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The paper addresses a problem of sequential bilateral bargaining with incomplete information. We proposed a decision model that helps agents to successfully bargain by performing indirect negotiation and learning the opponent's model.…

Computer Science and Game Theory · Computer Science 2024-09-11 Tatiana V. Guy , Jitka Homolová , Aleksej Gaj

This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential auctions, simultaneous auctions, and the Trading Agent…

Computer Science and Game Theory · Computer Science 2012-07-19 Amy Greenwald , Justin Boyan

Multiagent negotiation mechanisms advise original solutions to several problems for which usual problem solving methods are inappropriate. Mainly negotiation models are based on agents' interactions through messages. Agents interact in…

Multiagent Systems · Computer Science 2014-02-18 Samir Aknine

We cast the problem of combinatorial auction design in a Bayesian framework in order to incorporate prior information into the auction process and minimize the number of rounds to convergence. We first develop a generative model of agent…

Computer Science and Game Theory · Computer Science 2018-11-19 Gianluca Brero , Sébastien Lahaie

We consider the problem of reserving link capacity in a network in such a way that any of a given set of flow scenarios can be supported. In the optimal capacity reservation problem, we choose the reserved link capacities to minimize the…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-03 Nicholas Moehle , Xinyue Shen , Zhi-Quan Luo , Stephen Boyd

We consider the optimal duration allocation in a decision making queue. Decision making tasks arrive at a given rate to a human operator. The correctness of the decision made by human evolves as a sigmoidal function of the duration…

Optimization and Control · Mathematics 2010-10-11 Vaibhav Srivastava , Ruggero Carli , Francesco Bullo , Cédric Langbort

In this paper, a mathematical negotiation mechanism is designed to minimize the negotiators' costs in a distributed procurement problem at two echelons of an automotive supply chain. The buyer's costs are procurement cost and shortage…

Multiagent Systems · Computer Science 2021-12-21 Zohreh Kaheh , Reza Baradaran Kazemzadeh , Ellips Masehian , Ali Husseinzadeh Kashan

We study revenue optimization learning algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation for a good and seeks to maximize his cumulative discounted…

Computer Science and Game Theory · Computer Science 2018-02-09 Alexey Drutsa

This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Yadh Hafsi , Edoardo Vittori

The existing literature on optimal auctions focuses on optimizing the expected revenue of the seller, and is appropriate for risk-neutral sellers. In this paper, we identify good mechanisms for risk-averse sellers. As is standard in the…

Computer Science and Game Theory · Computer Science 2010-04-02 Mukund Sundararajan , Qiqi Yan

Customer retention or churn prevention is a challenging task of a telecom operator. One of the effective approaches is to offer some attractive incentive or additional services or money to the subscribers for keeping them engaged and make…

Machine Learning · Statistics 2023-08-25 Piyush Kanti Bhunre , Tanmay Sen , Arijit Sarkar

Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder offers a price for some subset of the available…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Karhan Akcoglu , James Aspnes , Bhaskar DasGupta , Ming-Yang Kao

Negotiation is a process where agents aim to work through disputes and maximize their surplus. As the use of deep reinforcement learning in bargaining games is unexplored, this paper evaluates its ability to exploit, adapt, and cooperate to…

Multiagent Systems · Computer Science 2020-02-19 Ho-Chun Herbert Chang

We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…

Computational Engineering, Finance, and Science · Computer Science 2022-06-28 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

It is well-known that acting in an individually rational manner, according to the principles of classical game theory, may lead to sub-optimal solutions in a class of problems named social dilemmas. In contrast, humans generally do not have…

Computer Science and Game Theory · Computer Science 2014-01-16 Steven de Jong , Simon Uyttendaele , Karl Tuyls

We construct an empirically founded model of a repo trade intermediated by two broker-dealers and prove multiple equilibrium and the existence of equilibrium at the joint profit maximizing volume of trade. We then present a smart contract…

Theoretical Economics · Economics 2026-04-21 Daniel Aronoff , Robert M. Townsend

As AI usage becomes more prevalent in social contexts, understanding agent-user interaction is critical to designing systems that improve both individual and group outcomes. We present an online behavioral experiment (N = 243) in which…

Computer Science and Game Theory · Computer Science 2026-02-16 Kehang Zhu , Nithum Thain , Vivian Tsai , James Wexler , Crystal Qian

The online ads trading platform plays a crucial role in connecting publishers and advertisers and generates tremendous value in facilitating the convenience of our lives. It has been evolving into a more and more complicated structure. In…

Computer Science and Game Theory · Computer Science 2017-10-02 Zhihui Xie , Kuang-Chih Lee , Liang Wang

This paper presents a novel two-stage flexible dynamic decision support based optimal threat evaluation and defensive resource scheduling algorithm for multi-target air-borne threats. The algorithm provides flexibility and optimality by…

Artificial Intelligence · Computer Science 2009-06-30 Huma Naeem , Asif Masood , Mukhtar Hussain , Shoab A. Khan

We study \emph{combinatorial procurement auctions}, where a buyer with a valuation function $v$ and budget $B$ wishes to buy a set of items. Each item $i$ has a cost $c_i$ and the buyer is interested in a set $S$ that maximizes $v(S)$…

Computer Science and Game Theory · Computer Science 2015-03-19 Ashwinkumar Badanidiyuru , Shahar Dobzinski , Sigal Oren