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This paper develops a mathematical framework for building a position in a stock over a fixed period of time while in competition with one or more other traders doing the same thing. We develop a game-theoretic framework that takes place in…

Trading and Market Microstructure · Quantitative Finance 2024-11-08 Neil A. Chriss

In sorting literature, comparative statics for multidimensional assignment models with general output functions and input distributions is an important open question. We provide a complete theory of comparative statics for technological…

General Economics · Economics 2025-12-12 Job Boerma , Andrea Ottolini , Aleh Tsyvinski

Consider $n$ players whose "scores" are independent and identically distributed values $\{X_i\}_{i=1}^n$ from some discrete distribution $F$. We pay special attention to the cases where (i) $F$ is geometric with parameter $p\to0$ and (ii)…

Probability · Mathematics 2012-04-12 Julia Eaton , Anant Godbole , Betsy Sinclair

We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility of a general competitive system. The existing literature…

General Economics · Economics 2023-09-21 Liang Chen , Eugene Choo , Alfred Galichon , Simon Weber

While discounted payoff games and classic games that reduce to them, like parity and mean-payoff games, are symmetric, their solutions are not. We have taken a fresh view on the constraints that optimal solutions need to satisfy, and…

Data Structures and Algorithms · Computer Science 2023-10-03 Daniele Dell'Erba , Arthur Dumas , Sven Schewe

We introduce the notion of exchangeable equilibria of a symmetric bimatrix game, defined as those correlated equilibria in which players' strategy choices are conditionally independently and identically distributed given some hidden…

Computer Science and Game Theory · Computer Science 2014-01-21 Noah D. Stein , Asuman Ozdaglar , Pablo A. Parrilo

We develop a game-theoretic framework for the study of competition between firms who have budgets to "seed" the initial adoption of their products by consumers located in a social network. The payoffs to the firms are the eventual number of…

Computer Science and Game Theory · Computer Science 2012-04-24 Sanjeev Goyal , Michael Kearns

We present a stylized model of the allocation of resources on a network. By considering as a concrete example the network of sectors of the airspace, where each node is a sector characterized by a maximal number of simultaneously present…

Physics and Society · Physics 2015-06-11 Gérald Gurtner , Luca Valori , Fabrizio Lillo

We study the propensity of independent algorithms to collude in repeated Cournot duopoly games. Specifically, we investigate the predictive power of different oligopoly and bargaining solutions regarding the effect of asymmetry between…

General Economics · Economics 2025-01-14 Simon Martin , Hans-Theo Normann , Paul Püplichhuisen , Tobias Werner

We study a seller who sells a single good to multiple bidders with uncertainty over the joint distribution of bidders' valuations, as well as bidders' higher-order beliefs about their opponents. The seller only knows the (possibly…

Theoretical Economics · Economics 2022-02-16 Ethan Che

For multidimensional Euclidean type spaces, we study convex choice: from any choice set, the set of types that make the same choice is convex. We establish that, in a suitable sense, this property characterizes the sufficiency of local…

Theoretical Economics · Economics 2024-06-28 Navin Kartik , Andreas Kleiner

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

Autonomous vehicles will be an integral part of ride-sharing services in the future. This setting differs from traditional ride-sharing marketplaces because of the absence of the supply side (drivers). However, it has far-reaching…

Computer Science and Game Theory · Computer Science 2023-03-07 Diptangshu Sen , Arnob Ghosh

In today's dynamic and interconnected world, resource constraints pose significant challenges across various domains, ranging from networks, logistics and manufacturing to project management and optimization, etc. Resource-constrained…

Computer Science and Game Theory · Computer Science 2023-11-09 Shiksha Singhal

We study the classic divide-and-choose method for equitably allocating divisible goods between two players who are rational, self-interested Bayesian agents. The players have additive values for the goods. The prior distributions on those…

Computer Science and Game Theory · Computer Science 2024-10-22 Jamie Tucker-Foltz , Richard Zeckhauser

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-09 Omer Ben-Porat , Moshe Tennenholtz

Allocation of spectrum is an important policy issue and decisions taken have ramifications for future growth of wireless communications and achieving universal connectivity. In this paper, on a common footing we compare the social welfare…

Networking and Internet Architecture · Computer Science 2013-07-23 Vijay G. Subramanian , Mike Honig , Randy Berry

We introduce a two-player contest for evaluating the safety and robustness of machine learning systems, with a large prize pool. Unlike most prior work in ML robustness, which studies norm-constrained adversaries, we shift our focus to…

Machine Learning · Statistics 2018-09-25 Tom B. Brown , Nicholas Carlini , Chiyuan Zhang , Catherine Olsson , Paul Christiano , Ian Goodfellow

We consider the problem of how to regulate an oligopoly when firms have private information about their costs. In the environment, consumers make discrete choices over goods, and minimal structure is placed on the manner in which firms…

Theoretical Economics · Economics 2024-02-14 Kai Hao Yang , Alexander K. Zentefis

We prove the existence of a competitive equilibrium in a production economy with infinitely many commodities and a measure space of agents whose preferences are price dependent. We employ a saturated measure space for the set of agents and…

Theoretical Economics · Economics 2020-02-06 Hyo Seok Jang , Sangjik Lee