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Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

Machine Learning · Computer Science 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

We consider Incentive Decision Processes, where a principal seeks to reduce its costs due to another agent's behavior, by offering incentives to the agent for alternate behavior. We focus on the case where a principal interacts with a…

Computer Science and Game Theory · Computer Science 2012-10-19 Sashank J. Reddi , Emma Brunskill

Digital labor platforms are increasingly used to procure human input, ranging from annotating data and red-teaming AI models, to ride-sharing and food delivery. A central concern in such markets is the ability of platforms to suppress wages…

Human-Computer Interaction · Computer Science 2026-04-20 Ana-Andreea Stoica , Celestine Mendler-Duenner , Moritz Hardt

In a semi-realistic market simulator, independent reinforcement learning algorithms may facilitate market makers to maintain wide spreads even without communication. This unexpected outcome challenges the current antitrust law framework. We…

Trading and Market Microstructure · Quantitative Finance 2022-11-02 Bingyan Han

We present different versions of a conjecture which would express that first price mechanisms never work very badly in a very general class of problems. The definitions include most of the problems where there is a principal (seller) who…

Economics · Quantitative Finance 2015-09-01 Endre Csóka

Coalitional control is concerned with the management of multi-agent systems where cooperation cannot be taken for granted (due to, e.g., market competition, logistics). This paper proposes a model predictive control (MPC) framework aimed at…

Systems and Control · Electrical Eng. & Systems 2021-08-03 Filiberto Fele , Ezequiel Debada , José M. Maestre , Eduardo F. Camacho

Automated Market Makers (AMMs) are a central component of decentralized exchanges, yet their equilibrium foundations and microeconomic mechanisms remain incompletely understood. This paper develops a dynamic equilibrium framework for…

General Economics · Economics 2026-03-10 Chengqi Zang , Zhenghui Wang , Weitong Zhang

We address the challenging problem of dynamically pricing complementary items that are sequentially displayed to customers. An illustrative example is the online sale of flight tickets, where customers navigate through multiple web pages.…

This work presents a descending-price-auction algorithm to obtain the maximum market-clearing price vector (MCP) in unit-demand matching markets with m items by exploiting the combinatorial structure. With a shrewd choice of goods for which…

Computer Science and Game Theory · Computer Science 2017-11-07 Shih-Tang Su , Jacob D. Abernethy , Grant Schoenebeck , Vijay G. Subramanian

This two-part paper develops a paradigmatic theory and detailed methods of the joint electricity market design using reinforcement-learning (RL)-based simulation. In Part 2, this theory is further demonstrated by elaborating detailed…

Computer Science and Game Theory · Computer Science 2023-05-15 Ziqing Zhu , Siqi Bu , Ka Wing Chan , Bin Zhou , Shiwei Xia

We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In constrast with previous MG, the best strategies are not always targeting the minority but are shifting…

Condensed Matter · Physics 2009-11-07 Jorgen Vitting Andersen , Didier Sornette

The Empirical Revenue Maximization (ERM) is one of the most important price learning algorithms in auction design: as the literature shows it can learn approximately optimal reserve prices for revenue-maximizing auctioneers in both repeated…

Computer Science and Game Theory · Computer Science 2020-10-13 Xiaotie Deng , Ron Lavi , Tao Lin , Qi Qi , Wenwei Wang , Xiang Yan

A platform commits to a search algorithm that maps prices to search order. Given this algorithm, sellers set prices, and consumers engage in sequential search. This framework generalizes the ordered search literature. We introduce a special…

Theoretical Economics · Economics 2025-03-06 Xiaoyu Chen , Jingmin Huang , Yibo Lian

Classical game-theoretic approaches for multi-agent systems in both the forward policy design problem and the inverse reward learning problem often make strong rationality assumptions: agents perfectly maximize expected utilities under…

Machine Learning · Computer Science 2021-03-23 Ran Tian , Liting Sun , Masayoshi Tomizuka

Matching platforms, from ridesharing to food delivery to competitive gaming, face a fundamental operational dilemma: match agents immediately to minimize waiting costs, or delay to exploit the efficiency gains of thicker markets. Yet…

Optimization and Control · Mathematics 2026-01-30 Jie Liu , Hailun Zhang , Jiheng Zhang

Algorithmic collusion is an emerging concept in current artificial intelligence age. Whether algorithmic collusion is a creditable threat remains as an argument. In this paper, we propose an algorithm which can extort its human rival to…

Econometrics · Economics 2018-02-23 Nan Zhou , Li Zhang , Shijian Li , Zhijian Wang

Generation models have shown promising performance in various tasks, making trading around machine learning models possible. In this paper, we aim at a novel prompt trading scenario, prompt bundle trading (PBT) system, and propose an online…

Artificial Intelligence · Computer Science 2025-09-09 Meiling Li , Hongrun Ren , Haixu Xiong , Zhenxing Qian , Xinpeng Zhang

The design of distributed algorithms is central to the study of multiagent systems control. In this paper, we consider a class of combinatorial cost-minimization problems and propose a framework for designing distributed algorithms with a…

Systems and Control · Computer Science 2019-03-18 Rahul Chandan , Dario Paccagnan , Jason R. Marden

The enduring value of the Vickrey-Clarke-Groves (VCG) mechanism has been highlighted due to its adoption by Facebook ad auctions. Our research delves into its utility in the collaborative virtual goods production (CVGP) game, which finds…

Computer Science and Game Theory · Computer Science 2024-06-18 Mingshu Cong , Han Yu , Xi Weng , Jiabao Qu , Yang Liu , Siu Ming Yiu