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We investigate a portfolio selection problem involving multi competitive agents, each exhibiting mean-variance preferences. Unlike classical models, each agent's utility is determined by their relative wealth compared to the average wealth…

Optimization and Control · Mathematics 2025-11-10 Guojiang Shao , Zuo Quan Xu , Qi Zhang

Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…

Computer Science and Game Theory · Computer Science 2022-10-20 Denizalp Goktas , Amy Greenwald

We consider a resource allocation problem where individual users wish to send data across a network to maximize their utility, and a cost is incurred at each link that depends on the total rate sent through the link. It is known that as…

Computer Science and Game Theory · Computer Science 2007-05-23 Ramesh Johari , Shie Mannor , John N. Tsitsiklis

Envy-free up to one good (EF1) and envy-free up to any good (EFX) are two well-known extensions of envy-freeness for the case of indivisible items. It is shown that EF1 can always be guaranteed for agents with subadditive valuations. In…

Computer Science and Game Theory · Computer Science 2020-07-15 Alireza Farhadi , MohammadTaghi Hajiaghayi , Mohamad Latifian , Masoud Seddighin , Hadi Yami

A mixed manna contains goods (that everyone likes), bads (that everyone dislikes), as well as items that are goods to some agents, but bads or satiated to others. If all items are goods and utility functions are homothetic, concave (and…

Computer Science and Game Theory · Computer Science 2017-02-03 Anna Bogomolnaia , Herve Moulin , Fedor Sandomirskiy , Elena Yanovskaya

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

Optimization and Control · Mathematics 2023-10-25 Tatiana Tatarenko , Angelia Nedich

We present the first analysis of Fisher markets with buyers that have budget-additive utility functions. Budget-additive utilities are elementary concave functions with numerous applications in online adword markets and revenue optimization…

Computer Science and Game Theory · Computer Science 2016-05-03 Xiaohui Bei , Jugal Garg , Martin Hoefer , Kurt Mehlhorn

Nearest Neighbor Search (NNS) is a fundamental problem in data structures with wide-ranging applications, such as web search, recommendation systems, and, more recently, retrieval-augmented generations (RAG). In such recent applications, in…

Data Structures and Algorithms · Computer Science 2026-02-10 Siddharth Barman , Nirjhar Das , Shivam Gupta , Kirankumar Shiragur

We study the computation of approximate pure Nash equilibria in Shapley value (SV) weighted congestion games, introduced in [19]. This class of games considers weighted congestion games in which Shapley values are used as an alternative (to…

Computer Science and Game Theory · Computer Science 2017-11-28 Matthias Feldotto , Martin Gairing , Grammateia Kotsialou , Alexander Skopalik

We develop a model for the evolution of wealth in a non-conservative economic environment, extending a theory developed earlier by the authors. The model considers a system of rational agents interacting in a game theoretical framework.…

General Finance · Quantitative Finance 2015-06-19 Pierre Degond , Jian-Guo Liu , Christian Ringhofer

We study a combinatorial market design problem, where a collection of indivisible objects is to be priced and sold to potential buyers subject to equilibrium constraints.The classic solution concept for such problems is Walrasian…

Computer Science and Game Theory · Computer Science 2013-04-09 Michal Feldman , Nick Gravin , Brendan Lucier

We consider a variant of Cournot competition, where multiple firms allocate the same amount of resource across multiple markets. We prove that the game has a unique pure-strategy Nash equilibrium (NE), which is symmetric and is…

Optimization and Control · Mathematics 2020-12-15 Ruda Zhang , Roger Ghanem

We introduce and study nonlinear production - consumption equilibrium (NPCE). The NPCE is a combination and generalization of both classical linear programming (LP) and classical input-output (IO) models. In contrast to LP and IO the NPCE…

Optimization and Control · Mathematics 2022-04-12 Roman Polyak

In \emph{bandwidth allocation games} (BAGs), the strategy of a player consists of various demands on different resources. The player's utility is at most the sum of these demands, provided they are fully satisfied. Every resource has a…

Computer Science and Game Theory · Computer Science 2018-07-10 Maximilian Drees , Matthias Feldotto , Sören Riechers , Alexander Skopalik

In approval-based budget division, the task is to allocate a divisible resource to the candidates based on the voters' approval preferences over the candidates. For this setting, Brandl et al. [2021] have shown that no distribution rule can…

Computer Science and Game Theory · Computer Science 2026-05-13 Haris Aziz , Patrick Lederer , Jeremy Vollen

We provide an in-depth study of Nash equilibria in multi-objective normal form games (MONFGs), i.e., normal form games with vectorial payoffs. Taking a utility-based approach, we assume that each player's utility can be modelled with a…

Computer Science and Game Theory · Computer Science 2022-07-19 Willem Röpke , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

We present a constant-factor approximation algorithm for the Nash social welfare maximization problem with subadditive valuations accessible via demand queries. More generally, we propose a template for NSW optimization by solving a…

Computer Science and Game Theory · Computer Science 2023-09-12 Shahar Dobzinski , Wenzheng Li , Aviad Rubinstein , Jan Vondrak

We study equilibria of markets with $m$ heterogeneous indivisible goods and $n$ consumers with combinatorial preferences. It is well known that a competitive equilibrium is not guaranteed to exist when valuations are not gross substitutes.…

Computer Science and Game Theory · Computer Science 2014-06-04 Shahar Dobzinski , Michal Feldman , Inbal Talgam-Cohen , Omri Weinstein

The productivity of a common pool of resources may degrade when overly exploited by a number of selfish investors, a situation known as the tragedy of the commons (TOC). Without regulations, agents optimize the size of their individual…

Theoretical Economics · Economics 2023-01-18 Claudius Gros

Efficient allocation and use of limited resources are fundamental to advancing collective welfare and achieving long-term societal sustainability. This challenge involves not only how policymakers distribute scarce resources among…

Computer Science and Game Theory · Computer Science 2026-03-18 Juyi Li , Xiaoqun Wu , Qi Su