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We investigate stochastic utility maximization games under relative performance concerns in both finite-agent and infinite-agent (graphon) settings. An incomplete market model is considered where agents with power (CRRA) utility functions…

Optimization and Control · Mathematics 2024-12-05 Zongxia Liang , Keyu Zhang , Yaqi Zhuang

Interactions among selfish users sharing a common transmission channel can be modeled as a non-cooperative game using the game theory framework. When selfish users choose their transmission probabilities independently without any…

Computer Science and Game Theory · Computer Science 2009-05-31 Jaeok Park , Mihaela van der Schaar

Consider a strongly monotone game where the players' utility functions include a reward function and a linear term for each dimension, with coefficients that are controlled by the manager. Gradient play converges to a unique Nash…

Multiagent Systems · Computer Science 2026-02-25 Siddharth Chandak , Ilai Bistritz , Nicholas Bambos

In a public goods game, every player chooses whether or not to buy a good that all neighboring players will have access to. We consider a setting in which the good is indivisible, neighboring players are out-neighbors in a directed graph,…

Computer Science and Game Theory · Computer Science 2025-11-17 Argyrios Deligkas , Gregory Gutin , Mark Jones , Philip R. Neary , Anders Yeo

We investigate stochastic differential games of optimal trading comprising a finite population. There are market frictions in the present framework, which take the form of stochastic permanent and temporary price impacts. Moreover,…

Mathematical Finance · Quantitative Finance 2021-02-09 David Evangelista , Yuri Thamsten

New ideas and technologies adopted by a small number of individuals occasionally spread globally through a complex web of social ties. Here, we present a simple and general approximation method, namely, a message-passing approach, that…

Physics and Society · Physics 2022-09-01 Teruyoshi Kobayashi , Tomokatsu Onaga

This paper is about computing constrained approximate Nash equilibria in polymatrix games, which are succinctly represented many-player games defined by an interaction graph between the players. In a recent breakthrough, Rubinstein showed…

Computer Science and Game Theory · Computer Science 2017-05-09 Argyrios Deligkas , John Fearnley , Rahul Savani

In this paper, we introduce malicious Bayesian congestion games as an extension to congestion games where players might act in a malicious way. In such a game each player has two types. Either the player is a rational player seeking to…

Computer Science and Game Theory · Computer Science 2008-06-05 Martin Gairing

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

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-08 Omer Ben-Porat , Moshe Tennenholtz

Network games have been instrumental in understanding strategic behaviors over networks for applications such as critical infrastructure networks, social networks, and cyber-physical systems. One critical challenge of network games is that…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Guanze Peng , Tao Li , Shutian Liu , Juntao Chen , Quanyan Zhu

We study the inefficiency of equilibria for various classes of games when players are (partially) altruistic. We model altruistic behavior by assuming that player i's perceived cost is a convex combination of 1-\alpha_i times his direct…

Computer Science and Game Theory · Computer Science 2013-02-21 Po-An Chen , Bart de Keijzer , David Kempe , Guido Schaefer

In the network creation game with n vertices, every vertex (a player) buys a set of adjacent edges, each at a fixed amount {\alpha} > 0. It has been conjectured that for {\alpha} >= n, every Nash equilibrium is a tree, and has been…

Computer Science and Game Theory · Computer Science 2013-10-31 Akaki Mamageishvili , Matus Mihalak , Dominik Muller

This work studies Nash equilibria for games where a mixture of coordinating and anti-coordinating agents, with possibly heterogeneous thresholds, coexist and interact through an all-to-all network. Whilst games with only coordinating or…

Computer Science and Game Theory · Computer Science 2021-06-18 Martina Vanelli , Laura Arditti , Giacomo Como , Fabio Fagnani

A repeated network game where agents have quadratic utilities that depend on information externalities -- an unknown underlying state -- as well as payoff externalities -- the actions of all other agents in the network -- is considered.…

Systems and Control · Computer Science 2015-06-12 Ceyhun Eksin , Pooya Molavi , Alejandro Ribeiro , Ali Jadbabaie

We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg , Martin Weigt

In recent work by Bramoull\'{e} and Kranton, a model for the provision of public goods on a network was presented and relations between equilibria of such a game and properties of the network were established. This model was further…

Computer Science and Game Theory · Computer Science 2019-06-19 Karan N. Chadha , Ankur A. Kulkarni

In a social network, individuals express their opinions on several interdependent topics, and therefore the evolution of their opinions on these topics is also mutually dependent. In this work, we propose a differential game model for the…

Social and Information Networks · Computer Science 2024-02-23 Hossein B. Jond , Aykut Yıldız

This paper studies a class of network games with linear-quadratic payoffs and externalities exerted through a strictly concave interaction function. This class of game is motivated by the diminishing marginal effects with peer influences.…

Optimization and Control · Mathematics 2024-06-04 Jiamin Cai , Chenyue Zhang , Hoi-To Wai

Recently, strategic games inspired by Schelling's influential model of residential segregation have been studied in the TCS and AI literature. In these games, agents of k different types occupy the nodes of a network topology aiming to…

Computer Science and Game Theory · Computer Science 2024-03-15 Lata Narayanan , Yasaman Sabbagh , Alexandros A. Voudouris
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