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Related papers: An Equilibrium Analysis of Scrip Systems

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A model of providing service in a P2P network is analyzed. It is shown that by adding a scrip system, a mechanism that admits a reasonable Nash equilibrium that reduces free riding can be obtained. The effect of varying the total amount of…

Computer Science and Game Theory · Computer Science 2007-05-30 Eric j. Friedman , Joseph Y. Halpern , Ian Kash

Scrip, or artificial currency, is a useful tool for designing systems that are robust to selfish behavior by users. However, it also introduces problems for a system designer, such as how the amount of money in the system should be set. In…

Computer Science and Game Theory · Computer Science 2012-04-17 Ian A. Kash , Eric J. Friedman , Joseph Y. Halpern

We discuss the design of efficient scrip systems and develop tools for empirically analyzing them. For those interested in the empirical study of scrip systems, we demonstrate how characteristics of agents in a system can be inferred from…

Computer Science and Game Theory · Computer Science 2007-05-30 Ian A. Kash , Eric J. Friedman , Joseph Y. Halpern

In this work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…

Physics and Society · Physics 2017-09-12 Juan Pablo Pinasco , Mauro Rodriguez Cartabia , Nicolas Saintier

Many recent models of trade dynamics use the simple idea of wealth exchanges among economic agents in order to obtain a stable or equilibrium distribution of wealth among the agents. In particular, a plain analogy compares the wealth in a…

General Finance · Quantitative Finance 2015-05-30 J. R. Iglesias , R. M. C. de Almeida

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

Today's multiagent systems have grown too complex to rely on centralized controllers, prompting increasing interest in the design of distributed algorithms. In this respect, game theory has emerged as a valuable tool to complement more…

Systems and Control · Computer Science 2020-02-19 Rahul Chandan , Dario Paccagnan , Jason R. Marden

Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates how the strategy evaluation schemes…

Portfolio Management · Quantitative Finance 2010-08-24 Yongjoo Baek , Sang Hoon Lee , Hawoong Jeong

This paper investigates the emergence of wealth inequality through a minimalist kinetic exchange model that incorporates two fundamental economic features: fixed-amount transactions and hard budget constraints. In contrast to the maximum…

Physics and Society · Physics 2025-11-12 Jihyuan Liuh

Game-theoretic analyses of distributed and peer-to-peer systems typically use the Nash equilibrium solution concept, but this explicitly excludes the possibility of strategic behavior involving more than one agent. We examine the effects of…

Computer Science and Game Theory · Computer Science 2015-05-13 Ian A. Kash , Eric J. Friedman , Joseph Y. Halpern

In this work we study the individual strategies carried out by agents undergoing transactions in wealth exchange models. We analyze the role of risk propensity in the behavior of the agents and find a critical risk, such that agents with…

Physics and Society · Physics 2021-02-03 Julian Neñer , María Fabiana Laguna

In this paper we aim to find a measure for the diversity of cash flows between agents in an economy. We argue that cash flows can be linked to probabilities of finding a currency unit in a given cash flow. We then use the information…

General Finance · Quantitative Finance 2013-01-24 Ulrich Kirchner , Simon Moolman

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

Trading and Market Microstructure · Quantitative Finance 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

The emergence of new communication technologies allows us to expand our understanding of distributed control and consider collaborative decision-making paradigms. With collaborative algorithms, certain local decision-making entities (or…

Computer Science and Game Theory · Computer Science 2023-08-17 Bryce L. Ferguson , Dario Paccagnan , Bary S. R. Pradelski , Jason R. Marden

Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…

Computer Science and Game Theory · Computer Science 2018-09-28 Shaull Almagor , Rajeev Alur , Suguman Bansal

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Optimization and Control · Mathematics 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

We investigate the unbiased model for money exchanges: agents give at random time a dollar to one another (if they have one). Surprisingly, this dynamics eventually leads to a geometric distribution of wealth (shown empirically by…

Probability · Mathematics 2022-08-12 Fei Cao , Pierre-Emmanuel Jabin

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

Computer Science and Game Theory · Computer Science 2018-08-17 Pu Yang , Krishnamurthy Iyer , Peter Frazier
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