Related papers: Simultaneous All-Pay Auctions with Budget Constrai…
We explore an application of all-pay auctions to model trade wars and territorial annexation. Specifically, in the model we consider the expected resource, production, and aggressive (military/tariff) power are public information, but…
Consider an important meeting to be held in a team-based organization. Taking availability constraints into account, an online scheduling poll is being used in order to decide upon the exact time of the meeting. Decisions are to be taken…
Entities in multi-agent systems may seek conflicting subobjectives, and this leads to competition between them. To address performance degradation due to competition, we consider a bi-level lottery where a social planner at the high level…
We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…
We consider auctions in which greedy algorithms, paired with first-price or critical-price payment rules, are used to resolve multi-parameter combinatorial allocation problems. We study the price of anarchy for social welfare in such…
Trading algorithms that execute large orders are susceptible to exploitation by order anticipation strategies. This paper studies the influence of order anticipation strategies in a multi-investor model of optimal execution under transient…
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…
We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…
We consider $n$ risk-averse agents who compete for liquidity in an Almgren--Chriss market impact model. Mathematically, this situation can be described by a Nash equilibrium for a certain linear-quadratic differential game with state…
The large majority of risk-sharing transactions involve few agents, each of whom can heavily influence the structure and the prices of securities. This paper proposes a game where agents' strategic sets consist of all possible sharing…
Much work has been done on the computation of market equilibria. However due to strategic play by buyers, it is not clear whether these are actually observed in the market. Motivated by the observation that a buyer may derive a better…
We use vector bundles to study the locus of totally mixed Nash equilibria of an $n$-player game in normal form, which we call the Nash equilibrium scheme. When the payoff tensor format is balanced, we study the Nash discriminant variety,…
We study a recommendation system where sellers compete for visibility by strategically offering commissions to a platform that optimally curates a ranked menu of items and their respective prices for each customer. Customers interact…
In a public goods game, every player chooses whether or not to buy a good that all neighboring players will have access to. We consider a setting in which the good is indivisible, neighboring players are out-neighbors in a directed graph,…
We consider colorful bin packing games in which selfish players control a set of items which are to be packed into a minimum number of unit capacity bins. Each item has one of $m\geq 2$ colors and cannot be packed next to an item of the…
We study a problem where wireless service providers compete for heterogenous wireless users. The users differ in their utility functions as well as in the perceived quality of service of individual providers. We model the interaction of an…
In this work we consider selling items using a sequential first price auction mechanism. We generalize the assumption of conservative bidding to extensive form games (henceforth optimistic conservative bidding), and show that for both…
This paper considers incentives to provide goods that are partially shareable along social links. We introduce a model in which each individual in a social network not only decides how much of a shareable good to provide, but also decides…
Auction design for the modern advertising market has gained significant prominence in the field of game theory. With the recent rise of auto-bidding tools, an increasing number of advertisers in the market are utilizing these tools for…
In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…