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20142026
most citedPacing Equilibrium in First-Price Auction Markets

16 citations · 190 across the 78 of their papers we have counts for

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Showing 2024Show all

12 papers · 1 filter

cs.LG2024

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…

cs.GT2024

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…

cs.GT2024

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…

cs.GT2024

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).…

cs.GT2024

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…

cs.GT2024

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…

cs.GT2024

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…

cs.GT2024

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…

cs.GT2024

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…

cs.GT2024

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…

math.ST2024★ 1 cited

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…

math.ST2024

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…