计算机科学与博弈论
This paper introduces a trade ordering rule that aims to reduce intra-block price volatility in Automated Market Maker (AMM) powered decentralized exchanges. The ordering rule introduced here, Clever Look-ahead Volatility Reduction (CLVR),…
Blockchains have popularized the Automated Market Makers (AMMs), where users trade crypto-assets directly with a smart contract, governed by a pricing function embedded in the contract's code. Today, users of AMMs are often forced to accept…
We extend the closed-form privacy-subsidy result of Nakamura~(2026, arXiv:2605.15746) from the single-period Kyle model to continuous-time. A committed Bayesian automated market maker observes the aggregate order flow perturbed by an…
We derive a closed-form bid-ask spread and welfare decomposition for the Glosten-Milgrom 1985 sequential-trading model when the market maker observes the trade direction perturbed by a binary flip channel of probability $\eta$ -- a natural…
We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…
Privacy-preserving cryptocurrency exchanges (shielded AMMs, batched swap auctions, sealed-bid order-flow auctions) alter what the pricing mechanism observes about order flow. We derive the unique linear Kyle equilibrium when a committed…
Popular centroid-based clustering methods are typically optimized for global objectives, and may fail to adequately represent large groups of datapoints. Thus, one needs proportionality notions suited for metric settings. Ideally, such…
In this paper, we settle the problem of learning optimal linear contracts from data in the offline setting, where agent types are drawn from an unknown distribution and the principal's goal is to design a contract that maximizes her…
Aggregating subjective preferences in social choice traditionally assumes a trusted central authority. In contrast, this paper formalises Decentralised Preference Discovery (DPD): the reliable identification of a social choice parameter…
We study repeated resource allocation with strategic agents, where monetary transfers are disallowed and the planner has no prior information on agents' utility distributions. Inspired by the costly state verification literature, we assume…
We investigate the computational complexity of min-max optimization under coupled constraints. The work of Daskalakis, Skoulakis, and Zampetakis [DSZ21] was the first to study min-max optimization through the lens of computational…
We prove for every $n\ge4$ the existence of an $n$-player game in normal form with integer payoffs that has a unique Nash equilibrium, which is fully mixed. In the equilibrium, each probability weight is an algebraic number of degree…
We consider the problem of dividing a set of indivisible goods among agents with additive valuations. This problem has been studied under various objectives in both the computer science and the operations research literature. Our main…
Mechanism-mediated service markets with polymatroidal feasibility admit efficient, dominant-strategy incentive-compatible (DSIC) allocation, but these guarantees implicitly assume truthful execution by the marketplace operator. Modelling…
Cooperative multi-agent systems require robust mechanisms for credit assignment under uncertainty. Here we introduce a variational framework, termed the Game-Theoretic Free Energy Principle (GT-FEP), that models coalition formation through…
We study the facility location mechanism design problem where $n$ agents report their locations in Euclidean space, and the output is a single facility location. The cost function of each agent is the distance from the returned facility,…
The Prisoner's Dilemma, zero-sum games, LQR team problems, and differential games have shaped game theory in controls for decades, but the field's most pressing adversarial challenges demand a richer framework, and its name is Colonel…
We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…
While the auto-bidding literature predominantly considers independent bidding, we investigate the coordination problem among multiple auto-bidders in online advertising platforms. Two motivating scenarios are: collaborative bidding among…
Markov games with coupling constraints model constrained dynamical decision-making involving self-interested agents, where the feasibility of an individual agent's strategy depends on the joint strategies of the others. Such games arise in…