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We present a novel, game theoretic representation of a multi-agent prediction market using a partially observable stochastic game with information (POSGI). We then describe a correlated equilibrium (CE)-based solution strategy for this game…

Multiagent Systems · Computer Science 2012-03-28 Janyl Jumadinova , Prithviraj Dasgupta

Negotiation is a central mechanism of economic exchange, shaping markets, procurement, labor agreements, and resource allocation. It is also a canonical testbed for agentic language models, requiring multi-turn interaction under hidden…

Computer Science and Game Theory · Computer Science 2026-05-15 Erica Zhang , Fangzhao Zhang , Aneesh Pappu , Batu El , Jose Blanchet , Susan Athey , Jiashuo Liu , James Zou

We consider the problem of designing mechanisms that interact with strategic agents through strategic intermediaries (or mediators), and investigate the cost to society due to the mediators' strategic behavior. Selfish agents with private…

Computer Science and Game Theory · Computer Science 2015-01-20 Moshe Babaioff , Moran Feldman , Moshe Tennenholtz

Large Language Models demonstrate remarkable capabilities yet remain fundamentally probabilistic, presenting critical reliability challenges for enterprise deployment. We introduce the Six Sigma Agent, a novel architecture that achieves…

Artificial Intelligence · Computer Science 2026-02-02 Khush Patel , Siva Surendira , Jithin George , Shreyas Kapale

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

We consider the problem of merchant storage participating in the regulation market with state-of-charge (SoC) dependent bids. Because storage can simultaneously provide regulation up and regulation down capacities, the market-clearing…

Systems and Control · Electrical Eng. & Systems 2023-11-22 Siying Li , Cong Chen , Lang Tong

Two-sided marketplaces embody heterogeneity in incentives: producers seek exposure while consumers seek relevance, and balancing these competing objectives through constrained optimization is now a standard practice. Yet real platforms face…

Computer Science and Game Theory · Computer Science 2026-02-13 Dominykas Seputis , Alexander Timans , Rajeev Verma

We investigate Ekici (2024b)'s multi-center allocation problems, focusing on fairness in this context. We introduce three fairness notions that respect centers' priorities: internal fairness, external fairness, and procedural fairness. The…

Theoretical Economics · Economics 2026-03-03 Yao Cheng , Di Feng

In societal-scale infrastructures, such as electric grids or transportation networks, pricing mechanisms are often used as a way to shape users' demand in order to lower operating costs and improve reliability. Existing approaches to…

Systems and Control · Electrical Eng. & Systems 2023-08-01 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

This paper presents a novel non-stationary dynamic pricing algorithm design, where pricing agents face incomplete demand information and market environment shifts. The agents run price experiments to learn about each product's demand curve…

Machine Learning · Statistics 2022-09-09 Po-Yi Liu , Chi-Hua Wang , Henghsiu Tsai

We study a data marketplace where a broker intermediates between buyers, who seek to estimate the mean \(\mu\) of an unknown normal distribution \(\Ncal(\mu, \sigma^2)\), and contributors, who can collect data from this distribution at a…

Computer Science and Game Theory · Computer Science 2026-04-03 Keran Chen , Alex Clinton , Kirthevasan Kandasamy

We study various novel complexity measures for two-sided matching mechanisms, applied to the two canonical strategyproof matching mechanisms, Deferred Acceptance (DA) and Top Trading Cycles (TTC). Our metrics are designed to capture the…

Computer Science and Game Theory · Computer Science 2024-04-02 Yannai A. Gonczarowski , Clayton Thomas

We study a market mechanism that sets edge prices to incentivize strategic agents to efficiently share limited network capacity. In this market, agents form coalitions, with each coalition sharing a unit capacity of a selected route and…

Computer Science and Game Theory · Computer Science 2025-11-19 Saurabh Amin , Patrick Jaillet , Haripriya Pulyassary , Manxi Wu

Constant-function market makers (CFMMs), such as Uniswap, are automated exchanges offering trades among a set of assets. We study their technical relationship to another class of automated market makers, cost-function prediction markets. We…

Computer Science and Game Theory · Computer Science 2023-04-10 Rafael Frongillo , Maneesha Papireddygari , Bo Waggoner

We study the multiagent epistemic logic CMAELCD with operators for common and distributed knowledge for all coalitions of agents. We introduce Hintikka structures for this logic and prove that satisfiability in such structures is equivalent…

Logic in Computer Science · Computer Science 2009-02-13 Valentin Goranko , Dmitry Shkatov

The framework of budget-feasible mechanism design studies procurement auctions where the auctioneer (buyer) aims to maximize his valuation function subject to a hard budget constraint. We study the problem of designing truthful mechanisms…

Computer Science and Game Theory · Computer Science 2019-05-07 Georgios Amanatidis , Pieter Kleer , Guido Schäfer

Auctions in which agents' payoffs are random variables have received increased attention in recent years. In particular, recent work in algorithmic mechanism design has produced mechanisms employing internal randomization, partly in…

Computer Science and Game Theory · Computer Science 2012-06-15 Shaddin Dughmi , Yuval Peres

AI agents are increasingly granted economic agency (executing trades, managing budgets, negotiating contracts, and spawning sub-agents), yet current frameworks gate this agency on capability benchmarks that are empirically uncorrelated with…

Artificial Intelligence · Computer Science 2026-03-19 Rahul Baxi

We study the dynamic pricing problem faced by a broker seeking to learn prices for a large number of credit market securities, such as corporate bonds, government bonds, loans, and other credit-related securities. A major challenge in…

Pricing of Securities · Quantitative Finance 2025-12-18 Adel Javanmard , Jingwei Ji , Renyuan Xu

We study anonymous posted price mechanisms for combinatorial auctions in a Bayesian framework. In a posted price mechanism, item prices are posted, then the consumers approach the seller sequentially in an arbitrary order, each purchasing…

Computer Science and Game Theory · Computer Science 2014-11-19 Michal Feldman , Nick Gravin , Brendan Lucier