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We consider a trader who aims to liquidate a large position in the presence of an arbitrageur who hopes to profit from the trader's activity. The arbitrageur is uncertain about the trader's position and learns from observed price…

Optimization and Control · Mathematics 2009-03-11 Ciamac C. Moallemi , Beomsoo Park , Benjamin Van Roy

Human decision making is well known to be imperfect and the ability to analyse such processes individually is crucial when attempting to aid or improve a decision-maker's ability to perform a task, e.g. to alert them to potential biases or…

Machine Learning · Computer Science 2022-10-03 Alex J. Chan , Alicia Curth , Mihaela van der Schaar

In decision support systems, it is essential to get a candidate solution fast, even if it means resorting to an approximation. This constraint introduces a scalability requirement with regard to the kind of heuristics which can be used in…

Multiagent Systems · Computer Science 2014-05-22 D. Krzywicki , Ł. Faber , A. Byrski , M. Kisiel-Dorohinicki

Companies like Google and Microsoft run billions of auctions every day to sell advertising opportunities. Any change to the rules of these auctions can have a tremendous effect on the revenue of the company and the welfare of the…

Computer Science and Game Theory · Computer Science 2019-11-07 Saeed Alaei , Ashwinkumar Badanidiyuru , Mohammad Mahdian , Sadra Yazdanbod

Economic ensembles can be modeled as networks of interacting agents whose be-haviors are described in terms of game theory. The evolutionary paradigm has been applied to two-person games to discover strategies in this context.…

Condensed Matter · Physics 2007-05-23 Wan Ahmad Tajuddin Wan Abdullah

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

Computer Science and Game Theory · Computer Science 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

We consider a multi-agent system in which a decentralized team of agents controls a stochastic system in the presence of an adversary. Instead of committing to a fixed information sharing protocol, the agents can strategically decide at…

Systems and Control · Electrical Eng. & Systems 2022-09-09 Dhruva Kartik , Sagar Sudhakara , Rahul Jain , Ashutosh Nayyar

Prediction markets mobilize financial incentives to forecast binary event outcomes through the aggregation of dispersed beliefs and heterogeneous information. Their growing popularity and demonstrated predictive accuracy in political…

General Economics · Economics 2026-01-29 Bridget Smart , Ebba Mark , Anne Bastian , Josefina Waugh

In collective systems, the available agents are a limited resource that must be allocated among tasks to maximize collective performance. Computing the optimal allocation of several agents to numerous tasks through a brute-force approach…

Robotics · Computer Science 2025-12-30 Simay Atasoy Bingöl , Tobias Töpfer , Sven Kosub , Heiko Hamann , Andreagiovanni Reina

In recent years, agents have become capable of communicating seamlessly via natural language and navigating in environments that involve cooperation and competition, a fact that can introduce social dilemmas. Due to the interleaving of…

Artificial Intelligence · Computer Science 2025-01-28 Maayan Orner , Oleg Maksimov , Akiva Kleinerman , Charles Ortiz , Sarit Kraus

We study a game played between advertisers in an online ad platform. The platform sells ad impressions by first-price auction and provides autobidding algorithms that optimize bids on each advertiser's behalf, subject to advertiser…

Computer Science and Game Theory · Computer Science 2023-11-16 Yiding Feng , Brendan Lucier , Aleksandrs Slivkins

The proliferation of the Internet has led to the emergence of online advertising, driven by the mechanics of online auctions. In these repeated auctions, software agents participate on behalf of aggregated advertisers to optimize for their…

Machine Learning · Computer Science 2023-06-13 Haozhe Wang , Chao Du , Panyan Fang , Li He , Liang Wang , Bo Zheng

A principal designs an algorithm that generates a publicly observable prediction of a binary state. She must decide whether to act directly based on the prediction or to delegate the decision to an agent with private information but…

Theoretical Economics · Economics 2024-02-22 Ruqing Xu

We initiate the study of mechanism design with outliers, where the designer can discard $z$ agents from the social cost objective. This setting is particularly relevant when some agents exhibit extreme or atypical preferences. As a natural…

Computer Science and Game Theory · Computer Science 2025-09-19 Argyrios Deligkas , Eduard Eiben , Sophie Klumper , Guido Schäfer , Artem Tsikiridis

Assigning tasks to service providers is a frequent procedure across various applications. Often the tasks arrive dynamically while the service providers remain static. Preventing task rejection caused by service provider overload is of…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-07-02 Yohai Trabelsi , Pan Xu , Sarit Kraus

When should we delegate decisions to AI systems? While the value alignment literature has developed techniques for shaping AI values, less attention has been paid to how to determine, under uncertainty, when imperfect alignment is good…

Artificial Intelligence · Computer Science 2025-12-23 Daniel A. Herrmann , Abinav Chari , Isabelle Qian , Sree Sharvesh , B. A. Levinstein

This paper studies algorithmic decision-making in the presence of strategic individual behaviors, where an ML model is used to make decisions about human agents and the latter can adapt their behavior strategically to improve their future…

Artificial Intelligence · Computer Science 2025-08-22 Tian Xie , Xueru Zhang

The problem of allocating tasks to workers is of long standing fundamental importance. Examples of this include the classical problem of assigning computing tasks to nodes in a distributed computing environment, as well as the more recent…

Computer Science and Game Theory · Computer Science 2017-09-04 Chen Hajaj , Yevgeniy Vorobeychik

We study the problem of achieving decentralized coordination by a group of strategic decision makers choosing to engage or not in a task in a stochastic setting. First, we define a class of symmetric utility games that encompass a broad…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Marcos M. Vasconcelos , Behrouz Touri

This paper considers the setting where a cloud server services a static set or a dynamic sequence of tasks submitted by multiple clients. Every client wishes to assure honest execution of tasks by additionally employing a trusted third…

Computer Science and Game Theory · Computer Science 2021-03-12 Pinglan Liu , Xiaojuan Ma , Wensheng Zhang