial intelligence, it is more common to adopt AI agents in economic activities. This paper explores the economic actions of agents, including human agents and AI agents, in an economic game of trading…

Theoretical Economics · Economics 2026-03-03 Huan Cai , Ziqing Lu , Catherine Xu , Weiyu Xu , Jie Zheng

Auction is the common paradigm for resource allocation which is a fundamental problem in human society. Existing research indicates that the two primary objectives, the seller's revenue and the allocation efficiency, are generally…

Computer Science and Game Theory · Computer Science 2019-05-27 Bin Li , Dong Hao , Dengji Zhao , Makoto Yokoo

This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner…

Machine Learning · Computer Science 2023-07-27 Awadelrahman M. A. Ahmed , Frank Eliassen , Yan Zhang

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

We present a complete characterization of the classical transfer problem for an exchange economy with an arbitrary finite number of traders. Our method is geometric, using an equilibrium manifold developed by Debreu, Mas-Colell, and…

Economics · Quantitative Finance 2017-01-18 Tomohiro Uchiyama

We consider the problem of collective exploration of a known $n$-node edge-weighted graph by $k$ mobile agents that have limited energy but are capable of energy transfers. The agents are initially placed at an arbitrary subset of nodes in…

Discrete Mathematics · Computer Science 2021-02-26 J. Czyzowicz , S. Dobrev , R. Killick , E. Kranakis , D. Krizanc , L. Narayanan , J. Opatrny , D. Pankratov , S. Shende

In this paper, inspired by the work of Megiddo on the formation of preferences and strategic analysis, we consider an early market model studied in the field of economic theory, in which each trader's utility may be influenced by the…

Computer Science and Game Theory · Computer Science 2010-09-03 Xi Chen , Shang-Hua Teng