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We study the problem of online learning in competitive settings in the context of two-sided matching markets. In particular, one side of the market, the agents, must learn about their preferences over the other side, the firms, through…

Artificial Intelligence · Computer Science 2022-06-07 Chinmay Maheshwari , Eric Mazumdar , Shankar Sastry

This paper considers a conjecture-based distributed learning approach that enables autonomous nodes to independently optimize their transmission probabilities in random access networks. We model the interaction among multiple…

Computer Science and Game Theory · Computer Science 2009-12-09 Yi Su , Mihaela van der Schaar

In repeated-game applications where both the collusive and non-collusive outcomes can be supported as equilibria, researchers must resolve underlying selection questions if theory will be used to understand counterfactual policies. One…

General Economics · Economics 2021-01-18 Emanuel Vespa , Taylor Weidman , Alistair J. Wilson

Collaborative learning offers a promising avenue for leveraging decentralized data. However, collaboration in groups of strategic learners is not a given. In this work, we consider strategic agents who wish to train a model together but…

Computer Science and Game Theory · Computer Science 2024-12-12 Aymeric Capitaine , Etienne Boursier , Antoine Scheid , Eric Moulines , Michael I. Jordan , El-Mahdi El-Mhamdi , Alain Durmus

In this contribution we give an overview over recent work on the theory of interacting neural networks. The model is defined in Section 2. The typical teacher/student scenario is considered in Section 3. A static teacher network is…

Disordered Systems and Neural Networks · Physics 2007-05-23 Wolfgang Kinzel

Alpha signals for statistical arbitrage strategies are often driven by latent factors. This paper analyses how to optimally trade with latent factors that cause prices to jump and diffuse. Moreover, we account for the effect of the trader's…

Mathematical Finance · Quantitative Finance 2018-06-13 Philippe Casgrain , Sebastian Jaimungal

Who should be charged with responsibility for an artificial intelligence performing market manipulation have been discussed. In this study, I constructed an artificial intelligence using a genetic algorithm that learns in an artificial…

Trading and Market Microstructure · Quantitative Finance 2021-01-08 Takanobu Mizuta

Two-sided matching markets have long existed to pair agents in the absence of regulated exchanges. A common example is school choice, where a matching mechanism uses student and school preferences to assign students to schools. In such…

Machine Learning · Computer Science 2021-09-17 Stefania Ionescu , Yuhao Du , Kenneth Joseph , Anikó Hannák

In this paper, we introduce a preliminary model for interactions in the data market. Recent research has shown ways in which a data aggregator can design mechanisms for users to ensure the quality of data, even in situations where the users…

Computer Science and Game Theory · Computer Science 2017-04-06 Tyler Westenbroek , Roy Dong , Lillian J. Ratliff , S. Shankar Sastry

We explore the behaviour emerging from learning agents repeatedly interacting strategically for a wide range of learning dynamics, including $Q$-learning, projected gradient, replicator and log-barrier dynamics. Going beyond the better…

Computer Science and Game Theory · Computer Science 2026-03-04 Galit Askenazi-Golan , Domenico Mergoni Cecchelli , Edward Plumb , Clemens Possnig

Despite high-profile successes in the field of Artificial Intelligence, machine-driven technologies still suffer important limitations, particularly for complex tasks where creativity, planning, common sense, intuition, or learning from…

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-08 Omer Ben-Porat , Moshe Tennenholtz

This paper studies Markov perfect equilibria in a repeated duopoly model where sellers choose algorithms. An algorithm is a mapping from the competitor's price to own price. Once set, algorithms respond quickly. Customers arrive randomly…

Theoretical Economics · Economics 2022-07-04 Rohit Lamba , Sergey Zhuk

Many socioeconomic phenomena, such as technology adoption, collaborative problem-solving, and content engagement, involve a collection of agents coordinating to take a common action, aligning their decisions to maximize their individual…

Physics and Society · Physics 2024-03-26 Yifei Zhang , Marcos M. Vasconcelos

The emergence of new communication technologies allows us to expand our understanding of distributed control and consider collaborative decision-making paradigms. With collaborative algorithms, certain local decision-making entities (or…

Computer Science and Game Theory · Computer Science 2023-08-17 Bryce L. Ferguson , Dario Paccagnan , Bary S. R. Pradelski , Jason R. Marden

We introduce a new methodology that enables detection of the onset of convergence towards Nash equilibria in simple repeated games with infinitely large strategy spaces, thereby revealing the heuristics used in decision-making. The method…

General Finance · Quantitative Finance 2020-05-06 Jørgen Vitting Andersen , Philippe de Peretti

Despite recent advancements in machine learning, in practice, relevant datasets are often distributed among market competitors who are reluctant to share. To incentivize data sharing, recent works propose analytics markets, where multiple…

General Economics · Economics 2025-08-05 Thomas Falconer , Jalal Kazempour , Pierre Pinson

The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in real situations, the strategic environment varies as a result of past…

Computer Science and Game Theory · Computer Science 2022-07-15 Brandon C. Collins , Shouhuai Xu , Philip N. Brown

We introduce robust learning equilibrium. The idea of learning equilibrium is that learning algorithms in multi-agent systems should themselves be in equilibrium rather than only lead to equilibrium. That is, learning equilibrium is immune…

Computer Science and Game Theory · Computer Science 2012-07-02 Itai Ashlagi , Dov Monderer , Moshe Tennenholtz

We study collaborative learning systems in which the participants are competitors who will defect from the system if they lose revenue by collaborating. As such, we frame the system as a duopoly of competitive firms who are each engaged in…

Computer Science and Game Theory · Computer Science 2024-06-25 Mariel Werner , Sai Praneeth Karimireddy , Michael I. Jordan