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Related papers: Bargaining dynamics in exchange networks

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I propose a flexible structural model to estimate peer effects across various quantiles of the peer outcome distribution. The model allows peers with low, intermediate, and high outcomes to exert distinct influences, thereby capturing more…

Econometrics · Economics 2025-06-17 Aristide Houndetoungan

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

Computer Science and Game Theory · Computer Science 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

This work considers coordination and bargaining between two selfish users over a Gaussian interference channel. The usual information theoretic approach assumes full cooperation among users for codebook and rate selection. In the scenario…

Information Theory · Computer Science 2015-03-17 Xi Liu , Elza Erkip

We consider the provision of public goods on networks of strategic agents. We study different effort outcomes of these network games, namely, the Nash equilibria, Pareto efficient effort profiles, and semi-cooperative equilibria (effort…

Computer Science and Game Theory · Computer Science 2016-05-20 Parinaz Naghizadeh , Mingyan Liu

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li

This paper considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…

Computer Science and Game Theory · Computer Science 2022-10-28 Shutian Liu , Tao Li , Quanyan Zhu

Proportional dynamics, originated from peer-to-peer file sharing systems, models a decentralized price-learning process in Fisher markets. Previously, items in the dynamics operate independently of one another, and each is assumed to belong…

Computer Science and Game Theory · Computer Science 2024-07-17 Juncheng Li , Pingzhong Tang

In this letter, we study distributed optimization and Nash equilibrium-seeking dynamics from a contraction theoretic perspective. Our first result is a novel bound on the logarithmic norm of saddle matrices. Second, for distributed gradient…

Optimization and Control · Mathematics 2023-09-25 Anand Gokhale , Alexander Davydov , Francesco Bullo

We consider a system of single- or double integrator agents playing a generalized Nash game over a network, in a partial-information scenario. We address the generalized Nash equilibrium seeking problem by designing a fully-distributed…

Optimization and Control · Mathematics 2021-05-07 Mattia Bianchi , Sergio Grammatico

The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in real situations, the strategic environment varies as a result of past…

Computer Science and Game Theory · Computer Science 2022-07-15 Brandon C. Collins , Shouhuai Xu , Philip N. Brown

In the study of reactive systems, qualitative properties are usually easier to model and analyze than quantitative properties. This is especially true in systems where mutually beneficial cooperation between agents is possible, such as…

Computer Science and Game Theory · Computer Science 2023-05-18 Senthil Rajasekaran , Suguman Bansal , Moshe Y. Vardi

We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

Continuous-time gradient-based Nash equilibrium seeking algorithms enjoy a passivity property under a suitable monotonicity assumption. This feature has been exploited to design distributed algorithms that converge to Nash equilibria and…

Optimization and Control · Mathematics 2018-12-04 Claudio De Persis , Sergio Grammatico

We present a novel bilateral negotiation model that allows a self-interested agent to learn how to negotiate over multiple issues in the presence of user preference uncertainty. The model relies upon interpretable strategy templates…

Multiagent Systems · Computer Science 2022-01-10 Pallavi Bagga , Nicola Paoletti , Kostas Stathis

Social utility maximization refers to the process of allocating resources in such a way that the sum of agents' utilities is maximized under the system constraints. Such allocation arises in several problems in the general area of…

Computer Science and Game Theory · Computer Science 2015-03-10 Abhinav Sinha , Achilleas Anastasopoulos

Negotiation is a process where agents aim to work through disputes and maximize their surplus. As the use of deep reinforcement learning in bargaining games is unexplored, this paper evaluates its ability to exploit, adapt, and cooperate to…

Multiagent Systems · Computer Science 2020-02-19 Ho-Chun Herbert Chang

We propose a projected gradient dynamical system as a model for a bargaining scheme for an asset for which the two interested agents have personal valuations which do not initially coincide. The personal valuations are formed using…

Trading and Market Microstructure · Quantitative Finance 2011-09-15 D. Pinheiro , A. A. Pinto , S. Z. Xanthopoulos , A. N. Yannacopoulos

In a framework close to the one developed by Holmstr\"om and Milgrom [44], we study the optimal contracting scheme between a Principal and several Agents. Each hired Agent is in charge of one project, and can make efforts towards managing…

Economics · Quantitative Finance 2016-05-27 Romuald Elie , Dylan Possamaï

We develop a tractable equilibrium model for price formation in intraday electricity markets in the presence of intermittent renewable generation. Using stochastic control theory, we identify the optimal strategies of agents with market…

Pricing of Securities · Quantitative Finance 2021-07-01 Olivier Féron , Peter Tankov , Laura Tinsi

We construct Nash equilibria in feedback form for a class of two-person stochastic games of singular control with absorption, arising from a stylized model for corporate finance. More precisely, the paper focusses on a strategic dynamic…

Optimization and Control · Mathematics 2025-07-04 Tiziano De Angelis , Fabien Gensbittel , Stéphane Villeneuve
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