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Bid optimization for online advertising from single advertiser's perspective has been thoroughly investigated in both academic research and industrial practice. However, existing work typically assume competitors do not change their bids,…

Artificial Intelligence · Computer Science 2021-06-09 Ziyu Guan , Hongchang Wu , Qingyu Cao , Hao Liu , Wei Zhao , Sheng Li , Cai Xu , Guang Qiu , Jian Xu , Bo Zheng

Adaptive machines have the potential to assist or interfere with human behavior in a range of contexts, from cognitive decision-making to physical device assistance. Therefore it is critical to understand how machine learning algorithms can…

Artificial Intelligence · Computer Science 2023-05-03 Benjamin J. Chasnov , Lillian J. Ratliff , Samuel A. Burden

We analyze digital markets where a monopolist platform uses data to match multiproduct sellers with heterogeneous consumers who can purchase both on and off the platform. The platform sells targeted ads to sellers that recommend their…

Theoretical Economics · Economics 2023-04-18 Dirk Bergemann , Alessandro Bonatti

The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices into a learning framework and use the resulting models to…

Machine Learning · Computer Science 2019-06-25 Weiran Shen , Sébastien Lahaie , Renato Paes Leme

With artificial intelligence systems becoming ubiquitous in our society, its designers will soon have to start to consider its social dimension, as many of these systems will have to interact among them to work efficiently. With this in…

Artificial Intelligence · Computer Science 2020-06-23 Santiago Cuervo , Marco Alzate

Can Large Language Models (AI agents) aggregate dispersed private information through trading and reason about the knowledge of others by observing price movements? We conduct a controlled experiment where AI agents trade in a prediction…

General Economics · Economics 2026-05-08 Spyros Galanis

In the future, artificial learning agents are likely to become increasingly widespread in our society. They will interact with both other learning agents and humans in a variety of complex settings including social dilemmas. We argue that…

Artificial Intelligence · Computer Science 2022-02-22 Tobias Baumann

Market-based agents refer to reinforcement learning agents which determine their actions based on an internal market of sub-agents. We introduce a new type of market-based algorithm where the state itself is factored into several axes…

Artificial Intelligence · Computer Science 2025-03-11 Abhimanyu Pallavi Sudhir , Long Tran-Thanh

With the rapid development of artificial intelligence, intelligent decision-making techniques have gradually surpassed human levels in various human-machine competitions, especially in complex multi-agent cooperative task scenarios.…

Multiagent Systems · Computer Science 2025-03-18 Weiqiang Jin , Hongyang Du , Biao Zhao , Xingwu Tian , Bohang Shi , Guang Yang

Many real-world scenarios involve teams of agents that have to coordinate their actions to reach a shared goal. We focus on the setting in which a team of agents faces an opponent in a zero-sum, imperfect-information game. Team members can…

Multiagent Systems · Computer Science 2021-02-10 Federico Cacciamani , Andrea Celli , Marco Ciccone , Nicola Gatti

This paper studies algorithmic decision-making under human's strategic behavior, where a decision maker uses an algorithm to make decisions about human agents, and the latter with information about the algorithm may exert effort…

Computer Science and Game Theory · Computer Science 2024-09-16 Tian Xie , Xuwei Tan , Xueru Zhang

Whether a population of decision-making individuals will reach a state of satisfactory decisions is a fundamental problem in studying collective behaviors. In the framework of evolutionary game theory and by means of potential functions,…

Multiagent Systems · Computer Science 2022-01-13 Negar Sakhaei , Zeinab Maleki , Pouria Ramazi

This paper proposes an intent-aware multi-agent planning framework as well as a learning algorithm. Under this framework, an agent plans in the goal space to maximize the expected utility. The planning process takes the belief of other…

Artificial Intelligence · Computer Science 2018-03-07 Siyuan Qi , Song-Chun Zhu

This paper examines how the rapid deployment of multi-agentic AI systems is reshaping the foundations of copyright law and creative markets. It argues that existing copyright frameworks are ill-equipped to govern AI agent-mediated…

Artificial Intelligence · Computer Science 2026-04-10 Paulius Jurcys , Mark Fenwick

We investigate a novel approach to resilient distributed optimization with quadratic costs in a multi-agent system prone to unexpected events that make some agents misbehave. In contrast to commonly adopted filtering strategies, we draw…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Luca Ballotta , Giacomo Como , Jeff S. Shamma , Luca Schenato

The high-order complexity of human behaviour is likely the root cause of extreme difficulty in financial market projections. We consider that behavioural simulation can unveil systemic dynamics to support analysis. Simulating diverse human…

Trading and Market Microstructure · Quantitative Finance 2025-06-03 Cheng Wang , Chuwen Wang , Shirong Zeng , Jianguo Liu , Changjun Jiang

We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…

Computer Science and Game Theory · Computer Science 2024-01-17 Simina Brânzei , Mahsa Derakhshan , Negin Golrezaei , Yanjun Han

We consider dynamic pricing schemes in online settings where selfish agents generate online events. Previous work on online mechanisms has dealt almost entirely with the goal of maximizing social welfare or revenue in an auction settings.…

Computer Science and Game Theory · Computer Science 2015-04-07 Ilan Reuven Cohen , Alon Eden , Amos Fiat , Łukasz Jeż

This paper uses the development of multi-agent market models to present a unified approach to the joint questions of how financial market movements may be simulated, predicted, and hedged against. We examine the effect of different market…

Condensed Matter · Physics 2009-10-31 P. Jefferies , M. L. Hart , P. M. Hui , N. F. Johnson

In an infinitely repeated general-sum pricing game, independent reinforcement learners may exhibit collusive behavior without any communication, raising concerns about algorithmic collusion. To better understand the learning dynamics, we…

General Economics · Economics 2025-10-07 Bingyan Han