Asynchronous proportional response dynamics: convergence in markets with adversarial scheduling

Y Kolumbus, M Levy, N Nisan - Advances in Neural …, 2024 - proceedings.neurips.cc
Abstract We study Proportional Response Dynamics (PRD) in linear Fisher markets, where
participants act asynchronously. We model this scenario as a sequential process in which at …

Iterative bidding in electricity markets: rationality and robustness

A Cherukuri, J Cortés - IEEE Transactions on Network Science …, 2019 - ieeexplore.ieee.org
This paper studies an electricity market consisting of an independent system operator (ISO)
and a group of generators. The goal is to solve the dc optimal power flow (DC-OPF) …

On the dynamics of Cournot duopoly game with private firms: Investigations and analysis

SS Askar - Applied Mathematics and Computation, 2022 - Elsevier
In this paper, we introduce a Cournot duopoly game whose players' inverse prices are
isoelastic functions and are derived from a simple quadratic utility function. The proposed …

Decentralized Nash equilibrium learning by strategic generators for economic dispatch

A Cherukuri, J Cortés - 2016 American Control Conference …, 2016 - ieeexplore.ieee.org
This paper studies an electricity market consisting of an independent system operator (ISO)
and a group of generators. The goal is to solve the economic dispatch (ED) problem, ie …

Coalition formation and price of anarchy in Cournot oligopolies

N Immorlica, E Markakis, G Piliouras - … , CA, USA, December 13-17, 2010 …, 2010 - Springer
Non-cooperative game theory purports that economic agents behave with little regard
towards the negative externalities they impose on each other. Such behaviors generally …

Asynchronous Proportional Response Dynamics in Markets with Adversarial Scheduling

Y Kolumbus, M Levy, N Nisan - arXiv preprint arXiv:2307.04108, 2023 - arxiv.org
We study Proportional Response Dynamics (PRD) in linear Fisher markets where
participants act asynchronously. We model this scenario as a sequential process in which in …

No-regret learning in cournot games

Y Shi, B Zhang - arXiv preprint arXiv:1906.06612, 2019 - arxiv.org
This paper examines the convergence of no-regret learning in Cournot games with
continuous actions. Cournot games are the essential model for many socio-economic …

Multi-agent reinforcement learning in Cournot games

Y Shi, B Zhang - 2020 59th IEEE Conference on Decision and …, 2020 - ieeexplore.ieee.org
In this work, we study the interaction of strategic agents in continuous action Cournot games
with limited information feedback. Cournot game is the essential market model for many …

Decentralized Nash equilibrium seeking by strategic generators for DC optimal power flow

A Cherukuri, J Cortés - 2017 51st Annual Conference on …, 2017 - ieeexplore.ieee.org
This paper studies an electricity market consisting of an independent system operator (ISO)
and a group of generators. The goal is to solve the DC optimal power flow (DC-OPF) …

Beating the best Nash without regret

K Ligett, G Piliouras - ACM SIGecom Exchanges, 2011 - dl.acm.org
Nash equilibrium analysis has become the de facto solution standard in game theory. This
approach, despite its prominent role, has been the subject of much criticism for being too …