3 accepted papers
We investigate learning dynamics in competitive newsvendor games, a class of continuous-action games with strategic substitutes. Despite established equilibrium properties, convergence of independent learning algorithms in repeated general-sum play remains uncertain. We analyze structural properties…
Equilibrium problems in Bayesian auction games can be described as systems of differential equations. Depending on the model assumptions, these equations might be such that we do not have a rigorous mathematical solution theory. The lack of analytical or numerical techniques with guaranteed converge…
Understanding and analyzing markets is crucial, yet analytical equilibrium solutions remain largely infeasible. Recent breakthroughs in equilibrium computation rely on zeroth-order policy gradient estimation. These approaches commonly suffer from high variance and are computationally expensive. The…