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We consider the computational complexity of computing Bayes-Nash equilibria in first-price auctions, where the bidders' values for the item are drawn from a general (possibly correlated) joint distribution. We show that when the values and…

Computer Science and Game Theory · Computer Science 2025-06-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

Concurrent stochastic games are an important formalism for the rational verification of probabilistic multi-agent systems, which involves verifying whether a temporal logic property is satisfied in some or all game-theoretic equilibria of…

Computer Science and Game Theory · Computer Science 2023-11-29 Daniel Stan , Muhammad Najib , Anthony Widjaja Lin , Parosh Aziz Abdulla

Understanding and analyzing markets is crucial, yet analytical equilibrium solutions remain largely infeasible. Recent breakthroughs in equilibrium computation rely on zeroth-order policy gradient estimation. These approaches commonly…

Computer Science and Game Theory · Computer Science 2023-03-17 Nils Kohring , Fabian R. Pieroth , Martin Bichler

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

Automated design of multi-agent interactions with desirable equilibrium outcomes is inherently difficult due to the computational hardness, non-uniqueness, and instability of the resulting equilibria. In this work, we propose the use of…

Computer Science and Game Theory · Computer Science 2026-03-13 Vinzenz Thoma , Georgios Piliouras , Luke Marris

We address the equilibrium concept of a reverse auction game so that no one can enhance the individual payoff by a unilateral change when all the others follow a certain strategy. In this approach the combinatorial possibilities to consider…

Combinatorics · Mathematics 2010-10-26 Seung Ki Baek , Sebastian Bernhardsson

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Multiagent Systems · Computer Science 2024-09-17 Shinkyu Park

Iterative combinatorial auctions are widely used in high stakes settings such as spectrum auctions. Such auctions can be hard to analyze, making it difficult for bidders to determine how to behave and for designers to optimize auction rules…

Computer Science and Game Theory · Computer Science 2024-07-25 Greg d'Eon , Neil Newman , Kevin Leyton-Brown

Stackelberg equilibrium is a solution concept in two-player games where the leader has commitment rights over the follower. In recent years, it has become a cornerstone of many security applications, including airport patrolling and…

Computer Science and Game Theory · Computer Science 2021-02-04 Chun Kai Ling , Noam Brown

We tackle a fundamental problem in empirical game-theoretic analysis (EGTA), that of learning equilibria of simulation-based games. Such games cannot be described in analytical form; instead, a black-box simulator can be queried to obtain…

Computer Science and Game Theory · Computer Science 2019-06-03 Enrique Areyan Viqueira , Cyrus Cousins , Eli Upfal , Amy Greenwald

How does competition in markets for information affect the creation and division of surplus? We study this question in a search environment in which an agent searches sequentially for a high-quality good and learns about the quality of…

Theoretical Economics · Economics 2026-05-26 Teddy Mekonnen , Bobak Pakzad-Hurson

In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

Computational Finance · Quantitative Finance 2023-05-31 Louis Abraham

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

Optimization and Control · Mathematics 2020-01-09 Berenice Anne Neumann

We model a system of n asymmetric firms selling a homogeneous good in a common market through a pay-as-bid auction. Every producer chooses as its strategy a supply function returning the quantity S(p) that it is willing to sell at a minimum…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Martina Vanelli , Giacomo Como , Fabio Fagnani

In settings where full incentive-compatibility is not available, such as core-constraint combinatorial auctions and budget-balanced combinatorial exchanges, we may wish to design mechanisms that are as incentive-compatible as possible. This…

Computer Science and Game Theory · Computer Science 2015-03-24 Benjamin Lubin

The complexity of computing equilibrium refinements has been at the forefront of algorithmic game theory research, but it has remained open in the seminal class of potential games; we close this fundamental gap in this paper. We first show…

Computer Science and Game Theory · Computer Science 2026-02-11 Ioannis Anagnostides , Maria-Florina Balcan , Kiriaki Fragkia , Tuomas Sandholm , Emanuel Tewolde , Brian Hu Zhang

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…

Computer Science and Game Theory · Computer Science 2015-06-10 Shahar Dobzinski , Hu Fu , Robert Kleinberg

We investigate the problem of learning an equilibrium in a generalized two-sided matching market, where agents can adaptively choose their actions based on their assigned matches. Specifically, we consider a setting in which matched agents…

Machine Learning · Computer Science 2025-06-05 Andreas Athanasopoulos , Christos Dimitrakakis

Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…

Computer Science and Game Theory · Computer Science 2007-12-11 Stéphane Le Roux

Although mixed extensions of finite games always admit equilibria, this is not the case for countable games, the best-known example being Wald's pick-the-larger-integer game. Several authors have provided conditions for the existence of…

Computer Science and Game Theory · Computer Science 2017-04-04 Valerio Capraro , Marco Scarsini
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