We propose a fast population game dynamics, motivated by the analogy with infection and immunization processes within a population of “players,” for finding dominant sets, a powerful graph-theoretical notion of a cluster. Each step of the proposed dynamics is shown to have a linear time/space complexity and we show that, under the assumption of symmetric … Read more
In this paper we introduce a novel flow representation for finite games in strategic form. This representation allows us to develop a canonical direct sum decomposition of an arbitrary game into three components, which we refer to as the potential, harmonic and nonstrategic components. We analyze natural classes of games that are induced by this … Read more
The multiobjective bilevel program is a sequence of two optimization problems where the upper level problem is multiobjective and the constraint region of the upper level problem is determined implicitly by the solution set to the lower level problem. In the case where the Karush-Kuhn-Tucker (KKT) condition is necessary and sufficient for global optimality of … Read more
We address an optimization problem in which two agents, each with a set of weighted items, compete in order to maximize the total weight of their winning sets. The latter are built according to a sequential game consisting in a fixed number of rounds. In every round each agent submits one item for possible inclusion … Read more
Bargaining is a basic game in economic practice. Cournot duopoly game is an important model in bargaining theory. Recently, asymmetry information [20] and incomplete information [19], limited individual rationality [2] and slightly altruistic equilibrium [10] are introduced into bargaining theory. And computational game theory come into being a new research field. In this paper, we … Read more
This paper presents a Nash equilibrium model where the underlying objective functions involve uncertainty and nonsmoothness. The well known sample average approximation method is applied to solve the problem and the first order equilibrium conditions are characterized in terms of Clarke generalized gradients. Under some moderate conditions, it is shown that with probability one, a … Read more
We describe a rudimentary branch-and-cut algorithm for solving integer bilevel linear programs that extends existing techniques for standard integer linear programs to this very challenging computational setting. The algorithm improves on the branch-and-bound algorithm of Moore and Bard in that it uses cutting plane techniques to produce improved bounds, does not require specialized branching strategies, … Read more
We study selfish routing in ring networks with respect to minimizing the maximum latency. Our main result is an establishement of constant bounds on the price of stability (PoS) for routing unsplittable flows with linear latency. We show that the PoS is at most 6.83, which reduces to 4:57 when the linear latency functions are … Read more
We focus on a permutation betting market under parimutuel call auction model where traders bet on the final ranking of n candidates. We present a Proportional Betting mechanism for this market. Our mechanism allows the traders to bet on any subset of the n x n ‘candidate-rank’ pairs, and rewards them proportionally to the number … Read more
We propose an iterated version of Nesterov’s first-order smoothing method for the two-person zero-sum game equilibrium problem $$\min_{x\in Q_1} \max_{y\in Q_2} \ip{x}{Ay} = \max_{y\in Q_2} \min_{x\in Q_1} \ip{x}{Ay}.$$ This formulation applies to matrix games as well as sequential games. Our new algorithmic scheme computes an $\epsilon$-equilibrium to this min-max problem in $\Oh(\kappa(A) \ln(1/\epsilon))$ first-order iterations, … Read more