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We study competitive resource allocation problems in which players distribute their demands integrally on a set of resources subject to player-specific submodular capacity constraints. Each player has to pay for each unit of demand a cost…
In classical job-scheduling games, each job behaves as a selfish player, choosing a machine to minimize its own completion time. To reduce the equilibria inefficiency, coordination mechanisms are employed, allowing each machine to follow…
We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson population of customers choose their arrival time with the goal of…
We consider an M/G/1 queue in which the customers, while waiting in line, may renege from it. We study the Nash equilibrium profile among customers, and show that it is defined by two sequences of thresholds. For each customer, the decision…
In recent years, data has played an increasingly important role in the economy as a good in its own right. In many settings, data aggregators cannot directly verify the quality of the data they purchase, nor the effort exerted by data…
We consider a game-theoretic setting in which selfish individuals compete over resources of varying quality. The motivating example is a group of animals that disperse over patches of food of different abundances. In such scenarios,…
Equilibrium problems in Bayesian auction games can be described as systems of differential equations. Depending on the model assumptions, these equations might be such that we do not have a rigorous mathematical solution theory. The lack of…
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…
Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…
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…
In this work, we study the system of interacting non-cooperative two Q-learning agents, where one agent has the privilege of observing the other's actions. We show that this information asymmetry can lead to a stable outcome of population…
Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is…
In many first-price auctions, bidders face considerable strategic uncertainty: They cannot perfectly anticipate the other bidders' bidding behavior. We propose a model in which bidders do not know the entire distribution of opponent bids…
A seller sells an object over time but is uncertain how the buyer learns their willingness-to-pay. We consider informational robustness under \textit{limited commitment}, where the seller offers a price \textit{each period} to maximize…
This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…
Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…
The rise of automated bidding strategies in online advertising presents new challenges in designing and analyzing efficient auction mechanisms. In this paper, we focus on proportional mechanisms within the context of auto-bidding and study…
We propose an empirical framework for asymmetric Cournot oligopoly with private information about variable costs. First, considering a linear demand for a homogenous product with a random intercept, we characterize the Bayesian Cournot-Nash…
We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…