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In this paper, I introduce a novel benchmark in games, super-Nash performance, and a solution concept, optimin, whereby players maximize their minimal payoff under unilateral profitable deviations by other players. Optimin achieves…

Theoretical Economics · Economics 2025-10-23 Mehmet S. Ismail

In economics, there are many ways to describe the interaction between a "seller" and a "buyer". The most common one, with which we interact almost every day, is selling for a fixed price. This option is perfect for selling a mass product,…

General Finance · Quantitative Finance 2024-07-10 O. A. Malafeyev , I. E. Khomenko

A quantum version of the Minority game for an arbitrary number of agents is considered. It is known that when the number of agents is odd, quantizing the game produces no advantage to the players, but for an even number of agents new Nash…

Quantum Physics · Physics 2009-11-11 Adrian P. Flitney , Lloyd C. L. Hollenberg

Markov games model interactions among multiple players in a stochastic, dynamic environment. Each player in a Markov game maximizes its expected total discounted reward, which depends upon the policies of the other players. We formulate a…

Computer Science and Game Theory · Computer Science 2023-09-11 Shenghui Chen , Yue Yu , David Fridovich-Keil , Ufuk Topcu

This work shows that the formation of a finite number of coalitions in a nonatomic network congestion game benefits everyone. At the equilibrium of the composite game played by coalitions and individuals, the average cost to each coalition…

Computer Science and Game Theory · Computer Science 2015-03-20 Cheng Wan

We consider polymatrix coordination games with individual preferences where every player corresponds to a node in a graph who plays with each neighbor a separate bimatrix game with non-negative symmetric payoffs. In this paper, we study…

Computer Science and Game Theory · Computer Science 2015-04-29 Mona Rahn , Guido Schäfer

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

Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…

Computer Science and Game Theory · Computer Science 2023-05-10 Martin Bichler , Maximilian Fichtl , Matthias Oberlechner

We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the…

Optimization and Control · Mathematics 2022-10-28 Filippo Fabiani , Barbara Franci , Simone Sagratella , Martin Schmidt , Mathias Staudigl

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

Probability · Mathematics 2011-06-15 Christine Grün

This paper presents a technique for approximating, up to any precision, the set of subgame-perfect equilibria (SPE) in discounted repeated games. The process starts with a single hypercube approximation of the set of SPE. Then the initial…

Computer Science and Game Theory · Computer Science 2010-02-10 Andriy Burkov , Brahim Chaib-draa

We study a class of finite-action disclosure games in which the sender's preferences are state-independent and the receiver's optimal action depends only on the expected state. While receiver-preferred equilibria in these games involve full…

Theoretical Economics · Economics 2026-05-06 Denis Shishkin , Maria Titova , Kun Zhang

The sequential equilibrium is a standard solution concept for extensive-form games with imperfect information that includes an explicit representation of the players' beliefs. An assessment consisting of a strategy and a belief is a…

Computer Science and Game Theory · Computer Science 2024-02-08 Moritz Graf , Thorsten Engesser , Bernhard Nebel

We will describe a combinatorial game that models the problem of resolution of singularities of algebraic varieties over a field of characteristic zero. By giving a winning strategy for this game, we give another proof of the existence of…

Algebraic Geometry · Mathematics 2014-01-31 Josef Schicho

The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the…

Optimization and Control · Mathematics 2022-01-19 Joseph Frédéric Bonnans , Justina Gianatti , Laurent Pfeiffer

Evidence games study situations where a sender persuades a receiver by selectively disclosing hard evidence about an unknown state of the world. Evidence games often have multiple equilibria. Hart et al. (2017) propose to focus on…

Theoretical Economics · Economics 2022-09-20 Shaofei Jiang

This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…

Machine Learning · Computer Science 2024-10-04 Jiawei Ge , Yuanhao Wang , Wenzhe Li , Chi Jin

We model a system of n asymmetric firms selling a homogeneous good in a common market through a pay-as-bid auction. Every producer chooses as its strategy a supply function returning the quantity S(p) that it is willing to sell at a minimum…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Martina Vanelli , Giacomo Como , Fabio Fagnani

Optimization methods are used to determine equilibria of investment in cryptocurrencies. The basic assumptions involve existence of a core group (the "wealthy") that fears the loss of substantial assets through government seizure.…

Mathematical Finance · Quantitative Finance 2019-04-16 Carey Caginalp , Gunduz Caginalp

In this work, we study an equilibrium-based continuous asset pricing problem which seeks to form a price process endogenously by requiring it to balance the flow of sales-and-purchase orders in the exchange market, where a large number of…

Mathematical Finance · Quantitative Finance 2021-09-28 Masaaki Fujii , Akihiko Takahashi