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This paper studies a communication game between an uninformed decision maker and two perfectly informed senders with conflicting interests. Senders can misreport information at a cost that increases with the size of the misrepresentation.…

Theoretical Economics · Economics 2023-04-17 Federico Vaccari

In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…

Computer Science and Game Theory · Computer Science 2023-05-12 Ke Sun , Samir M. Perlaza , Alain Jean-Marie

We study a dynamic matching problem on a two-sided platform with unbalanced patience, in which long-lived supply accumulates over time with a unit waiting cost per period, while short-lived demand departs if not matched promptly. High- or…

Theoretical Economics · Economics 2026-02-05 Zhiyuan Chen , Rui , Chen , Ming Hu , Yun Zhou

We introduce the concept of budget games. Players choose a set of tasks and each task has a certain demand on every resource in the game. Each resource has a budget. If the budget is not enough to satisfy the sum of all demands, it has to…

Computer Science and Game Theory · Computer Science 2014-07-14 Maximilian Drees , Sören Riechers , Alexander Skopalik

This paper considers the problem of consumption and investment in a financial market within a continuous time stochastic economy. The investor exhibits a change in the discount rate. The investment opportunities are a stock and a riskless…

Portfolio Management · Quantitative Finance 2013-03-07 Traian Pirvu , Huayue Zhang

We consider a dynamic moral hazard problem between a principal and an agent, where the sole instrument the principal has to incentivize the agent is the disclosure of information. The principal aims at maximizing the (discounted) number of…

Theoretical Economics · Economics 2021-03-09 Wei Zhao , Claudio Mezzetti , Ludovic Renou , Tristan Tomala

I study dynamic contracting where Sender privately observes a Markovian state and seeks to motivate Receiver, who acts. Sender provides incentives in two ways: payments, which alter payoffs ex-post, and (Bayesian) persuasion, which shapes…

Theoretical Economics · Economics 2026-05-22 Daniel Luo

In this paper we analyse a dynamic model of investment under uncertainty in a duopoly, in which each firm has an option to switch from the present market to a new market. We construct a subgame perfect equilibrium in mixed strategies and…

Economics · Quantitative Finance 2015-06-16 Jan-Henrik Steg , Jacco Thijssen

We consider two-player stochastic games played on a finite state space for an infinite number of rounds. The games are concurrent: in each round, the two players (player 1 and player 2) choose their moves independently and simultaneously;…

Computer Science and Game Theory · Computer Science 2012-01-04 Krishnendu Chatterjee

Markovian network equilibrium generalizes the classical Wardrop equilibrium in network games. At a Markovian network equilibrium, each player of the game solves a Markov decision process instead of a shortest path problem. We propose two…

Optimization and Control · Mathematics 2021-10-19 Yue Yu , Dan Calderone , Sarah H. Q. Li , Lillian J. Ratliff , Behçet Açıkmeşe

What is the emergent long-run equilibrium of a society where many interacting agents bet on the optimal energy to put in place in order to climb on the Bandwagon? In this paper we study the collective behavior of a large population of…

Optimization and Control · Mathematics 2018-04-23 Paolo Dai Pra , Elena Sartori , Marco Tolotti

We study the effect of interim feedback policies in a dynamic all-pay auction where two players bid over two stages to win a common-value prize. We show that sequential equilibrium outcomes are characterized by Cheapest Signal Equilibria,…

Theoretical Economics · Economics 2025-10-28 Sumit Goel , Yiqing Yan , Jeffrey Zeidel

Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…

Theoretical Economics · Economics 2022-07-26 Pierpaolo Battigalli , Fabrizio Panebianco , Paolo Pin

We study the problem of resilient strategies in the presence of uncertainty. Resilient strategies enable an agent to make decisions that are robust against disturbances. In particular, we are interested in those disturbances that are able…

Computer Science and Game Theory · Computer Science 2026-03-02 Kush Grover , Markel Zubia , Debraj Chakraborty , Muqsit Azeem , Nils Jansen , Jan Kretinsky

In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

Computer Science and Game Theory · Computer Science 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

Two-person bargaining problem is considered as to allocate a number of goods between two players. This paper suggests that any non-trivial division of goods cause a non-zero change on the solution of bargaining. So, a axiom of sharing…

Computer Science and Game Theory · Computer Science 2014-03-04 Xuegong Deng

We give conditions for equilibria in the following Voronoi game on the discrete hypercube. Two players position themselves in $\{0,1\}^d$ and each receives payoff equal to the measure (under some probability distribution) of their Voronoi…

Combinatorics · Mathematics 2024-06-27 A. Nicholas Day , J. Robert Johnson

We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…

Computer Science and Game Theory · Computer Science 2016-11-28 Hugo Gimbert , Wieslaw Zielonka

An equilibrium is communication-proof if it is unaffected by new opportunities to communicate and renegotiate. We characterize the set of equilibria of coordination games with pre-play communication in which players have private preferences…

Theoretical Economics · Economics 2023-11-14 Yuval Heller , Christoph Kuzmics

We analyse a coalition formation game between strategic service providers of a congestible service. The key novelty of our formulation is that it is a constant sum game, i.e., the total payoff across all service providers (or coalitions of…

Computer Science and Game Theory · Computer Science 2021-09-28 Shiksha Singhal , Veeraruna Kavitha , Jayakrishnan Nair