相关论文: Competition and Recall in Selection Problems

We introduce the application of online learning in a Stackelberg game pertaining to a system with two learning agents in a dyadic exchange network, consisting of a supplier and retailer, specifically where the parameters of the demand…

We consider a model of oligopolistic competition in a market with search frictions, in which competing firms with products of unknown quality advertise how much information a consumer's visit will glean. In the unique symmetric equilibrium…

In this article, we revisit a communication-control co-design problem for a class of two-player stochastic differential games on an infinite horizon. Each 'player' represents two active decision makers, namely a scheduler and a remote…

Correlated equilibrium (Aumann, 1974) generalizes Nash equilibrium to allow correlation devices. Aumann showed an example of a game, and of a correlated equilibrium in this game, in which the agents' surplus (expected sum of payo s) is…

We study a game between two firms in which each provide a service based on machine learning. The firms are presented with the opportunity to purchase a new corpus of data, which will allow them to potentially improve the quality of their…

As a firm varies the price of a product, consumers exhibit reference effects, making purchase decisions based not only on the prevailing price but also the product's price history. We consider the problem of learning such behavioral…

We consider assortment and inventory planning problems with dynamic stockout-based substitution effects, and without replenishment, in two different settings: (1) Customers can see all available products when they arrive, a typical scenario…

We consider an intermediary's problem of dynamically matching demand and supply of heterogeneous types in a periodic-review fashion. More specifically, there are two disjoint sets of demand and supply types, and a reward associated with…

This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a…

We introduce two-level discounted games played by two players on a perfect-information stochastic game graph. The upper level game is a discounted game and the lower level game is an undiscounted reachability game. Two-level games model…

In this paper we consider strategic cost sharing games with so-called arbitrary sharing based on various combinatorial optimization problems, such as vertex and set cover, facility location, and network design problems. We concentrate on…

We consider a stochastic online problem where $n$ applicants arrive over time, one per time step. Upon arrival of each applicant their cost per time step is revealed, and we have to fix the duration of employment, starting immediately. This…

We consider an example of stochastic games with partial, asymmetric and non-classical information. We obtain relevant equilibrium policies using a new approach which allows managing the belief updates in a structured manner. Agents have…

In this paper the problem of optimal derivative design, profit maximization and risk minimization under adverse selection when multiple agencies compete for the business of a continuum of heterogenous agents is studied. The presence of ties…

The paper studies an oligopolistic equilibrium model of financial agents who aim to share their random endowments. The risk-sharing securities and their prices are endogenously determined as the outcome of a strategic game played among all…

We introduce a framework for studying the effect of cooperation on the quality of outcomes in utility games. Our framework is a coalitional analog of the smoothness framework of non-cooperative games. Coalitional smoothness implies bounds…

It is well-known that for infinitely repeated games, there are computable strategies that have best responses, but no computable best responses. These results were originally proved for either specific games (e.g., Prisoner's dilemma), or…

We study Nash equilibria and the price of anarchy in the classical model of Network Creation Games introduced by Fabrikant et al. In this model every agent (node) buys links at a prefixed price $\alpha>0$ in order to get connected to the…

We investigate the model of multiple contests held in parallel, where each contestant selects one contest to join and each contest designer decides the prize structure to compete for the participation of contestants. We first analyze the…

This paper studies a nonzero-sum Dynkin game in discrete time under non-exponential discounting. For both players, there are two levels of game-theoretic reasoning intertwined. First, each player looks for an intra-personal equilibrium…