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Motivated by Carbon Emissions Trading Schemes, Treasury Auctions, Procurement Auctions, and Wholesale Electricity Markets, which all involve the auctioning of homogeneous multiple units, we consider the problem of learning how to bid in…

Computer Science and Game Theory · Computer Science 2024-11-12 Rigel Galgana , Negin Golrezaei

Robust mechanism design is a rising alternative to Bayesian mechanism design, which yields designs that do not rely on assumptions like full distributional knowledge. We apply this approach to mechanisms for selling a single item, assuming…

Computer Science and Game Theory · Computer Science 2022-05-24 Nir Bachrach , Inbal Talgam-Cohen

In the rapidly evolving landscape of eCommerce, Artificial Intelligence (AI) based pricing algorithms, particularly those utilizing Reinforcement Learning (RL), are becoming increasingly prevalent. This rise has led to an inextricable…

Machine Learning · Computer Science 2024-06-06 Michael Schlechtinger , Damaris Kosack , Franz Krause , Heiko Paulheim

In this paper, we present an algorithm which lies in the domain of task allocation for a set of static autonomous radars with rotating antennas. It allows a set of radars to allocate in a fully decentralized way a set of active tracking…

Multiagent Systems · Computer Science 2022-05-12 Pierre Larrenie , Cédric Buron , Frédéric Barbaresco

A prevalent theme in the economics and computation literature is to identify natural price-adjustment processes by which sellers and buyers in a market can discover equilibrium prices. An example of such a process is t\^atonnement, an…

Computer Science and Game Theory · Computer Science 2025-03-04 Denizalp Goktas , Jiayi Zhao , Amy Greenwald

We consider the problem of optimal bidding for virtual trading in two-settlement electricity markets. A virtual trader aims to arbitrage on the differences between day-ahead and real-time market prices; both prices, however, are random and…

Computer Science and Game Theory · Computer Science 2018-08-02 Sevi Baltaoglu , Lang Tong , Qing Zhao

We study the problem of data selling for Retrieval Augmented Generation (RAG) tasks in Generative AI applications. We model each buyer's valuation of a dataset with a natural coverage-based valuation function that increases with the…

Computer Science and Game Theory · Computer Science 2025-10-29 Minbiao Han , Seyed A. Esmaeili , Michael Albert , Haifeng Xu

We present an incentive-compatible polynomial-time approximation scheme for multi-unit auctions with general k-minded player valuations. The mechanism fully optimizes over an appropriately chosen sub-range of possible allocations and then…

Computer Science and Game Theory · Computer Science 2014-01-17 Shahar Dobzinski , Noam Nisan

Spectrum auctions are the primary mechanism through which governments allocate scarce radio frequencies, with outcomes that shape competition, coverage, and innovation in telecommunications markets. While traditional models of spectrum…

Computer Science and Game Theory · Computer Science 2025-12-10 Sara Jalili Shani , Kris Joseph , Michael B. McNally , James R. Wright

We consider the computational complexity of computing Bayes-Nash equilibria in first-price auctions, where the bidders' values for the item are drawn from a general (possibly correlated) joint distribution. We show that when the values and…

Computer Science and Game Theory · Computer Science 2025-06-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar

Most literature surrounding optimal bidding strategies for aggregators in European day-ahead market (DAM) considers only hourly orders. While other order types (e.g., block orders) may better represent the temporal characteristics of…

Optimization and Control · Mathematics 2022-08-29 Yogesh Pipada Sunil Kumar , S. Ali Pourmousavi , Markus Wagner , Jon A. R. Liisberg

Despite recent advancements in machine learning, in practice, relevant datasets are often distributed among market competitors who are reluctant to share. To incentivize data sharing, recent works propose analytics markets, where multiple…

General Economics · Economics 2025-08-05 Thomas Falconer , Jalal Kazempour , Pierre Pinson

We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…

Machine Learning · Computer Science 2022-04-06 Jing Tan , Ramin Khalili , Holger Karl

Many allocation problems in multiagent systems rely on agents specifying cardinal preferences. However, allocation mechanisms can be sensitive to small perturbations in cardinal preferences, thus causing agents who make ``small" or…

Computer Science and Game Theory · Computer Science 2021-07-13 Vijay Menon , Kate Larson

We consider the problem of fair allocation of indivisible goods to agents with submodular valuation functions, where agents may have either equal entitlements or arbitrary (possibly unequal) entitlements. We focus on share-based fairness…

Computer Science and Game Theory · Computer Science 2023-03-23 Gilad Ben Uziahu , Uriel Feige

In this paper we present and evaluate a general framework for the design of truthful auctions for matching agents in a dynamic, two-sided market. A single commodity, such as a resource or a task, is bought and sold by multiple buyers and…

Computer Science and Game Theory · Computer Science 2011-11-02 J. L. Bredin , Q. Duong , D. C. Parkes

We study an online version of the max-min fair allocation problem for indivisible items. In this problem, items arrive one by one, and each item must be allocated irrevocably on arrival to one of $n$ agents, who have additive valuations for…

Computer Science and Game Theory · Computer Science 2021-11-16 Yasushi Kawase , Hanna Sumita

A reduced-order model algorithm, called ALP, is proposed to solve nonlinear evolution partial differential equations. It is based on approximations of generalized Lax pairs. Contrary to other reduced-order methods, like Proper Orthogonal…

Numerical Analysis · Mathematics 2014-03-04 Jean-Frédéric Gerbeau , Damiano Lombardi

We study the aggregate welfare and individual regret guarantees of dynamic \emph{pacing algorithms} in the context of repeated auctions with budgets. Such algorithms are commonly used as bidding agents in Internet advertising platforms,…

Computer Science and Game Theory · Computer Science 2026-01-06 Jason Gaitonde , Yingkai Li , Bar Light , Brendan Lucier , Aleksandrs Slivkins
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