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Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-09 Omer Ben-Porat , Moshe Tennenholtz

In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

Computational Finance · Quantitative Finance 2023-05-31 Louis Abraham

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

In classical job-scheduling games, each job behaves as a selfish player, choosing a machine to minimize its own completion time. To reduce the equilibria inefficiency, coordination mechanisms are employed, allowing each machine to follow…

Computer Science and Game Theory · Computer Science 2025-02-11 Gilad Lavie , Tami Tamir

Both classical and quantum version of two models of price competition in duopoly market, the one is realistic and the other is idealized, are investigated. The pure strategy Nash equilibria of the realistic model exists under stricter…

Quantum Physics · Physics 2010-03-25 Yohei Sekiguchi , Kiri Sakahara , Takashi Sato

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

Optimization and Control · Mathematics 2020-07-02 Florian Schäfer , Anima Anandkumar

Learning in zero-sum games studies a situation where multiple agents competitively learn their strategy. In such multi-agent learning, we often see that the strategies cycle around their optimum, i.e., Nash equilibrium. When a game…

Computer Science and Game Theory · Computer Science 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

The main goal of this paper is to develop a theory of inference of player valuations from observed data in the generalized second price auction without relying on the Nash equilibrium assumption. Existing work in Economics on inferring…

Computer Science and Game Theory · Computer Science 2015-05-05 Denis Nekipelov , Vasilis Syrgkanis , Eva Tardos

Zero-sum games have long guided artificial intelligence research, since they possess both a rich strategy space of best-responses and a clear evaluation metric. What's more, competition is a vital mechanism in many real-world multi-agent…

Computer Science and Game Theory · Computer Science 2020-03-03 Edward Hughes , Thomas W. Anthony , Tom Eccles , Joel Z. Leibo , David Balduzzi , Yoram Bachrach

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

Computer Science and Game Theory · Computer Science 2008-09-02 Joseph Y. Halpern , Rafael Pass

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

Although it has been known since the 1970s that a globally optimal strategy profile in a common-payoff game is a Nash equilibrium, global optimality is a strict requirement that limits the result's applicability. In this work, we show that…

Computer Science and Game Theory · Computer Science 2022-07-08 Scott Emmons , Caspar Oesterheld , Andrew Critch , Vincent Conitzer , Stuart Russell

One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…

Computer Science and Game Theory · Computer Science 2024-09-04 Di Zhang , Wei Gu , Qing Jin

In this work, we study the interaction of strategic agents in continuous action Cournot games with limited information feedback. Cournot game is the essential market model for many socio-economic systems where agents learn and compete…

Optimization and Control · Mathematics 2020-09-15 Yuanyuan Shi , Baosen Zhang

We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…

Probability · Mathematics 2023-08-30 Liron Ravner , Ran I. Snitkovsky

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Computer Science and Game Theory · Computer Science 2013-08-01 Leslie Ann Goldberg , Paul W. Goldberg , Piotr Krysta , Carmine Ventre

We study the impact of strategic behavior in labor markets characterized by algorithmic monoculture, where firms compete for a shared pool of applicants using a common algorithmic evaluation. In this setting, "naive" hiring strategies lead…

Computer Science and Game Theory · Computer Science 2026-02-19 Jackie Baek , Hamsa Bastani , Shihan Chen

AI in Math deals with mathematics in a constructive manner so that reasoning becomes automated, less laborious, and less error-prone. For algorithms, the question becomes how to automate analyses for specific problems. For the first time,…

Computer Science and Game Theory · Computer Science 2023-10-13 Xiaotie Deng , Dongchen Li , Hanyu Li

Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…

Computer Science and Game Theory · Computer Science 2013-01-18 Satinder Singh , Michael Kearns , Yishay Mansour

We present an extensive analysis of the key problem of learning optimal reserve prices for generalized second price auctions. We describe two algorithms for this task: one based on density estimation, and a novel algorithm benefiting from…

Machine Learning · Computer Science 2015-06-10 Mehryar Mohri , Andres Munoz Medina
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