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In the future, artificial learning agents are likely to become increasingly widespread in our society. They will interact with both other learning agents and humans in a variety of complex settings including social dilemmas. We consider the…

Computer Science and Game Theory · Computer Science 2019-11-21 Tobias Baumann , Thore Graepel , John Shawe-Taylor

In a multi-party machine learning system, different parties cooperate on optimizing towards better models by sharing data in a privacy-preserving way. A major challenge in learning is the incentive issue. For example, if there is…

Multiagent Systems · Computer Science 2020-08-11 Mengjing Chen , Yang Liu , Weiran Shen , Yiheng Shen , Pingzhong Tang , Qiang Yang

Observable social traits determine how we interact in society and remain pervasive even in our globalized world. While a popular hypothesis states that they may help promote cooperation, the alternative explanation that they facilitate…

Physics and Society · Physics 2020-09-14 Juan Ozaita , Andrea Baronchelli , Angel Sánchez

We consider a simple market where a vendor offers multiple variants of a certain product and preferences of both the vendor and potential buyers are heterogeneous and possibly even antagonistic. Optimization of the joint benefit of the…

General Finance · Quantitative Finance 2010-02-18 Linyuan Lü , Matus Medo , Yi-Cheng Zhang

With the prospect of autonomous artificial intelligence (AI) agents, studying their tendency for cooperative behavior becomes an increasingly relevant topic. This study is inspired by the super-additive cooperation theory, where the…

Artificial Intelligence · Computer Science 2025-08-22 Filippo Tonini , Lukas Galke

Strategic interactions can be represented more concisely, and analyzed and solved more efficiently, if we are aware of the symmetries within the multiagent system. Symmetries also have conceptual implications, for example for equilibrium…

Computer Science and Game Theory · Computer Science 2025-03-03 Emanuel Tewolde , Brian Hu Zhang , Caspar Oesterheld , Tuomas Sandholm , Vincent Conitzer

We consider a novel setting where a set of items are matched to the same set of agents repeatedly over multiple rounds. Each agent gets exactly one item per round, which brings interesting challenges to finding efficient and/or fair {\em…

Computer Science and Game Theory · Computer Science 2022-07-05 Ioannis Caragiannis , Shivika Narang

Recent work has considered theoretical models for the behavior of agents with specific behavioral biases: rather than making decisions that optimize a given payoff function, the agent behaves inefficiently because its decisions suffer from…

Computer Science and Game Theory · Computer Science 2017-06-06 Jon Kleinberg , Sigal Oren , Manish Raghavan

An agent-based model with interacting low frequency liquidity takers inter-mediated by high-frequency liquidity providers acting collectively as market makers can be used to provide realistic simulated price impact curves. This is possible…

Trading and Market Microstructure · Quantitative Finance 2021-08-23 Ivan Jericevich , Patrick Chang , Tim Gebbie

We consider a model that demonstrates the crucial role of inertia and stickiness in multi-agent systems, based on the Minority Game (MG). The inertia of an agent is introduced into the game model by allowing agents to apply hypothesis…

Physics and Society · Physics 2009-11-11 W. C. Man , H. F. Chau

Interaction strategies for reward in competitive environments are significantly influenced by the nature and extent of available information. In financial markets, particularly foreign exchange (forex), traders operate independently with…

Computational Engineering, Finance, and Science · Computer Science 2024-12-03 Patrick Naivasha , George Musumba , Patrick Gikunda , John Wandeto

We consider mechanisms for markets that are double-sided and have players with multi-dimensional strategic spaces on at least one side. The players of the market are strategic, and act to optimize their own utilities. The mechanism…

Computer Science and Game Theory · Computer Science 2016-11-15 Moran Feldman , Rica Gonen

Negotiations, a model of concurrency with multi party negotiation as primitive, have been recently introduced in arXiv:1307.2145, arXiv:1403.4958. We initiate the study of games for this model. We study coalition problems: can a given…

Logic in Computer Science · Computer Science 2015-07-30 Javier Esparza , Philipp Hoffmann

Applications such as employees sharing office spaces over a workweek can be modeled as problems where agents are matched to resources over multiple rounds. Agents' requirements limit the set of compatible resources and the rounds in which…

Artificial Intelligence · Computer Science 2022-12-01 Yohai Trabelsi , Abhijin Adiga , Sarit Kraus , S. S. Ravi , Daniel J. Rosenkrantz

We study the role of imitation within a model of economics with adaptive agents. The basic ingredients are those of the Minority Game. We add the possibility of local information exchange and imitation of the neighbour's strategy. Imitators…

Statistical Mechanics · Physics 2009-11-07 Frantisek Slanina

Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the…

Trading and Market Microstructure · Quantitative Finance 2025-10-14 Ivan Guo , Shijia Jin

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

We study the role of imitation within the Minority Game model of market. The players can exchange information locally, which leads to formation of groups which act as if they were single players. Coherent spatial areas of rich and poor…

Statistical Mechanics · Physics 2009-10-31 Frantisek Slanina

We study the mathematical properties of probabilistic processes in which the independent actions of $n$ players (`causes') can influence the outcome of each player (`effects'). In such a setting, each pair of outcomes will generally be…

Probability · Mathematics 2013-06-20 Mike Steel , Amelia Taylor

In repeated-game applications where both the collusive and non-collusive outcomes can be supported as equilibria, researchers must resolve underlying selection questions if theory will be used to understand counterfactual policies. One…

General Economics · Economics 2021-01-18 Emanuel Vespa , Taylor Weidman , Alistair J. Wilson