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We obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…

General Finance · Quantitative Finance 2021-03-01 Jaroslav Borovicka , John Stachurski

We consider a multi-player non-zero-sum turn-based game (abbreviated as multi-player game) on a finite directed graph. A secure equilibrium (SE) is a strategy profile in which no player has the incentive to deviate from the strategy because…

Computer Science and Game Theory · Computer Science 2025-09-03 Hiroki Mizuno , Yoshiaki Takata , Hiroyuki Seki

This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…

Machine Learning · Computer Science 2024-10-04 Jiawei Ge , Yuanhao Wang , Wenzhe Li , Chi Jin

The aim of this paper is to establish some metrical coincidence and common fixed point theorems with an arbitrary relation under an implicit contractive condition which is general enough to cover a multitude of well known contraction…

General Mathematics · Mathematics 2017-01-13 Md Ahmadullah , Mohammad Imdad , Mohammad Arif

In the stable marriage problem, a set of men and a set of women are given, each of whom has a strictly ordered preference list over the acceptable agents in the opposite class. A matching is called stable if it is not blocked by any pair of…

Discrete Mathematics · Computer Science 2019-07-25 Ágnes Cseh , Klaus Heeger

Efficient computability is an important property of solution concepts in matching markets. We consider the computational complexity of finding and verifying various solution concepts in trading networks-multi-sided matching markets with…

Computational Complexity · Computer Science 2025-10-03 Tamás Fleiner , Zsuzsanna Jankó , Ildikó Schlotter , Alexander Teytelboym

In this paper we consider the variable inequality problem, that is, to find a solution of the inclusion given by the sum of a function and a point-to-cone application. This problem can be seen as a generalization of the classical system…

Optimization and Control · Mathematics 2014-09-10 J. Y. Bello Cruz , L. R. Lucambio Perez , G. Bouza Allende

In this paper we study stochastic dynamic games with many players; these are a fundamental model for a wide range of economic applications. The standard solution concept for such games is Markov perfect equilibrium (MPE), but it is well…

Computer Science and Game Theory · Computer Science 2015-03-17 Sachin Adlakha , Ramesh Johari , Gabriel Y. Weintraub

This paper studies multilateral matching in which agents may negotiate contracts within any coalition. We assume scale economies such that an agent substitutes some existing contracts with new ones only if the latter involve a set of…

Theoretical Economics · Economics 2025-02-25 Chao Huang

Cooperative interval game is a cooperative game in which every coalition gets assigned some closed real interval. This models uncertainty about how much the members of a coalition get for cooperating together. In this paper we study…

Computer Science and Game Theory · Computer Science 2018-11-12 Jan Bok

A major goal in Algorithmic Game Theory is to justify equilibrium concepts from an algorithmic and complexity perspective. One appealing approach is to identify natural distributed algorithms that converge quickly to an equilibrium. This…

Computer Science and Game Theory · Computer Science 2018-06-14 Yun Kuen Cheung , Richard Cole , Yixin Tao

We study resource allocation in two-sided markets from a fundamental perspective and introduce a general modeling and algorithmic framework to effectively incorporate the complex and multidimensional aspects of fairness. Our main technical…

Computer Science and Game Theory · Computer Science 2025-06-03 Javier Cembrano , Andrés Moraga , Victor Verdugo

We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…

Computer Science and Game Theory · Computer Science 2017-03-23 Juba Ziani , Venkat Chandrasekaran , Katrina Ligett

We generalize several schedule matching theorems of Baiou-Balinski (Math. Oper. Res., 27 (2002), 485) and Alkan-Gale (J. Econ. Th. 112 (2003), 289) by applying a fixed point method of Fleiner (Math. Oper. Res., 28 (2003), 103). Thanks to a…

Optimization and Control · Mathematics 2010-05-13 Vilmos Komornik , Zsolt Komornik , Christelle K. Viauroux

Recent discussion in the public sphere about algorithmic classification has involved tension between competing notions of what it means for a probabilistic classification to be fair to different groups. We formalize three fairness…

Machine Learning · Computer Science 2016-11-18 Jon Kleinberg , Sendhil Mullainathan , Manish Raghavan

We generalize two well-known game-theoretic models by introducing multiple partners matching games, defined by a graph $G=(N,E)$, with an integer vertex capacity function $b$ and an edge weighting $w$. The set $N$ consists of a number of…

Computer Science and Game Theory · Computer Science 2016-09-01 Péter Biró , Walter Kern , Daniël Paulusma , Péter Wojuteczky

Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…

Theoretical Economics · Economics 2024-09-05 Zhang Xu , Wei Zhao

Pattern matching is a powerful tool which is part of many functional programming languages as well as computer algebra systems such as Mathematica. Among the existing systems, Mathematica offers the most expressive pattern matching.…

Symbolic Computation · Computer Science 2017-05-03 Manuel Krebber

The stable roommates problem is a non-bipartite version of the stable matching problem in a bipartite graph. In this paper, we consider the stable roommates problem with ties. In particular, we focus on strong stability, which is one of the…

Computer Science and Game Theory · Computer Science 2025-10-21 Naoyuki Kamiyama

We argue that models coming from a variety of fields, such as matching models and discrete choice models among others, share a common structure that we call matching function equilibria with partial assignment. This structure includes an…

General Economics · Economics 2023-09-21 Liang Chen , Eugene Choo , Alfred Galichon , Simon Weber