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We discuss final-offer arbitration where two quantitative issues are in dispute and model it as a zero-sum game. Under reasonable assumptions we both derive a pure strategy pair and show that it is both a local equilibrium and furthermore…

Optimization and Control · Mathematics 2015-10-13 Brian Powers

We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent because they discount performance with a non-constant rate. Our…

General Economics · Economics 2023-09-04 Ali Lazrak , Hanxiao Wang , Jiongmin Yong

A Dynkin game is a zero-sum, stochastic stopping game between two players where either player can stop the game at any time for an observable payoff. Typically the payoff process of the max-player is assumed to be smaller than the payoff…

Probability · Mathematics 2020-08-18 Ivan Guo

A principal continually decides whether to approve resource allocations to an agent, who exerts private effort to remain eligible. The principal must perform costly inspections to determine the agent's eligibility. We characterize Markov…

Theoretical Economics · Economics 2025-04-04 Peter Achim , Jan Knoepfle

We study the smoothed online quadratic optimization (SOQO) problem where, at each round $t$, a player plays an action $x_t$ in response to a quadratic hitting cost and an additional squared $\ell_2$-norm cost for switching actions. This…

Optimization and Control · Mathematics 2024-03-26 Neelkamal Bhuyan , Debankur Mukherjee , Adam Wierman

We study the interaction between strategy, heterogeneity and growth in a two-agent model of capital accumulation. Preferences are represented by recursive utility functions with decreasing marginal impatience. The stationary equilibria of…

Optimization and Control · Mathematics 2016-08-26 Luis Alcala , Fernando Tohme , Carlos Dabus

The war of attrition in game theory is a model of a stand-off situation between two opponents where the winner is determined by its persistence. We model a stand-off between a predator and a prey when the prey is hiding and the predator is…

Populations and Evolution · Quantitative Biology 2021-08-19 Cecilia Berardo , Stefan Geritz

Stackelberg equilibrium is a solution concept that describes optimal strategies to commit: Player 1 (the leader) first commits to a strategy that is publicly announced, then Player 2 (the follower) plays a best response to the leader's…

Computer Science and Game Theory · Computer Science 2021-11-04 Aditya Aradhye , Branislav Bošanský , Michael Hlaváček

In two-player games on graphs, the players move a token through a graph to produce an infinite path, which determines the winner of the game. Such games are central in formal methods since they model the interaction between a…

Computer Science and Game Theory · Computer Science 2023-06-22 Milad Aghajohari , Guy Avni , Thomas A. Henzinger

We explore the effect of discounting and experimentation in a simple model of interacting adaptive agents. Agents belong to either of two types and each has to decide whether to participate a game or not, the game being profitable when…

Physics and Society · Physics 2009-11-13 Damien Challet , Andrea De Martino , Matteo Marsili

We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…

Computer Science and Game Theory · Computer Science 2013-07-09 Anshul Gupta , Sven Schewe

The paper deals with a class of parametrized equilibrium problems, where the objectives of the players do possess nonsmooth terms. The respective Nash equilibria can be characterized via a parameter-dependent variational inequality of the…

Optimization and Control · Mathematics 2019-11-06 Jiří V. Outrata , Jan Valdman

We consider a seller who offers services to a buyer with multi-unit demand. Prior to the realization of demand, the buyer receives a noisy signal of their future demand, and the seller can design contracts based on the reported value of…

Theoretical Economics · Economics 2025-02-13 Dirk Bergemann , Michael C. Wang

We study collusion in a second-price auction with two bidders in a dynamic environment. One bidder can make a take-it-or-leave-it collusion proposal, which consists of both an offer and a request of bribes, to the opponent. We show that…

Theoretical Economics · Economics 2021-05-31 Jingfeng Lu , Zongwei Lu , Christian Riis

Negotiations, a model of concurrency with multi party negotiation as primitive, have been recently introduced in arXiv:1307.2145, arXiv:1403.4958. We initiate the study of games for this model. We study coalition problems: can a given…

Logic in Computer Science · Computer Science 2015-07-30 Javier Esparza , Philipp Hoffmann

This paper examines the optimal organizational rules that govern the process of dividing a fixed surplus. The process is modeled as a sequential multilateral bargaining game with costly recognition. The designer sets the voting rule --…

Theoretical Economics · Economics 2024-11-14 Qiang Fu , Zenan Wu , Yuxuan Zhu

We consider a stochastic game between three types of players: an inside trader, noise traders and a market maker. In a similar fashion to Kyle's model, we assume that the insider first chooses the size of her market-order and then the…

Trading and Market Microstructure · Quantitative Finance 2021-03-09 Charles-Albert Lehalle , Eyal Neuman , Segev Shlomov

We study the relationship between performance and practice by analyzing the activity of many players of a casual online game. We find significant heterogeneity in the improvement of player performance, given by score, and address this by…

Computers and Society · Computer Science 2017-03-16 Tushar Agarwal , Keith A. Burghardt , Kristina Lerman

We demonstrate the usefulness of adding delay to infinite games with quantitative winning conditions. In a delay game, one of the players may delay her moves to obtain a lookahead on her opponent's moves. We show that determining the winner…

Computer Science and Game Theory · Computer Science 2017-04-21 Martin Zimmermann

This paper considers a class of experimentation games with L\'{e}vy bandits encompassing those of Bolton and Harris (1999) and Keller, Rady and Cripps (2005). Its main result is that efficient (perfect Bayesian) equilibria exist whenever…

Theoretical Economics · Economics 2021-12-21 Johannes Hörner , Nicolas Klein , Sven Rady