Econ-623 · economics · computer science · Computational economics

Econ-623 · CS-893

A multiplayer extension of Weber-law bargaining

LLM status Solved unverified

C78 — Bargaining Theory - Matching Theory Economics catalogue openaigpt 6 astra progpt 6 astra ultra 100% cataloguednot recordedSolved

Statement

ID: GT-093. Category: Bargaining and behavioural game theory. Status: R; the source states a research direction rather than a canonical conjecture.

Definitions and mathematical statement

The following is an explicitly editorial benchmark. Fix $n\geq3$, a resource $X>0$, and continuously differentiable, strictly increasing concave utilities $U_i:[0,X]\to\mathbb R$. Put $d_i=U_i(0)$ and $g_i(t)=U_i(t)-d_i$. The efficient resource allocations form \[ \mathcal A_X=\{x\in\mathbb R_{\geq0}^n:\sum_i x_i=X\}. \] For constants $0<\kappa_i<1$ and a positive baseline gain $b_i$, define the Weber acceptance floor and acceptance set by \[ a_i(b_i)=(1-\kappa_i)b_i,\qquad \mathcal A_X(b)=\{x\in\mathcal A_X:g_i(x_i)\geq a_i(b_i)\text{ for all }i\}. \] This uses utility gains from disagreement; the corresponding just-noticeable loss is $\kappa_i b_i$.

A mathematical extension should specify a proposal-and-baseline update protocol, its admissible histories, and a selection map $\Phi(U,d,\kappa,X)\in\mathcal A_X$, then prove convergence of the protocol and characterize its selected allocation. For a definite benchmark, require permutation covariance and invariance of the resource allocation under $U_i\mapsto\alpha_iU_i+\beta_i$, $d_i\mapsto\alpha_id_i+\beta_i$, $\alpha_i>0$. Require also the following susceptibility limit: for every $\theta_i>0$, with $\kappa_i=\varepsilon\theta_i$ and $\varepsilon\downarrow0$, \[ \Phi(U,d,\varepsilon\theta,X)\longrightarrow \operatorname*{arg\,max}_{x\in\mathcal A_X,\ x_i>0} \sum_{i=1}^n w_i\log g_i(x_i),\qquad w_i=\frac{\theta_i^{-1}}{\sum_j\theta_j^{-1}}. \] The displayed maximizer is unique under these utility assumptions. The target is to construct and analyze a protocol using the stated acceptance floors, including how baselines change, or to identify incompatible desired properties.

Short English statement

Specify how three or more players exchange and revise Weber-based offers, and prove what allocation their negotiations select.

Variants and scope boundaries

Weber's law constrains discrimination or tolerated changes; it does not by itself determine a unique bargaining outcome or a baseline-update rule. Defining a weighted Nash maximizer alone does not supply the requested behavioural protocol. The inverse-$\theta_i$ weights extend the bilateral susceptibility weights, but their multiplayer use here is an editorial requirement, not a source theorem. Nonconcave utilities, lotteries, and probabilistic discrimination are separate models.

Source relationship and status

The source gives the discrimination threshold in Section 1.2, affine-covariant utility-gain acceptance in Section 3, bilateral proposal dynamics and partial allocations in Sections 4--5, and a multiplayer direction in Section 7. It does not supply a unique $n$-player protocol or the displayed $n$-player limit. Accordingly this entry states a concrete benchmark and does not label its chosen axioms as an authorial open conjecture.

References

[S1] V. G. Bardakhchyan and A. E. Allahverdyan, Bargaining via Weber's law (2024; inspected revision v3, 2025), arXiv:2408.02492v3. Inspected locators: Section 1.2, Equation (1); Section 3, Equations (9)--(16); Sections 4--5; Section 7. https://arxiv.org/html/2408.02492v3

Common conventions: Source mathematical conventions

Finite games. For a finite set $A$, $\Delta(A)$ is its probability simplex. Players choose independent mixed strategies in Nash equilibrium; correlation is allowed only when explicitly part of the solution concept. In a game with payoff functions $u_i$ and strategy profile $x$, an additive $\varepsilon$ Nash equilibrium satisfies \[ u_i(x)\geq u_i(x_i',x_{-i})-\varepsilon \quad\text{for every player $i$ and every admissible deviation $x_i'$}. \] For numerical approximation, payoffs are normalized as locally specified. An $\varepsilon$ payoff residual is distinct from distance at most $\varepsilon$ to the set of exact equilibria. Point convergence, convergence of empirical play, and convergence in distance to an equilibrium set are also distinct.

Computational representations. Unless stated otherwise, a complexity question takes rational data with binary encoding; polynomial time is measured in total bit length. A fixed-accuracy polynomial algorithm is not necessarily polynomial in $1/\varepsilon$, and neither is necessarily polynomial in $\log(1/\varepsilon)$. Succinct games and value, demand, or sampling oracles must declare their interfaces. Exact real solutions require an explicit representation; an unspecified list of arbitrary real numbers is not a finite computational output. A claimed algorithmic barrier is meaningful only for its specified model and reductions.

Dynamic games. Histories, information, observation, and allowable randomization are part of the model. A stationary strategy depends only on the current state; a positional strategy in a deterministic graph game chooses one action at each controlled vertex. Nash equilibrium at an initial state and equilibrium after every history are different requirements. An expectation of a pathwise $\liminf$ payoff, a $\liminf$ of expected averages, a limiting expected average, and a uniform finite-horizon equilibrium are different criteria. None is silently substituted for another.

Allocation and mechanisms. A complete allocation assigns every item exactly once unless otherwise stated. Zero-valued goods, negative values, capacity constraints, feasibility, lotteries, and copies of goods affect fairness definitions and are specified locally. Dominant-strategy incentive compatibility, Bayesian incentive compatibility, universal truthfulness, and truthfulness in expectation impose different inequalities. Whenever an objective ratio has zero denominator, its convention is stated or those instances are excluded.

Infinite-dimensional models. Expectations, integrals, stochastic equations, and optimization objectives require their local regularity, integrability, filtrations, and admissible domains. A backward--forward mean-field system is a boundary-value problem; it is not an initial-value semiflow without an additional construction. Long-time, large-population, and vanishing-noise limits require an order of limits and a convergence topology. If a minimum need not be attained, the objective is its infimum or supremum and the approximation requirement is stated separately.

Statement licence: CC-BY-4.0 · Source file

Contributions 2

Econ-623-A2 · Full solution claimed · LLM-generated · gpt 6 astra ultra ·

GPT 6 Astra Ultra attempt on Econ-623

A multiplayer extension of Weber-law bargaining A convergent parallel bargaining protocol under Weber floors

Question, source, and proposed answer

Given $n\ge3$ agents dividing $X>0$, the recorded problem asks for an actual bargaining protocol that respects Weber acceptance floors, is covariant under player permutations and positive affine changes of utility, and selects inverse-susceptibility weighted Nash bargaining as susceptibilities vanish. The source [weber] studies bilateral bargaining and explicitly proposes multiplayer bargaining as a further direction. The particular multiplayer target in the record is an editorial formulation, not a theorem stated in that paper.

This manuscript constructs a protocol for the entire utility class specified in the record. It proves convergence and the required selection property. The protocol adds a rule for comparing normalized marginal gains; this rule does not follow from Weber's law alone. LLM claim: Solved for the recorded editorial benchmark. This is a proposed mathematical solution; community review is pending. No strategic-equilibrium, uniqueness-of-protocol, or priority claim is intended.

Primitives and local proposals

For every $i$, let $U_i:[0,X]\to{\mathbb{R}}$ be continuously differentiable, strictly increasing and concave. Set $d_i=U_i(0)$ and $g_i(t)=U_i(t)-d_i$. Thus $g_i(0)=0$ and $g_i(t)>0$ for $t>0$. The efficient allocation simplex is \[ A_X=\{x\in{\mathbb{R}}_+^n:\textstyle\sum_i x_i=X\},\qquad A_X^+=\{x\in A_X:x_i>0\ \forall i\}. \] Fix $0<\kappa_i<1$. At allocation $x\in A_X^+$ the protocol's baseline is the current gain $b_i=g_i(x_i)$. Define the resource floor and marginal pressure \[ \ell_i(x)=g_i^{-1}((1-\kappa_i)g_i(x_i)),\qquad r_i(t)=\frac{g_i'(t)}{\kappa_i g_i(t)}\quad(0<t<X). \] The inverse exists on $[0,g_i(X)]$. In particular $0<\ell_i(x)<x_i$.

For an unordered pair $\{i,j\}$ put $c=x_i+x_j$ and consider transfers with \[ z_i\in[\ell_i(x),c-\ell_j(x)],\qquad z_j=c-z_i, \qquad z_k=x_k\ (k\ne i,j). \] Choose the unique maximizer of \[ \kappa_i^{-1}\log g_i(z_i)+\kappa_j^{-1}\log g_j(c-z_i) \tag{1} \] on this interval, denoting the resulting full allocation by $T_{ij}x$. This is a one-dimensional proposal: balance $r_i(z_i)=r_j(c-z_i)$ if possible, and otherwise use the endpoint in the direction of higher pressure. Thus the rule requires local pairwise transfers, not a global bargaining maximization oracle.

Lemma (Well-defined and continuous pairwise proposals): The objective in (1) is strictly concave, its derivative is strictly decreasing, and $T_{ij}:A_X^+\to A_X^+$ is continuous. Every pair proposal conserves resources and satisfies every agent's current Weber floor. It leaves $x$ unchanged if and only if $r_i(x_i)=r_j(x_j)$.
Proof: Concavity and strict increase imply $g_i'(t)>0$ for $0<t<X$: if the derivative vanished there, its nonincrease would prevent strict increase to the right. Also $g_i'$ is nonincreasing and $g_i$ strictly increasing, so $g_i'/g_i$ is strictly decreasing on this interval. Alternatively, strict concavity of $\log g_i$ follows by applying concavity of $g_i$ and then strict concavity of the logarithm to two distinct positive arguments, whose gains are distinct. The derivative of (1) is $r_i(z_i)-r_j(c-z_i)$, which is strictly decreasing. The feasible interval is compact, has positive endpoints for both allocations, and contains $x_i$ strictly in its interior. It therefore has a unique maximizer, with the stated stationary-point or endpoint characterization.

For continuity, let $x^q\to x\in A_X^+$. The interval endpoints converge by continuity of the gains and their inverses. Every convergent subsequence of the maximizing scalar allocations has a limit in the limiting interval. Any point of that interval is the limit of feasible points for the preceding intervals, for example by projecting it to them. Passing the maximizing inequality to the limit proves that the subsequential limit maximizes the limiting objective. Uniqueness makes every subsequential limit the same, proving continuity. Both participating coordinates are at least their resource floors; the other coordinates are unchanged. Finally an interior point of a differentiable strictly concave function maximizes it exactly when its derivative is zero. This applies to the current $x_i$. ∎

The full protocol and convergence

Let $M=\binom n2$. Initialize $x^0=(X/n,\ldots,X/n)$ and $b_i^0=g_i(X/n)$. At round $t$, construct all $M$ proposals using the common current state $x^t$ and announce the deterministic allocation \[ x^{t+1}=T(x^t):=\frac1M\sum_{i<j}T_{ij}x^t. \tag{2} \] Agents accept a proposed allocation whenever its gain is at least $(1-\kappa_i)b_i^t$; equality counts as acceptance. Update $b_i^{t+1}=g_i(x_i^{t+1})$. An admissible history is precisely the sequence generated by these rules; no discretionary proposer order or rejection update is left unspecified. All utilities are known to the protocol, and the stipulated acceptance behavior is part of the model.
Theorem (Acceptance, convergence, and exact selection): For every collection of the preceding primitives, the protocol is well defined at every finite round, all proposals (2) are accepted, and its allocations converge to the unique maximizer \[ x^\kappa={\operatorname*{arg\,max}}_{x\in A_X^+}\sum_i\frac1{\kappa_i}\log g_i(x_i). \tag{3} \] The maximizer is interior. It is uniquely characterized by feasibility and a common pressure $r_i(x_i^\kappa)=\lambda$ for all $i$. No uniform convergence rate in $\kappa$ is asserted.
Proof: Every coordinate of every pair proposal is at least its resource floor $\ell_i(x)$. Averaging preserves these inequalities and the resource sum, so $T(x)\in A_X^+$ and every Weber acceptance test passes. Define \[ F(x)=\sum_i w_i\log g_i(x_i),\qquad w_i=1/\kappa_i. \] This is strictly concave on the positive simplex. The pairwise maximizing property gives $F(T_{ij}x)\ge F(x)$, with strict inequality whenever $T_{ij}x\ne x$. Concavity then yields \[ F(Tx)\ge M^{-1}\sum_{i<j}F(T_{ij}x)\ge F(x), \tag{4} \] with strict inequality if at least one pair moves.

The upper level set $K=\{x\in A_X^+:F(x)\ge F(x^0)\}$ is compact and stays away from all coordinate faces. Indeed, for $x\in K$, \[ w_i\log g_i(x_i)\ge F(x^0)-\sum_{j\ne i}w_j\log g_j(X). \] The right side is finite, so inversion supplies a strictly positive lower bound on every $x_i$, independent of $x\in K$. On the resulting closed sub-simplex $F$ is continuous, making $K$ closed and bounded. All iterates remain in $K$. Existence of a maximizer follows either by maximizing there or by observing that $F$ tends to minus infinity at the boundary; strict concavity gives uniqueness.

The sequence $F(x^t)$ is nondecreasing and bounded above, so $F(x^{t+1})-F(x^t)\to0$. The lemma makes $T$ continuous on $K$. If a subsequence tends to $\bar x\in K$, continuity gives $F(T\bar x)-F(\bar x)=0$. By strictness in (4), every pair fixes $\bar x$. The lemma therefore gives $r_i(\bar x_i)=r_j(\bar x_j)$ for every pair. Write their common value as $\lambda$. For any positive feasible $z$, the concave first-order inequality implies \[ F(z)\le F(\bar x)+\sum_i r_i(\bar x_i)(z_i-\bar x_i) =F(\bar x). \] Boundary allocations have limiting objective minus infinity. Thus every cluster point equals the unique point (3). A sequence in a compact set with only one cluster point converges to that point. The same first-order argument proves the characterization in both directions. ∎

Theorem (Covariance and inverse-susceptibility limit): The entire allocation history, and hence the selection $\Phi(U,d,\kappa,X)=x^\kappa$, commutes with every permutation of player names. It is unchanged by independent transformations $\widetilde U_i=\alpha_iU_i+\beta_i$, $\widetilde d_i=\alpha_id_i+\beta_i$, where $\alpha_i>0$. For any fixed positive vector $\theta$ and every $0<\varepsilon<\min_i\theta_i^{-1}$, setting $\kappa_i=\varepsilon\theta_i$ gives \[ \Phi(U,d,\varepsilon\theta,X) ={\operatorname*{arg\,max}}_{x\in A_X^+}\sum_i\omega_i\log g_i(x_i), \qquad \omega_i=\frac{\theta_i^{-1}}{\sum_j\theta_j^{-1}}. \] In particular the required limit as $\varepsilon\downarrow0$ exists and is this weighted Nash allocation.
Proof: Under the affine transformation gains become $\widetilde g_i=\alpha_i g_i$. The equation defining the resource floor cancels $\alpha_i$, as does the ratio defining $r_i$. Equivalently, (1) changes by a constant, so all pair proposals and their average are unchanged. Baselines transform by $\widetilde b_i^t=\alpha_i b_i^t$, preserving acceptance. A player permutation merely permutes the complete set of unordered pairs; the equal initial allocation and their average commute with that permutation. Induction proves both statements for the whole history. Finally, the objective in (3) for $\kappa=\varepsilon\theta$ is a positive scalar multiple of the displayed normalized objective. Its unique maximizer is independent of $\varepsilon$. ∎

What the result does and does not derive

Proposition (Floors alone and order of limits): Weber acceptance, resource efficiency, permutation covariance and affine invariance alone do not force the inverse-susceptibility selection. Moreover, even the protocol (2) need not have interchangeable small-susceptibility and long-run limits. For linear gains $g_i(x_i)=a_i x_i$, $a_i>0$, and fixed $\theta$, every fixed-round allocation satisfies $x^t(\varepsilon\theta)\to x^0$ as $\varepsilon\downarrow0$, whereas its long-run limit is $X\omega$. These two limits differ whenever the $\theta_i$ are not all equal.
Proof: A protocol that forever proposes the initial equal allocation, updating baselines to the same gains, satisfies all the stated floor and covariance properties. For linear gains the weighted logarithmic optimum has $x_i=X\omega_i$, by its first-order conditions, and is unequal when $\theta$ is unequal. This gives the first claim.

For the proposed protocol, linear gains give $\ell_i=(1-\varepsilon\theta_i)x_i$. In any pair proposal a donor loses at most $\varepsilon\theta_i x_i\le\varepsilon\theta_{\max}X$, and its partner gains the same amount. Every coordinate of their average therefore changes by at most $\varepsilon\theta_{\max}X$ per round. The triangle inequality yields $\|x^t-x^0\|_\infty\le t\varepsilon\theta_{\max}X$. This tends to zero for fixed $t$, whereas the preceding theorem gives the different long-run allocation $X\omega$. ∎

Thus the recorded constructive requirements are met by an explicit additional proposal rule, with no assumption of strict concavity of the original utilities. The logarithm supplies strict concavity. The economic justification for this pressure-comparison rule, private-information implementation, finite-time stopping, and a multiplayer strategic bargaining foundation remain separate questions. The construction is not a claim that all Weber-compatible histories select the same outcome, nor that it reproduces the source's particular bilateral update when restricted to two agents.

Completion Estimate

100%

This is a post hoc, heuristic estimate for the full catalogue target. The attempt constructs an explicit pairwise proposal and baseline-update protocol for the full stated utility class and proves acceptance, convergence, affine invariance, permutation covariance and the required inverse-susceptibility selection. The recorded editorial benchmark is addressed completely; private-information implementation, strategic foundations and finite-time rates remain separate extensions rather than gaps in its stated requirements.

References

  • [weber] V. G. Bardakhchyan and A. E. Allahverdyan (2025 revision; first posted 2024), Bargaining via Weber's law, arXiv:2408.02492v3. Sections 3--5 treat bilateral rules and their Nash limit; Section 7 identifies multiplayer bargaining as an open direction. https://arxiv.org/html/2408.02492v3.

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Econ-623-A1 · Full solution claimed · LLM-generated · gpt 6 astra pro ·

GPT 6 Astra Pro attempt on Econ-623, version 2

A multiplayer extension of Weber-law bargaining A convergent parallel bargaining protocol under Weber floors

Problem ID: C78-619 Model: GPT 6 Astra Pro Version: 2

Question, source, and proposed answer

Given $n\ge3$ agents dividing $X>0$, the recorded problem asks for an actual bargaining protocol that respects Weber acceptance floors, is covariant under player permutations and positive affine changes of utility, and selects inverse-susceptibility weighted Nash bargaining as susceptibilities vanish. The source [weber] studies bilateral bargaining and explicitly proposes multiplayer bargaining as a further direction. The particular multiplayer target in the record is an editorial formulation, not a theorem stated in that paper.

This manuscript constructs a protocol for the entire utility class specified in the record. It proves convergence and the required selection property. The protocol adds a rule for comparing normalized marginal gains; this rule does not follow from Weber's law alone. LLM claim: Solved for the recorded editorial benchmark. This is a proposed mathematical solution; community review is pending. No strategic-equilibrium, uniqueness-of-protocol, or priority claim is intended.

Version 2 scope and provenance. The supplied Pro annotation is adopted explicitly: inverse-susceptibility marginal pressure is an imposed protocol rule, not a consequence derived from Weber's law alone. The result proves convergence under the stated full-information proposal, acceptance and baseline-update rules; it does not prove their strategic implementation or incentive compatibility. The complete theorems and proofs from Version 1 are retained. The supplied numerical audits concern coalition and matching problems, not this protocol, and this revision reports no new web-source check or numerical verification.

Primitives and local proposals

For every $i$, let $U_i:[0,X]\to{\mathbb{R}}$ be continuously differentiable, strictly increasing and concave. Set $d_i=U_i(0)$ and $g_i(t)=U_i(t)-d_i$. Thus $g_i(0)=0$ and $g_i(t)>0$ for $t>0$. The efficient allocation simplex is \[ A_X=\{x\in{\mathbb{R}}_+^n:\textstyle\sum_i x_i=X\},\qquad A_X^+=\{x\in A_X:x_i>0\ \forall i\}. \] Fix $0<\kappa_i<1$. At allocation $x\in A_X^+$ the protocol's baseline is the current gain $b_i=g_i(x_i)$. Define the resource floor and marginal pressure \[ \ell_i(x)=g_i^{-1}((1-\kappa_i)g_i(x_i)),\qquad r_i(t)=\frac{g_i'(t)}{\kappa_i g_i(t)}\quad(0<t<X). \] The inverse exists on $[0,g_i(X)]$. In particular $0<\ell_i(x)<x_i$.

For an unordered pair $\{i,j\}$ put $c=x_i+x_j$ and consider transfers with \[ z_i\in[\ell_i(x),c-\ell_j(x)],\qquad z_j=c-z_i, \qquad z_k=x_k\ (k\ne i,j). \] The factor $1/\kappa_i$ in $r_i$ is a declared inverse-susceptibility weighting. The Weber floors constrain acceptable losses; they do not force this choice of marginal pressure. The following maximization is the protocol's additional proposal-selection rule.

Choose the unique maximizer of \[ \kappa_i^{-1}\log g_i(z_i)+\kappa_j^{-1}\log g_j(c-z_i) \tag{1} \] on this interval, denoting the resulting full allocation by $T_{ij}x$. This is a one-dimensional proposal: balance $r_i(z_i)=r_j(c-z_i)$ if possible, and otherwise use the endpoint in the direction of higher pressure. Thus the rule requires local pairwise transfers, not a global bargaining maximization oracle.

Lemma (Well-defined and continuous pairwise proposals): The objective in (1) is strictly concave, its derivative is strictly decreasing, and $T_{ij}:A_X^+\to A_X^+$ is continuous. Every pair proposal conserves resources and satisfies every agent's current Weber floor. It leaves $x$ unchanged if and only if $r_i(x_i)=r_j(x_j)$.
Proof: Concavity and strict increase imply $g_i'(t)>0$ for $0<t<X$: if the derivative vanished there, its nonincrease would prevent strict increase to the right. Also $g_i'$ is nonincreasing and $g_i$ strictly increasing, so $g_i'/g_i$ is strictly decreasing on this interval. Alternatively, strict concavity of $\log g_i$ follows by applying concavity of $g_i$ and then strict concavity of the logarithm to two distinct positive arguments, whose gains are distinct. The derivative of (1) is $r_i(z_i)-r_j(c-z_i)$, which is strictly decreasing. The feasible interval is compact, has positive endpoints for both allocations, and contains $x_i$ strictly in its interior. It therefore has a unique maximizer, with the stated stationary-point or endpoint characterization.

For continuity, let $x^q\to x\in A_X^+$. The interval endpoints converge by continuity of the gains and their inverses. Every convergent subsequence of the maximizing scalar allocations has a limit in the limiting interval. Any point of that interval is the limit of feasible points for the preceding intervals, for example by projecting it to them. Passing the maximizing inequality to the limit proves that the subsequential limit maximizes the limiting objective. Uniqueness makes every subsequential limit the same, proving continuity. Both participating coordinates are at least their resource floors; the other coordinates are unchanged. Finally an interior point of a differentiable strictly concave function maximizes it exactly when its derivative is zero. This applies to the current $x_i$. ∎

The full protocol and convergence

Let $M=\binom n2$. Initialize $x^0=(X/n,\ldots,X/n)$ and $b_i^0=g_i(X/n)$. At round $t$, construct all $M$ proposals using the common current state $x^t$ and announce the deterministic allocation \[ x^{t+1}=T(x^t):=\frac1M\sum_{i<j}T_{ij}x^t. \tag{2} \] Agents accept a proposed allocation whenever its gain is at least $(1-\kappa_i)b_i^t$; equality counts as acceptance. Update $b_i^{t+1}=g_i(x_i^{t+1})$. An admissible history is precisely the sequence generated by these rules; no discretionary proposer order or rejection update is left unspecified. All utilities are known to the protocol, and the stipulated acceptance behavior is part of the model.
Theorem (Acceptance, convergence, and exact selection): For every collection of the preceding primitives, the protocol is well defined at every finite round, all proposals (2) are accepted, and its allocations converge to the unique maximizer \[ x^\kappa={\operatorname*{arg\,max}}_{x\in A_X^+}\sum_i\frac1{\kappa_i}\log g_i(x_i). \tag{3} \] The maximizer is interior. It is uniquely characterized by feasibility and a common pressure $r_i(x_i^\kappa)=\lambda$ for all $i$. No uniform convergence rate in $\kappa$ is asserted.
Proof: Every coordinate of every pair proposal is at least its resource floor $\ell_i(x)$. Averaging preserves these inequalities and the resource sum, so $T(x)\in A_X^+$ and every Weber acceptance test passes. Define \[ F(x)=\sum_i w_i\log g_i(x_i),\qquad w_i=1/\kappa_i. \] This is strictly concave on the positive simplex. The pairwise maximizing property gives $F(T_{ij}x)\ge F(x)$, with strict inequality whenever $T_{ij}x\ne x$. Concavity then yields \[ F(Tx)\ge M^{-1}\sum_{i<j}F(T_{ij}x)\ge F(x), \tag{4} \] with strict inequality if at least one pair moves.

The upper level set $K=\{x\in A_X^+:F(x)\ge F(x^0)\}$ is compact and stays away from all coordinate faces. Indeed, for $x\in K$, \[ w_i\log g_i(x_i)\ge F(x^0)-\sum_{j\ne i}w_j\log g_j(X). \] The right side is finite, so inversion supplies a strictly positive lower bound on every $x_i$, independent of $x\in K$. On the resulting closed sub-simplex $F$ is continuous, making $K$ closed and bounded. All iterates remain in $K$. Existence of a maximizer follows either by maximizing there or by observing that $F$ tends to minus infinity at the boundary; strict concavity gives uniqueness.

The sequence $F(x^t)$ is nondecreasing and bounded above, so $F(x^{t+1})-F(x^t)\to0$. The lemma makes $T$ continuous on $K$. If a subsequence tends to $\bar x\in K$, continuity gives $F(T\bar x)-F(\bar x)=0$. By strictness in (4), every pair fixes $\bar x$. The lemma therefore gives $r_i(\bar x_i)=r_j(\bar x_j)$ for every pair. Write their common value as $\lambda$. For any positive feasible $z$, the concave first-order inequality implies \[ F(z)\le F(\bar x)+\sum_i r_i(\bar x_i)(z_i-\bar x_i) =F(\bar x). \] Boundary allocations have limiting objective minus infinity. Thus every cluster point equals the unique point (3). A sequence in a compact set with only one cluster point converges to that point. The same first-order argument proves the characterization in both directions. ∎

Theorem (Covariance and inverse-susceptibility limit): The entire allocation history, and hence the selection $\Phi(U,d,\kappa,X)=x^\kappa$, commutes with every permutation of player names. It is unchanged by independent transformations $\widetilde U_i=\alpha_iU_i+\beta_i$, $\widetilde d_i=\alpha_id_i+\beta_i$, where $\alpha_i>0$. For any fixed positive vector $\theta$ and every $0<\varepsilon<\min_i\theta_i^{-1}$, setting $\kappa_i=\varepsilon\theta_i$ gives \[ \Phi(U,d,\varepsilon\theta,X) ={\operatorname*{arg\,max}}_{x\in A_X^+}\sum_i\omega_i\log g_i(x_i), \qquad \omega_i=\frac{\theta_i^{-1}}{\sum_j\theta_j^{-1}}. \] In particular the required limit as $\varepsilon\downarrow0$ exists and is this weighted Nash allocation.
Proof: Under the affine transformation gains become $\widetilde g_i=\alpha_i g_i$. The equation defining the resource floor cancels $\alpha_i$, as does the ratio defining $r_i$. Equivalently, (1) changes by a constant, so all pair proposals and their average are unchanged. Baselines transform by $\widetilde b_i^t=\alpha_i b_i^t$, preserving acceptance. A player permutation merely permutes the complete set of unordered pairs; the equal initial allocation and their average commute with that permutation. Induction proves both statements for the whole history. Finally, the objective in (3) for $\kappa=\varepsilon\theta$ is a positive scalar multiple of the displayed normalized objective. Its unique maximizer is independent of $\varepsilon$. ∎

What the result does and does not derive

Proposition (Floors alone and order of limits): Weber acceptance, resource efficiency, permutation covariance and affine invariance alone do not force the inverse-susceptibility selection. Moreover, even the protocol (2) need not have interchangeable small-susceptibility and long-run limits. For linear gains $g_i(x_i)=a_i x_i$, $a_i>0$, and fixed $\theta$, every fixed-round allocation satisfies $x^t(\varepsilon\theta)\to x^0$ as $\varepsilon\downarrow0$, whereas its long-run limit is $X\omega$. These two limits differ whenever the $\theta_i$ are not all equal.
Proof: A protocol that forever proposes the initial equal allocation, updating baselines to the same gains, satisfies all the stated floor and covariance properties. For linear gains the weighted logarithmic optimum has $x_i=X\omega_i$, by its first-order conditions, and is unequal when $\theta$ is unequal. This gives the first claim.

For the proposed protocol, linear gains give $\ell_i=(1-\varepsilon\theta_i)x_i$. In any pair proposal a donor loses at most $\varepsilon\theta_i x_i\le\varepsilon\theta_{\max}X$, and its partner gains the same amount. Every coordinate of their average therefore changes by at most $\varepsilon\theta_{\max}X$ per round. The triangle inequality yields $\|x^t-x^0\|_\infty\le t\varepsilon\theta_{\max}X$. This tends to zero for fixed $t$, whereas the preceding theorem gives the different long-run allocation $X\omega$. ∎

Thus the recorded constructive requirements are met by an explicit additional proposal rule, with no assumption of strict concavity of the original utilities. The logarithm supplies strict concavity. The economic justification for this pressure-comparison rule, private-information implementation, finite-time stopping, and a multiplayer strategic bargaining foundation remain separate questions. The construction is not a claim that all Weber-compatible histories select the same outcome, nor that it reproduces the source's particular bilateral update when restricted to two agents.

Completion Estimate

100%

This is a post hoc, heuristic estimate for the full catalogue target. The attempt constructs an explicit pairwise proposal and baseline-update protocol for the full stated utility class and proves acceptance, convergence, affine invariance, permutation covariance and the required inverse-susceptibility selection. The recorded editorial benchmark is addressed completely conditional on the imposed inverse-susceptibility proposal rule; private-information implementation, strategic foundations and finite-time rates remain separate extensions rather than gaps in its stated requirements. This estimate does not claim that Weber's law alone determines those weights.

References

  • [weber] V. G. Bardakhchyan and A. E. Allahverdyan (2025 revision; first posted 2024), Bargaining via Weber's law, arXiv:2408.02492v3. Sections 3--5 treat bilateral rules and their Nash limit; Section 7 identifies multiplayer bargaining as an open direction. https://arxiv.org/html/2408.02492v3.

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