16 citations · 190 across the 78 of their papers we have counts for
85 papers
Ex-Post Equilibria: Structure and Computation
Francesco Giordano, Julien Grand-Clément, Christian Kroer
This paper studies ex-post equilibria (EPEs) in simultaneous-move games with parameter uncertainty. We first compare EPEs with existing notions of robust equilibrium and provide a…
Competitive Equilibrium in Labor Economies through the Lens of Goods and Chores Fisher Markets
Bhaskar Ray Chaudhury, Christian Kroer, Ruta Mehta +2
In this paper, we study a two-sided labor market that couples the classical Fisher market with goods and the Fisher market with bads into a single unified framework. In our model,…
Online Generalized-Mean Welfare Maximization: Achieving Near-Optimal Regret from Samples
Zongjun Yang, Rachitesh Kumar, Christian Kroer
We study online fair allocation of sequentially arriving items among agents with heterogeneous preferences, with the objective of maximizing generalized-mean welfare, defin…
A Direct Second-Order Method for Solving Two-Player Zero-Sum Games
David Yang, Yuan Gao, Tianyi Lin +1
We introduce, to our knowledge, the first direct second-order method for computing Nash equilibria in two-player zero-sum games. To do so, we construct a Douglas-Rachford-style spl…
The Bias-Variance Tradeoff in Data-Driven Optimization: A Local Misspecification Perspective
Haixiang Lan, Luofeng Liao, Adam N. Elmachtoub +3
Data-driven stochastic optimization is ubiquitous in machine learning and operational decision-making problems. Sample average approximation (SAA) and model-based approaches such a…
Strongly Convex Maximization via the Frank-Wolfe Algorithm with the Kurdyka-Łojasiewicz Inequality
Fatih Selim Aktas, Christian Kroer
We study the convergence properties of the 'greedy' Frank-Wolfe algorithm with a unit step size, for a convex maximization problem over a compact set. We assume the function satisf…
On Separation Between Best-Iterate, Random-Iterate, and Last-Iterate Convergence of Learning in Games
Yang Cai, Gabriele Farina, Julien Grand-Clément +4
Non-ergodic convergence of learning dynamics in games is widely studied recently because of its importance in both theory and practice. Recent work (Cai et al., 2024) showed that a…
Computing Lindahl Equilibrium for Public Goods with and without Funding Caps
Christian Kroer, Dominik Peters
Lindahl equilibrium is a solution concept for allocating a fixed budget across several divisible public goods. It always lies in the weak core, meaning that the equilibrium allocat…
On the Optimality of Dilated Entropy and Lower Bounds for Online Learning in Extensive-Form Games
Zhiyuan Fan, Christian Kroer, Gabriele Farina
First-order methods (FOMs) are arguably the most scalable algorithms for equilibrium computation in large extensive-form games. To operationalize these methods, a distance-generati…
Contested Logistics: A Game-Theoretic Approach
Jakub Cerny, Chun Kai Ling, Darshan Chakrabarti +4
We introduce Contested Logistics Games, a variant of logistics problems that account for the presence of an adversary that can disrupt the movement of goods in selected areas. We m…
Online Fair Allocation with Best-of-Many-Worlds Guarantees
Zongjun Yang, Luofeng Liao, Yuan Gao +1
We investigate the online fair allocation problem with sequentially arriving items under various input models, with the goal of balancing fairness and efficiency. We propose the un…
Statistical Inference and A/B Testing in Fisher Markets and Paced Auctions
Luofeng Liao, Christian Kroer
We initiate the study of statistical inference and A/B testing for two market equilibrium models: linear Fisher market (LFM) equilibrium and first-price pacing equilibrium (FPPE).…
On the Convergence of Tâtonnement for Linear Fisher Markets
Tianlong Nan, Yuan Gao, Christian Kroer
Tâtonnement is a simple, intuitive market process where prices are iteratively adjusted based on the difference between demand and supply. Many variants under different market assu…
Fast Last-Iterate Convergence of Learning in Games Requires Forgetful Algorithms
Yang Cai, Gabriele Farina, Julien Grand-Clément +4
Self-play via online learning is one of the premier ways to solve large-scale two-player zero-sum games, both in theory and practice. Particularly popular algorithms include optimi…
Layered Graph Security Games
Jakub Černý, Chun Kai Ling, Christian Kroer +1
Security games model strategic interactions in adversarial real-world applications. Such applications often involve extremely large but highly structured strategy sets (e.g., selec…
Extensive-Form Game Solving via Blackwell Approachability on Treeplexes
Darshan Chakrabarti, Julien Grand-Clément, Christian Kroer
In this paper, we introduce the first algorithmic framework for Blackwell approachability on the sequence-form polytope, the class of convex polytopes capturing the strategies of p…
Competitive Equilibrium for Chores: from Dual Eisenberg-Gale to a Fast, Greedy, LP-based Algorithm
Bhaskar Ray Chaudhury, Christian Kroer, Ruta Mehta +1
We study the computation of competitive equilibrium for Fisher markets with agents and divisible chores. Competitive equilibria for chores are known to correspond to the no…
Automated Design of Affine Maximizer Mechanisms in Dynamic Settings
Michael Curry, Vinzenz Thoma, Darshan Chakrabarti +5
Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly…
Interference Among First-Price Pacing Equilibria: A Bias and Variance Analysis
Luofeng Liao, Christian Kroer, Sergei Leonenkov +4
Online A/B testing is widely used in the internet industry to inform decisions on new feature roll-outs. For online marketplaces (such as advertising markets), standard approaches…
Bootstrapping Fisher Market Equilibrium and First-Price Pacing Equilibrium
Luofeng Liao, Christian Kroer
The linear Fisher market (LFM) is a basic equilibrium model from economics, which also has applications in fair and efficient resource allocation. First-price pacing equilibrium (F…
Efficient Learning in Polyhedral Games via Best Response Oracles
Darshan Chakrabarti, Gabriele Farina, Christian Kroer
We study online learning and equilibrium computation in games with polyhedral decision sets, a property shared by both normal-form games and extensive-form games (EFGs), when the l…
Incentivizing Investment and Reliability: A Study on Electricity Capacity Markets
Cheng Guo, Christian Kroer, Yury Dvorkin +1
The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.…
Last-Iterate Convergence Properties of Regret-Matching Algorithms in Games
Yang Cai, Gabriele Farina, Julien Grand-Clément +4
We study last-iterate convergence properties of algorithms for solving two-player zero-sum games based on Regret Matching (RM). Despite their widespread use for solving rea…
Greedy-Based Online Fair Allocation with Adversarial Input: Enabling Best-of-Many-Worlds Guarantees
Zongjun Yang, Luofeng Liao, Christian Kroer
We study an online allocation problem with sequentially arriving items and adversarially chosen agent values, with the goal of balancing fairness and efficiency. Our goal is to stu…