Related papers: Competitive Equilibrium for Chores: from Dual Eise…
We consider allocating indivisible chores among agents with different cost functions, such that all agents receive a cost of at most a constant factor times their maximin share. The state-of-the-art was presented in In EC 2021 by Huang and…
We consider the fair allocation of indivisible items to several agents with additional conflict constraints. These are represented by a conflict graph where each item corresponds to a vertex of the graph and edges in the graph represent…
The interplay between exploration and exploitation in competitive multi-agent learning is still far from being well understood. Motivated by this, we study smooth Q-learning, a prototypical learning model that explicitly captures the…
Bipartite matching, where agents on one side of a market are matched to agents or items on the other, is a classical problem in computer science and economics, with widespread application in healthcare, education, advertising, and general…
In this paper, we focus on solving a distributed convex aggregative optimization problem in a network, where each agent has its own cost function which depends not only on its own decision variables but also on the aggregated function of…
Much work has been done on the computation of market equilibria. However due to strategic play by buyers, it is not clear whether these are actually observed in the market. Motivated by the observation that a buyer may derive a better…
We introduce a new solution concept for bounded rational agents in finite normal-form general-sum games called Generalized Quantal Response Equilibrium (GQRE) which generalizes Quantal Response Equilibrium~\citep{mckelvey1995quantal}. In…
We investigate the computation of equilibria in extensive-form games where ex ante correlation is possible, focusing on correlated equilibria requiring the least amount of communication between the players and the mediator. Motivated by the…
This work investigates a problem of simultaneous global cost minimization and Nash equilibrium seeking, which commonly exists in $N$-cluster non-cooperative games. Specifically, the agents in the same cluster collaborate to minimize a…
In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…
We consider the problem of large-scale Fisher market equilibrium computation through scalable first-order optimization methods. It is well-known that market equilibria can be captured using structured convex programs such as the…
We consider a novel setting of zeroth order non-convex optimization, where in addition to querying the function value at a given point, we can also duel two points and get the point with the larger function value. We refer to this setting…
Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…
We consider infinite duration alternating move games. These games were previously studied by Roth, Balcan, Kalai and Mansour. They presented an FPTAS for computing an approximated equilibrium, and conjectured that there is a polynomial…
A well-regarded fairness notion when dividing indivisible chores is envy-freeness up to one item (EF1), which requires that pairwise envy can be eliminated by the removal of a single item. While an EF1 and Pareto optimal (PO) allocation of…
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…
This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player…
In this paper we consider constrained optimization problems where both the objective and constraint functions are of the black-box type. Furthermore, we assume that the nonlinear inequality constraints are non-relaxable, i.e. their values…
Motivated by the convergence result of mirror-descent algorithms to market equilibria in linear Fisher markets, it is natural for one to consider designing dynamics (specifically, iterative algorithms) for agents to arrive at linear…
Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…