Related papers: Dynamic Realization Games in Newsvendor Inventory …
This contribution deals with a two-level discrete decision problem, a so-called Stackelberg strategic game: A Subset Sum setting is addressed with a set $N$ of items with given integer weights. One distinguished player, the leader, may…
In dynamic noncooperative games, each player makes conjectures about other players' reactions before choosing a strategy. However, resulting equilibria may be multiple and do not always lead to desirable outcomes. These issues are typically…
Mechanism design is a well-established game-theoretic paradigm for designing games to achieve desired outcomes. This paper addresses a closely related but distinct concept, equilibrium design. Unlike mechanism design, the designer's…
Consequential decision-making incentivizes individuals to strategically adapt their behavior to the specifics of the decision rule. While a long line of work has viewed strategic adaptation as gaming and attempted to mitigate its effects,…
This paper investigates the impact of decentralizing inventory decision-making in multi-establishment firms using data from a large retail chain. Analyzing two years of daily data, we find significant heterogeneity among the inventory…
We analyze a two-player, nonzero-sum Dynkin game of stopping with incomplete information. We assume that each player observes his own Brownian motion, which is not only independent of the other player's Brownian motion but also not…
This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify conditions under which a paradoxical non-monotone behavior…
We study optimal execution in markets with transient price impact in a competitive setting with $N$ traders. Motivated by prior negative results on the existence of pure Nash equilibria, we consider randomized strategies for the traders and…
The self-organization in cooperative regimes in a simple mean-field version of a model based on "selfish" agents which play the Prisoner's Dilemma (PD) game is studied. The agents have no memory and use strategies not based on direct…
In a noncooperative dynamic game, multiple agents operating in a changing environment aim to optimize their utilities over an infinite time horizon. Time-varying environments allow to model more realistic scenarios (e.g., mobile devices…
We consider the repeated prisoner's dilemma (PD). We assume that players make their choices knowing only average payoffs from the previous stages. A player's strategy is a function from the convex hull $\mathfrak{S}$ of the set of payoffs…
Inverse game theory is utilized to infer the cost functions of all players based on game outcomes. However, existing inverse game theory methods do not consider the learner as an active participant in the game, which could significantly…
In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…
In this paper, we investigate a supply chain network with a supplier and multiple retailers. The supplier can either take orders from retailers directly, or choose to build a warehouse somewhere in the network to centralize the ordering…
A Dynkin game is a zero-sum, stochastic stopping game between two players where either player can stop the game at any time for an observable payoff. Typically the payoff process of the max-player is assumed to be smaller than the payoff…
We study a game with \emph{strategic} vendors who own multiple items and a single buyer with a submodular valuation function. The goal of the vendors is to maximize their revenue via pricing of the items, given that the buyer will buy the…
Logistics network is expected that opened facilities work continuously for a long time horizon without any failure, but in real world problems, facilities may face disruptions. This paper studies a reliable joint inventory location problem…
Motivated by recent progress on pricing in the AI literature, we study marketplaces that contain multiple vendors offering identical or similar products and unit-demand buyers with different valuations on these vendors. The objective of…
This paper studies strategic decentralization in binary choice composite network congestion games. A player decentralizes if she lets some autonomous agents to decide respectively how to send different parts of her stock from the origin to…
Job-scheduling games have traditionally assumed fixed processing times. However, in many realistic environments, ranging from cyber-security response to high-frequency trading, a task's duration depends on its starting time. We study…