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In this paper, we study sequential auctions with two budget constrained bidders and any number of identical items. All prior results on such auctions consider only two items. We construct a canonical outcome of the auction that is the only…

Computer Science and Game Theory · Computer Science 2012-09-11 Zhiyi Huang , Nikhil R. Devanur , David Malec

We study a dynamic sender-receiver game in which the sender observes a state evolving according to a Markov chain but does not observe the receiver's action. Despite the absence of feedback, dynamic interaction partially restores…

Theoretical Economics · Economics 2026-04-30 Atulya Jain

When opposing parties compete for a prize, the sunk effort players exert during the conflict can affect the value of the winner's reward. These spillovers can have substantial influence on the equilibrium behavior of participants in…

Theoretical Economics · Economics 2023-02-07 Maria Betto , Matthew W. Thomas

We study equilibria in two-buyer sequential second-price (or first-price) auctions for identical goods. Buyers have weakly decreasing incremental values, and we make a behavioural no-overbidding assumption: the buyers do not bid above their…

Computer Science and Game Theory · Computer Science 2020-06-08 Mete Şeref Ahunbay , Brendan Lucier , Adrian Vetta

All-pay auctions, a common mechanism for various human and agent interactions, suffers, like many other mechanisms, from the possibility of players' failure to participate in the auction. We model such failures, and fully characterize…

Computer Science and Game Theory · Computer Science 2017-02-15 Yoad Lewenberg , Omer Lev , Yoram Bachrach , Jeffrey S. Rosenschein

Two long-lived senders play a dynamic game of competitive persuasion. Each period, each provides information to a single short-lived receiver. When the senders also set prices, we unearth a folk theorem: if they are sufficiently patient,…

Probability · Mathematics 2023-12-27 Mark Whitmeyer

This paper presents a comprehensive analytical study of two competitive cognitive operators' spectrum leasing and pricing strategies, taking into account operators' heterogeneity in leasing costs and users' heterogeneity in transmission…

Networking and Internet Architecture · Computer Science 2016-11-17 Lingjie Duan , Jianwei Huang , Biying Shou

In lowest unique bid auctions, $N$ players bid for an item. The winner is whoever places the \emph{lowest} bid, provided that it is also unique. We use a grand canonical approach to derive an analytical expression for the equilibrium…

Computer Science and Game Theory · Computer Science 2015-05-28 Simone Pigolotti , Sebastian Bernhardsson , Jeppe Juul , Gorm Galster , Pierpaolo Vivo

I present a dynamic, voluntary contribution mechanism, public good game and derive its potential outcomes. In each period, players endogenously determine contribution productivity by engaging in costly investment. The level of contribution…

Econometrics · Economics 2023-03-21 Dmytro Bogatov

We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…

Computer Science and Game Theory · Computer Science 2024-07-23 Fabian R. Pieroth , Nils Kohring , Martin Bichler

We study sequential procurement auctions where the sellers are provided with a ``best and final offer'' (BAFO) strategy. This strategy allows each seller $i$ to effectively ``freeze'' their price while remaining active in the auction, and…

Computer Science and Game Theory · Computer Science 2025-03-17 Vasilis Gkatzelis , Randolph Preston McAfee , Renato Paes Leme

We study a contest in which $N$ players sequentially draw from a distribution as many times as they want at a fixed cost per draw, with no recall, and the highest accepted value wins a prize. In the unique symmetric equilibrium, the…

Theoretical Economics · Economics 2026-04-28 Emre Ozdenoren , Murat Erkurt

We study the design of optimal incentives in sequential processes. To do so, we consider a basic and fundamental model in which an agent initiates a value-creating sequential process through costly investment with random success. If…

Theoretical Economics · Economics 2023-11-22 Jens Gudmundsson , Jens Leth Hougaard , Juan D. Moreno-Ternero , Lars Peter Østerdal

In a zero-sum stochastic game, at each stage, two adversary players take decisions and receive a stage payoff determined by them and by a controlled random variable representing the state of nature. The total payoff is the normalized…

Optimization and Control · Mathematics 2022-05-06 Olivier Catoni , Miquel Oliu-Barton , Bruno Ziliotto

We study the equilibria of uniform price auctions where many asymmetric bidders have flat demands up to their respective quantity constraints. We present an iterative procedure that systematically finds an equilibrium outcome as well as an…

Theoretical Economics · Economics 2026-04-09 Kiho Yoon

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…

Computer Science and Game Theory · Computer Science 2015-02-02 Avinatan Hassidim , Yishay Mansour

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

To regulate a social system comprised of self-interested agents, economic incentives are often required to induce a desirable outcome. This incentive design problem naturally possesses a bilevel structure, in which a designer modifies the…

Computer Science and Game Theory · Computer Science 2022-10-14 Boyi Liu , Jiayang Li , Zhuoran Yang , Hoi-To Wai , Mingyi Hong , Yu Marco Nie , Zhaoran Wang

This paper investigates a two-stage game-theoretical model with multiple parallel rank-order contests. In this model, each contest designer sets up a contest and determines the prize structure within a fixed budget in the first stage.…

Computer Science and Game Theory · Computer Science 2025-05-14 Xiaotie Deng , Ningyuan Li , Weian Li , Qi Qi

We study equilibrium investment into bidding and latency reduction for different sequencing policies. For a batch auction design, we observe that bidders shade bids according to the likelihood that competing bidders land in the current…

Computer Science and Game Theory · Computer Science 2026-02-27 Christoph Schlegel
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