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Recent regulation on intraday electricity markets has led to the development of shared order books with the intention to foster competition and increase market liquidity. In this paper, we address the question of the efficiency of such…

Trading and Market Microstructure · Quantitative Finance 2025-09-15 René Aïd , Philippe Bergault , Mathieu Rosenbaum

Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this…

Optimization and Control · Mathematics 2024-04-24 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make…

Computer Science and Game Theory · Computer Science 2025-04-10 Xinjie Liu , Jingqi Li , Filippos Fotiadis , Mustafa O. Karabag , Jesse Milzman , David Fridovich-Keil , Ufuk Topcu

Consider an important meeting to be held in a team-based organization. Taking availability constraints into account, an online scheduling poll is being used in order to decide upon the exact time of the meeting. Decisions are to be taken…

Computer Science and Game Theory · Computer Science 2016-11-29 Robert Bredereck , Jiehua Chen , Rolf Niedermeier , Svetlana Obraztsova , Nimrod Talmon

Congestion games are popular models often used to study the system-level inefficiencies caused by selfish agents, typically measured by the price of anarchy. One may expect that aligning the agents' preferences with the system-level…

Computer Science and Game Theory · Computer Science 2024-09-04 Bryce L Ferguson , Dario Paccagnan , Bary S R Pradelski , Jason R Marden

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

Correlated equilibria arise naturally when agents communicate or rely on intermediaries such as recommendation systems. We study when a given Nash equilibrium can be improved within the set of correlated equilibria for general objectives.…

Theoretical Economics · Economics 2026-05-01 Kirill Rudov , Fedor Sandomirskiy , Leeat Yariv

A multiclass queue with many servers is considered, where customers make a join-or-leave decision upon arrival based on queue length information, without knowing the scheduling policy or the state of other queues. A game theoretic…

Optimization and Control · Mathematics 2015-05-07 Rami Atar , Subhamay Saha

We explore stability and fairness considerations in decentralized networked markets with bilateral contracts, building on the trading networks framework [Hatfield et al., 2013]. In our trading network game, we show that a well-defined…

Theoretical Economics · Economics 2026-02-25 Simon Finster , Paul W. Goldberg , Edwin Lock , Matilde Tullii

Motivated by the use of high speed circuit switches in large scale data centers, we consider the problem of circuit switch scheduling. In this problem we are given demands between pairs of servers and the goal is to schedule at every time…

Data Structures and Algorithms · Computer Science 2019-05-09 Roy Schwartz , Mohit Singh , Sina Yazdanbod

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

Systems and Control · Computer Science 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

Flow scheduling tends to be one of the oldest and most stubborn problems in networking. It becomes more crucial in the next generation network, due to fast changing link states and tremendous cost to explore the global structure. In such…

Computer Science and Game Theory · Computer Science 2012-12-18 Yaoqing Yang , Keqin Liu , Qing Zhao

The advent of intelligent agents who produce and consume energy by themselves has led the smart grid into the era of "prosumer", offering the energy system and customers a unique opportunity to revaluate/trade their spot energy via a…

Optimization and Control · Mathematics 2019-06-25 Yue Chen , Shengwei Mei , Wei Wei , Steven H. Low , Adam Wierman , Feng Liu

The wide deployment of distributed renewable energy sources and electric vehicles can help mitigate climate crisis. This necessitates new business models in the power sector to hedge against uncertainties while imposing a strong coupling…

Systems and Control · Electrical Eng. & Systems 2024-02-05 Dongxiang Yan , Tongxin Li , Changhong Zhao , Han Wang , Yue Chen

We study a networked economic system composed of $n$ producers supplying a single homogeneous good to a number of geographically separated markets and of a centralized authority, called the market maker. Producers compete \`a la Cournot, by…

Computer Science and Game Theory · Computer Science 2026-03-31 Giacomo Como , Fabio Fagnani , Leonardo Massai , Martina Vanelli

In this paper, we investigate a distributed Nash equilibrium computation problem for a time-varying multi-agent network consisting of two subnetworks, where the two subnetworks share the same objective function. We first propose a…

Systems and Control · Computer Science 2015-11-30 Youcheng Lou , Yiguang Hong , Lihua Xie , Guodong Shi , Karl Henrik Johansson

Following the recent literature on make take fees policies, we consider an exchange wishing to set a suitable contract with several market makers in order to improve trading quality on its platform. To do so, we use a principal-agent…

Trading and Market Microstructure · Quantitative Finance 2021-03-09 Bastien Baldacci , Dylan Possamaï , Mathieu Rosenbaum

Recently, a new model extending the standard replicator equation to a finite set of players connected on an arbitrary graph was developed in evolutionary game dynamics. The players are interpreted as subpopulations of multipopulations…

Computer Science and Game Theory · Computer Science 2021-11-16 Jean Carlo Moraes

The probabilistic serial (PS) rule is a prominent randomized rule for assigning indivisible goods to agents. Although it is well known for its good fairness and welfare properties, it is not strategyproof. In view of this, we address…

Computer Science and Game Theory · Computer Science 2015-04-01 Haris Aziz , Serge Gaspers , Simon Mackenzie , Nicholas Mattei , Nina Narodytska , Toby Walsh

P2P systems are a great solution to the problem of distributing resources. The main issue of P2P networks is that searching and retrieving resources shared by peers is usually expensive and does not take into account similarities among…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 V. Carchiolo , M. Malgeri , G. Mangioni , V. Nicosia