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Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li

We study natural improvement dynamics in weighted congestion games with polynomial latencies of maximum degree $d\geq 1$. We focus on two problems regarding the existence and efficiency of approximate pure Nash equilibria, with a reasonable…

Computer Science and Game Theory · Computer Science 2020-11-09 Ioannis Caragiannis , Angelo Fanelli

In practice, most auction mechanisms are not strategy-proof, so equilibrium analysis is required to predict bidding behavior. In many auctions, though, an exact equilibrium is not known and one would like to understand whether -- manually…

Computer Science and Game Theory · Computer Science 2024-08-22 Fabian R. Pieroth , Tuomas Sandholm

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…

Computer Science and Game Theory · Computer Science 2020-06-18 Ben Amiet , Andrea Collevecchio , Marco Scarsini , Ziwen Zhong

We introduce one-way games, a framework motivated by applications in large-scale power restoration, humanitarian logistics, and integrated supply-chains. The distinguishable feature of the games is that the payoff of some player is…

Computer Science and Game Theory · Computer Science 2015-07-28 Andres Abeliuk , Gerardo Berbeglia , Pascal Van Hentenryck

Congestion games constitute an important class of games to model resource allocation by different users. As computing an exact or even an approximate pure Nash equilibrium is in general PLS-complete, Caragiannis et al. (2011) present a…

Computer Science and Game Theory · Computer Science 2020-08-03 Alexander Skopalik , Vipin Ravindran Vijayalakshmi

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

Computer Science and Game Theory · Computer Science 2021-06-02 Sam Ganzfried

We consider a scheduling game on parallel related machines, in which jobs try to minimize their completion time by choosing a machine to be processed on. Each machine uses an individual priority list to decide on the order according to…

Computer Science and Game Theory · Computer Science 2023-11-28 Vipin Ravindran Vijayalakshmi , Marc Schröder , Tami Tamir

This paper considers coverage games in which a group of agents are tasked with identifying the highest-value subset of resources; in this context, game-theoretic approaches are known to yield Nash equilibria within a factor of 2 of optimal.…

Computer Science and Game Theory · Computer Science 2021-03-31 Joshua Seaton , Philip Brown

We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference…

Optimization and Control · Mathematics 2025-10-16 Soroosh Shafiee , Liviu Aolaritei , Florian Dörfler , Daniel Kuhn

We advance empirical equilibrium analysis (Velez and Brown, 2020, arXiv:1907.12408) of the winner-bid and loser-bid auctions for the dissolution of a partnership. We show, in a complete information environment, that even though these…

Theoretical Economics · Economics 2020-07-15 Rodrigo A. Velez , Alexander L. Brown

In this paper we introduce a capacity allocation game which models the problem of maximizing network utility from the perspective of distributed noncooperative agents. Motivated by the idea of self-managed networks, in the developed…

Computer Science and Game Theory · Computer Science 2013-07-23 Dariusz Gcasior , Maciej Drwal

We provide an exact analytical solution of the Nash equilibrium for $k$- price auctions. We also introduce a new type of auction and demonstrate that it has fair solutions other than the second price auctions, therefore paving the way for…

Mathematical Finance · Quantitative Finance 2019-03-06 Martin Mihelich , Yan Shu

We provide an exact analytical solution of the Nash equilibrium for the $k$th price auction by using inverse of distribution functions. As applications, we identify the unique symmetric equilibrium where the valuations have polynomial…

Theoretical Economics · Economics 2020-06-22 Martin Mihelich , Yan Shu

Public goods games study the incentives of individuals to contribute to a public good and their behaviors in equilibria. In this paper, we examine a specific type of public goods game where players are networked and each has binary actions,…

Computer Science and Game Theory · Computer Science 2022-04-04 Sixie Yu , Kai Zhou , P. Jeffrey Brantingham , Yevgeniy Vorobeychik

In this paper, we study nonzero-sum separable games, which are continuous games whose payoffs take a sum-of-products form. Included in this subclass are all finite games and polynomial games. We investigate the structure of equilibria in…

Computer Science and Game Theory · Computer Science 2010-04-26 Noah D. Stein , Asuman Ozdaglar , Pablo A. Parrilo

We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' optimal trading strategies and their equilibrium price impact…

Trading and Market Microstructure · Quantitative Finance 2019-06-06 Sebastian Herrmann , Johannes Muhle-Karbe , Dapeng Shang , Chen Yang

In this paper we deal with linear production situations in which there is a limited common-pool resource, managed by an external agent. The profit that a producer, or a group of producers, can attain depends on the amount of common-pool…

Optimization and Control · Mathematics 2019-12-09 Elisabeth Gutierrez , Natividad Llorca , Joaquin Sanchez-Soriano , Manuel Mosquera

The Generalized Second Price (GSP) auction is the primary auction used for monetizing the use of the Internet. It is well-known that truthtelling is not a dominant strategy in this auction and that inefficient equilibria can arise. In this…

Computer Science and Game Theory · Computer Science 2014-04-28 Ioannis Caragiannis , Christos Kaklamanis , Panagiotis Kanellopoulos , Maria Kyropoulou , Brendan Lucier , Renato Paes Leme , Éva Tardos

In this paper, we investigate under which conditions normal-form games are (guaranteed to be) strategically equivalent. First, we show for N-player games (N >= 3) that (A) it is NP-hard to decide whether a given strategy is a best response…

Computer Science and Game Theory · Computer Science 2024-06-25 Emanuel Tewolde , Vincent Conitzer