相关论文: Strategic Bidding in an Accumulating Priority Queu…

We introduce the prioritising exclusion process, a stochastic scheduling mechanism for a priority queueing system in which high priority customers gain advantage by overtaking low priority customers. The model is analogous to a totally…

In this study, we consider multi-class multi-server asymmetric queueing systems consisting of $N$ queues on one side and $K$ servers on the other side, where jobs randomly arrive in queues at each time. The service rate of each job-server…

We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of this exchange is motivated by the limit order book mechanism…

Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…

We study a class of games which model the competition among agents to access some service provided by distributed service units and which exhibit congestion and frustration phenomena when service units have limited capacity. We propose a…

We consider a Markovian single server queue in which customers are preemptively scheduled by exogenously assigned priority levels. The novelty in our model is that the priority levels are randomly assigned from a continuous probability…

This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player…

Motivated by the emergence of local groundwater exchanges, we construct and analyze stochastic models of dynamic groundwater markets. Our primary focus is endogenizing the price formation and groundwater pumping strategies in a closed…

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

In this work we introduce a new model of decision-making by agents in a social network. Agents have innate preferences over the strategies but, because of the social interactions, the decision of the agents are not only affected by their…

We study $k$-price auctions in a complete information environment and characterize all pure-strategy Nash equilibrium outcomes. In a setting with $n$ agents having ordered valuations, we show that any agent, except those with the lowest…

This paper introduces a consensus-based generalized multi-population aggregative game coordination approach with application to electric vehicles charging under transmission line constraints. The algorithm enables agents to seek an…

We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this…

In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

We consider a contest game modelling a contest where reviews for $m$ proposals are crowdsourced from $n$ strategic agents} players. Player $i$ has a skill $s_{i\ell}$ for reviewing proposal $\ell$; for her review, she strategically chooses…

We study equilibrium investment into bidding and latency reduction for different sequencing policies. For a batch auction design, we observe that bidders shade bids according to the likelihood that competing bidders land in the current…

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…

Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…