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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

The usage of automated learning agents is becoming increasingly prevalent in many online economic applications such as online auctions and automated trading. Motivated by such applications, this paper is dedicated to fundamental modeling…

Computer Science and Game Theory · Computer Science 2023-01-04 Yoav Kolumbus , Noam Nisan

Iterated coopetitive games capture the situation when one must efficiently balance between cooperation and competition with the other agents over time in order to win the game (e.g., to become the player with highest total utility).…

Computer Science and Game Theory · Computer Science 2022-03-11 Shivakumar Mahesh , Nicholas Bishop , Le Cong Dinh , Long Tran-Thanh

I consider an environment in which a decision maker faces uncertainty and privately holds information in the form of a signal about the true state of the world. The decision maker purchases additional information from a data broker before…

Theoretical Economics · Economics 2026-03-02 Arlindo Skënderaj

As Aumann stated, cooperation and non-cooperation are different ways of viewing the same game, with the main difference being whether players can reach a binding cooperative agreement. In the real world, many games often coexist competition…

Computer Science and Game Theory · Computer Science 2025-11-25 Xiang Shuwen , Luo Enquan , Yang Yanlong

Local simultaneous state discrimination (LSSD) is a recently introduced problem in quantum information processing. Its classical version is a non-local game played by non-communicating players against a referee. Based on a known probability…

Symmetry is inherent in the definition of most of the two-player zero-sum games, including parity, mean-payoff, and discounted-payoff games. It is therefore quite surprising that no symmetric analysis techniques for these games exist. We…

Computer Science and Game Theory · Computer Science 2015-01-27 Sven Schewe , Ashutosh Trivedi , Thomas Varghese

Fairness is desirable yet challenging to achieve within multi-agent systems, especially when agents differ in latent traits that affect their abilities. This hidden heterogeneity often leads to unequal distributions of wealth, even when…

Computer Science and Game Theory · Computer Science 2025-06-23 Jakub Tłuczek , Victor Villin , Christos Dimitrakakis

The emergence of large language models (LLMs) has spurred economists to study how humans and LLMs behave in strategic settings. We organized a series of round-robin tournaments in the Colonel Blotto game. This game attracts game theorists'…

General Economics · Economics 2026-05-22 Dmitry Dagaev , Egor Ivanov , Petr Parshakov , Alexey Savvateev , Gleb Vasiliev

We study how individuals trade off outcome ("what") and process ("how") utility in high-stakes strategic decisions, namely professional tennis. Using optimality conditions and the second-service rule, we derive a sufficient condition for…

Econometrics · Economics 2026-05-25 Arnaud Dupuy

In this paper we give a set of necessary and sufficient conditions such that quantum players of a two-party {\sc xor} game cannot perform any better than classical players. With any such game, we associate a graph and examine its zero-error…

Quantum Physics · Physics 2014-12-17 Ravishankar Ramanathan , Alastair Kay , Gláucia Murta , Paweł Horodecki

We study the classic principal-agent model when the signal observed by the principal is chosen by the agent. We fully characterize the optimal information structure from an agent's perspective in a general moral hazard setting with limited…

Theoretical Economics · Economics 2023-07-25 Majid Mahzoon , Ali Shourideh , Ariel Zetlin-Jones

We consider the problem of budget allocation for competitive influence maximization over social networks. In this problem, multiple competing parties (players) want to distribute their limited advertising resources over a set of social…

Computer Science and Game Theory · Computer Science 2021-08-31 S. Rasoul Etesami

We consider linear-quadratic Gaussian (LQG) games in which players have quadratic payoffs that depend on the players' actions and an unknown payoff-relevant state, and signals on the state that follow a Gaussian distribution conditional on…

Optimization and Control · Mathematics 2023-05-01 Furkan Sezer , Hossein Khazaei , Ceyhun Eksin

In [Van Benthem 2007] the concept of a public announcement is used to study the effect of the iterated elimination of strictly dominated strategies. We offer a simple generalisation of this approach to cover arbitrary strategic games and…

Computer Science and Game Theory · Computer Science 2010-12-24 Krzysztof R. Apt , Jonathan A. Zvesper

We propose a distributed algorithm to compute an equilibrium in aggregate games where players communicate over a fixed undirected network. Our algorithm exploits correlated perturbation to obfuscate information shared over the network. We…

Optimization and Control · Mathematics 2019-12-16 Shripad Gade , Anna Winnicki , Subhonmesh Bose

LTE/LTE-Advanced networks are known to be vulnerable to denial-of-service and loss-of-service attacks from smart jammers. In this article, the interaction between a smart jammer and LTE network is modeled as an infinite-horizon, zero-sum,…

Computer Science and Game Theory · Computer Science 2019-04-26 Farhan M. Aziz , Lichun Li , Jeff S. Shamma , Gordon L. Stuber

Strategy-proof mechanisms are widely used in market design. In an abstract allocation framework where outside options are available to agents, we obtain two results for strategy-proof mechanisms. They provide a unified foundation for…

Theoretical Economics · Economics 2021-01-05 Jun Zhang

Signaling is an important topic in the study of asymmetric information in economic settings. In particular, the transparency of information available to a seller in an auction setting is a question of major interest. We introduce the study…

Computer Science and Game Theory · Computer Science 2012-04-26 Yuval Emek , Michal Feldman , Iftah Gamzu , Renato Paes Leme , Moshe Tennenholtz

We study games in which a leader makes a single commitment, and then multiple followers (each with a different utility function) respond. In particular, we study ambiguous commitment strategies in these games, in which the leader may commit…

Computer Science and Game Theory · Computer Science 2024-09-10 Natalie Collina , Rabanus Derr , Aaron Roth