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This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…

Trading and Market Microstructure · Quantitative Finance 2024-09-26 Neil A. Chriss

Research on distributed machine learning algorithms has focused primarily on one of two extremes - algorithms that obey strict concurrency constraints or algorithms that obey few or no such constraints. We consider an intermediate…

Machine Learning · Computer Science 2013-07-31 Xinghao Pan , Joseph E. Gonzalez , Stefanie Jegelka , Tamara Broderick , Michael I. Jordan

Probabilistic concurrent/distributed strategies have so far not been investigated thoroughly in the context of imperfect information, where the Player has only partial knowledge of the moves made by the Opponent. In a situation where the…

Computer Science and Game Theory · Computer Science 2024-02-08 Sacha Huriot-Tattegrain , Glynn Winskel

Advances in machine learning have led to broad deployment of systems with impressive performance on important problems. Nonetheless, these systems can be induced to make errors on data that are surprisingly similar to examples the learned…

Machine Learning · Computer Science 2018-07-23 Justin Gilmer , Ryan P. Adams , Ian Goodfellow , David Andersen , George E. Dahl

We consider the question of whether collusion among bidders (a "bidding ring") can be supported in equilibrium of unrepeated first-price auctions. Unlike previous work on the topic such as that by McAfee and McMillan [1992] and Marshall and…

Computer Science and Game Theory · Computer Science 2016-08-31 Kevin Leyton-Brown , Moshe Tennenholtz , Navin Bhat , Yoav Shoham

This paper introduces constrained correlated equilibrium, a solution concept combining correlation and coupled constraints in finite non-cooperative games. In the general case of an arbitrary correlation device and coupled constraints in…

Computer Science and Game Theory · Computer Science 2023-09-13 Omar Boufous , Rachid El-Azouzi , Mikaël Touati , Eitan Altman , Mustapha Bouhtou

Persistent economic competition is often justified as a mechanism of innovation, efficiency, and welfare maximization. Yet empirical evidence across disciplines reveals that competition systematically generates fragility, inequality, and…

Theoretical Economics · Economics 2025-06-16 Marcelo S. Tedesco , Gonzalo Marquez

Previous papers give accounts of quests for satisfactory formalizations of the classical informal notion of an algorithm and the contemporary informal notion of an interactive algoritm. In this paper, an attempt is made to generalize the…

Computational Complexity · Computer Science 2026-01-21 C. A. Middelburg

The rise of algorithmic pricing in online retail platforms has attracted significant interest in how autonomous software agents interact under competition. This article explores the potential emergence of algorithmic collusion -…

Computer Science and Game Theory · Computer Science 2025-04-24 Martin Bichler , Julius Durmann , Matthias Oberlechner

This paper aims to reduce the communication and computation costs of the Nash equilibrium seeking strategy for the $N$-coalition noncooperative games proposed in [1]. The objective is achieved in two manners: 1. An interference graph is…

Optimization and Control · Mathematics 2019-06-05 Maojiao Ye , Guoqiang Hu , Frank L. Lewis , Lihua Xie

With a novel search algorithm or assortment planning or assortment optimization algorithm that takes into account a Bayesian approach to information updating and two-stage assortment optimization techniques, the current research provides a…

Theoretical Economics · Economics 2023-07-19 Dipankar Das

The paper defines a non-cooperative simultaneous finite game to study coalition structure formation with intra and inter-coalition externalities. The novelty of the game is that the game definition embeds a \textit{coalition structure…

Optimization and Control · Mathematics 2016-12-08 Dmitry V. Levando

Even when a tool is explicitly described as unfair and harmful to others, ostensibly safety-aligned LLM agents still voluntarily engage in secret collusion whenever doing so confers a strategic advantage. To investigate this phenomenon, we…

Artificial Intelligence · Computer Science 2026-05-28 Xijie Zeng , Frank Rudzicz

Algorithmic collusion has emerged as a central question in AI: Will the interaction between different AI agents deployed in markets lead to collusion? More generally, understanding how emergent behavior, be it a cartel or market dominance…

Multiagent Systems · Computer Science 2025-10-31 Ziyi Wang , Carmine Ventre , Maria Polukarov

Collaborative learning techniques have the potential to enable training machine learning models that are superior to models trained on a single entity's data. However, in many cases, potential participants in such collaborative schemes are…

Machine Learning · Computer Science 2026-04-14 Florian E. Dorner , Nikola Konstantinov , Georgi Pashaliev , Martin Vechev

As algorithms increasingly mediate competitive decision-making, their influence extends beyond individual outcomes to shaping strategic market dynamics. In two preregistered experiments, we examined how algorithmic advice affects human…

Human-Computer Interaction · Computer Science 2025-11-13 Tobias R. Rebholz , Maxwell Uphoff , Christian H. R. Bernges , Florian Scholten

This paper introduces semi-competitive differential game logic dGLsc, which enables verification of safety-critical applications that involve interactions between two agents. In dGLsc, these interactions are specified as games on hybrid…

Logic in Computer Science · Computer Science 2026-01-30 Julia Butte , André Platzer

Recent work shows that pricing with symmetric LLM agents leads to algorithmic collusion. We show that collusion is fragile under the heterogeneity typical of real deployments. In a stylized repeated-pricing model, heterogeneity in patience…

Computer Science and Game Theory · Computer Science 2026-03-24 Jussi Keppo , Yuze Li , Gerry Tsoukalas , Nuo Yuan

Much work in computer science has adopted competitive analysis as a tool for decision making under uncertainty. In this work we extend competitive analysis to the context of multi-agent systems. Unlike classical competitive analysis where…

Artificial Intelligence · Computer Science 2007-05-23 Moshe Tennenholtz

Pricing algorithms have demonstrated the capability to learn tacit collusion that is largely unaddressed by current regulations. Their increasing use in markets, including oligopolistic industries with a history of collusion, calls for…

Computer Science and Game Theory · Computer Science 2025-02-26 Paul Friedrich , Barna Pásztor , Giorgia Ramponi