Related papers: Large-Scale Auto-bidding with Nash Equilibrium Con…
With a multilateral vertical contracting model of media markets, we examine upstream competition and contractual arrangements in content provision. We analyze the trade of content by the Nash bargaining solution and the downstream…
This paper develops a distributed Nash Equilibrium seeking algorithm for heterogeneous multi-robot systems. The algorithm utilises distributed optimisation and output control to achieve the Nash equilibrium by leveraging information shared…
We propose a multi-agent based computational framework for modeling decision-making and strategic interaction at micro level for smart vehicles in a smart world. The concepts of Markov game and best response dynamics are heavily leveraged.…
Learning to bid in repeated first-price auctions is a fundamental problem at the interface of game theory and machine learning, which has seen a recent surge in interest due to the transition of display advertising to first-price auctions.…
We model a system of n asymmetric firms selling a homogeneous good in a common market through a pay-as-bid auction. Every producer chooses as its strategy a supply function returning the quantity S(p) that it is willing to sell at a minimum…
While the auto-bidding literature predominantly considers independent bidding, we investigate the coordination problem among multiple auto-bidders in online advertising platforms. Two motivating scenarios are: collaborative bidding among…
We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy…
Several works have recently suggested to model the problem of coordinating the charging needs of a fleet of electric vehicles as a game, and have proposed distributed algorithms to coordinate the vehicles towards a Nash equilibrium of such…
We study strategic interaction in linear-quadratic network games where agents act on subjective, misspecified models of their environment. Agents observe noisy aggregate signals generated by local network externalities and interpret them…
Rating systems play a vital role in the exponential growth of service-oriented markets. As highly rated online services usually receive substantial revenue in the markets, malicious sellers seek to boost their service evaluation by…
We formulate computation offloading as a decentralized decision-making problem with autonomous agents. We design an interaction mechanism that incentivizes agents to align private and system goals by balancing between competition and…
Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…
Multi-agent policy-gradient methods have been shown to converge locally near stable Nash equilibria. Local convergence, however, does not determine which equilibrium is reached. We study this question through basin-entry probability with…
Designing incentives for a multi-agent system to induce a desirable Nash equilibrium is both a crucial and challenging problem appearing in many decision-making domains, especially for a large number of agents $N$. Under the exchangeability…
We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…
We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…
Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…
We develop an optimization model and corresponding algorithm for the management of a demand-side platform (DSP), whereby the DSP aims to maximize its own profit while acquiring valuable impressions for its advertiser clients. We formulate…
In this work, we introduce a new variant of online gradient descent, which provably converges to Nash Equilibria and simultaneously attains sublinear regret for the class of congestion games in the semi-bandit feedback setting. Our proposed…
The Nash Equilibrium (NE) estimation in bidding games of electricity markets is the key concern of both generation companies (GENCOs) for bidding strategy optimization and the Independent System Operator (ISO) for market surveillance.…