Date: 22 Mai 2026, 11h30
Lieu: Salle C057
Titre: Repeated Multi-Resource Proportional Allocation Auction Games
Résumé : In the multi-resource Kelly mechanism, players obtain a share of each resource in proportion to the bids they place on it. They thus engage in a non-cooperative game where they distribute their budgets across multiple resources. In this paper, we study the repeated variant of this game under standard no-regret algorithms, namely Online Gradient Descent (OGD) and Dual Averaging (DA) algorithms. More specifically, we investigate an additive utility framework with heterogeneous valuations across resources, where each resource-specific utility can be either logarithmic or linear. In this setting, we prove uniqueness of the Nash equilibrium. Moreover, we prove convergence of OGD and DA in the repeated game to this unique Nash Equilibrium. Extensive numerical simulations validate the theoretical results and measure convergence speed across different settings.