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The large majority of risk-sharing transactions involve few agents, each of whom can heavily influence the structure and the prices of securities. This paper proposes a game where agents' strategic sets consist of all possible sharing…

Risk Management · Quantitative Finance 2016-07-11 Michail Anthropelos , Constantinos Kardaras

We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…

Multiagent Systems · Computer Science 2023-05-16 Yue Chen , Peng Yi

We give a concise and self-contained introduction to the theory of Quantum Games by reviewing the seminal works of Meyer, Eisert-Wilkens-Lewenstein, Marinatto-Weber and Landsburg, which initiated the study of this field. By generalizing…

Quantum Physics · Physics 2023-05-02 Sowmitra Das

We propose a scheme for a quantum game based on performing an EPR type experiment and in which each player's spatial directional choices are considered as their strategies. A classical mixed-strategy game is recovered by restricting the…

Quantum Physics · Physics 2022-06-16 Azhar Iqbal , Derek Abbott

Fictitious play is a popular learning algorithm in which players that utilize the history of actions played by the players and the knowledge of their own payoff matrix can converge to the Nash equilibrium under certain conditions on the…

Computer Science and Game Theory · Computer Science 2021-10-13 Bhaskar Vundurthy , Aris Kanellopoulos , Vijay Gupta , Kyriakos Vamvoudakis

Quantum games with incomplete information can be studied within a Bayesian framework. We consider a version of prisoner's dilemma (PD) in this framework with three players and characterize the Nash equilibria. A variation of the standard PD…

Quantum Physics · Physics 2017-03-10 Neal Solmeyer , Ricky Dixon , Radhakrishnan Balu

We present a new framework for creating a quantum version of a classical game, based on Fine's theorem. This theorem shows that for a given set of marginals, a system of Bell's inequalities constitutes both necessary and sufficient…

Quantum Physics · Physics 2023-12-29 Azhar Iqbal , James M. Chappell , Claudia Szabo , Derek Abbott

Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…

Computational Complexity · Computer Science 2023-05-09 Bruce M. Kapron , Koosha Samieefar

This paper investigates the potential benefits of cooperation in scenarios where finitely many agents compete for shared resources, leading to congestion and thereby reduced rewards. By appropriate coordination the members of the…

Computer Science and Game Theory · Computer Science 2024-10-10 Riya Sultana , Veeraruna Kavitha

Sharing correlated random variables is a resource for a number of information theoretic tasks such as privacy amplification, simultaneous message passing, secret sharing and many more. In this article, we show that to establish such a…

Quantum Physics · Physics 2021-11-03 Tamal Guha , Mir Alimuddin , Sumit Rout , Amit Mukherjee , Some Sankar Bhattacharya , Manik Banik

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

General Economics · Economics 2020-04-10 Stefan Rass

A quantum financial approach to finite games of strategy is addressed, with an extension of Nash's theorem to the quantum financial setting, allowing for an entanglement of games of strategy with two-period financial allocation problems…

General Finance · Quantitative Finance 2012-02-10 Carlos Pedro Gonçalves

Social dilemmas are situations in which collective welfare is at odds with individual gain. One widely studied example, due to the conflict it poses between human behaviour and game theoretic reasoning, is the Traveler's Dilemma. The…

Computer Science and Game Theory · Computer Science 2023-12-11 Maria Alejandra Ramirez , Matteo Smerlak , Arne Traulsen , Jürgen Jost

We investigate quantum games in which the information is asymmetrically distributed among the players, and find the possibility of the quantum game outperforming its classical counterpart depends strongly on not only the entanglement, but…

Quantum Physics · Physics 2007-05-23 Jiangfeng Du , Hui Li , Chenyong Ju

Many real-world systems are composed of interdependent networks that rely on one another. Such networks are typically designed and operated by different entities, who aim at maximizing their own payoffs. There exists a game among these…

Physics and Society · Physics 2017-03-08 Yuhang Fan , Gongze Cao , Shibo He , Jiming Chen , Youxian Sun

Repeated quantum game theory addresses long term relations among players who choose quantum strategies. In the conventional quantum game theory, single round quantum games or at most finitely repeated games have been widely studied, however…

Quantum Physics · Physics 2023-12-12 Kazuki Ikeda , Shoto Aoki

The properties of the Cournot model based on the most general entanglement operator containing quadratic expressions which is symmetric with respect to the exchange of players are considered. The degree of entanglement of games dependent on…

Quantum Physics · Physics 2024-12-10 Katarzyna Bolonek-Lasoń

We study pure-strategy Nash equilibria in multi-player concurrent deterministic games, for a variety of preference relations. We provide a novel construction, called the suspect game, which transforms a multi-player concurrent game into a…

Logic in Computer Science · Computer Science 2017-01-11 Patricia Bouyer , Romain Brenguier , Nicolas Markey , Michael Ummels

This paper examines a competition game whose key variables are the R&D efforts (e.g. R&D expenditures) and accumulated knowledge of firms located in a specific region. The most significant element of accumulated knowledge is knowledge…

Theoretical Economics · Economics 2026-01-21 Vasilios Kanellopoulos
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