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In this paper we consider a modification of the classical Merton portfolio optimization problem. Namely, an investor can trade in financial asset and consume his capital. He is additionally endowed with a one unit of an indivisible asset…

Portfolio Management · Quantitative Finance 2015-12-15 Jakub Trybuła

We formalize the current practice of strategic mining in multi-cryptocurrency markets as a game, and prove that any better-response learning in such games converges to equilibrium. We then offer a reward design scheme that moves the system…

Computer Science and Game Theory · Computer Science 2018-05-24 Alexander Spiegelman , Idit Keidar , Moshe Tennenholtz

The latest developments in AI focus on agentic systems where artificial and human agents cooperate to realize global goals. An example is collaborative learning, which aims to train a global model based on data from individual agents. A…

Computer Science and Game Theory · Computer Science 2025-08-20 Björn Filter , Ralf Möller , Özgür Lütfü Özçep

Traffic scenarios are inherently interactive. Multiple decision-makers predict the actions of others and choose strategies that maximize their rewards. We view these interactions from the perspective of game theory which introduces various…

Machine Learning · Computer Science 2020-04-28 Christian Muench , Frans A. Oliehoek , Dariu M. Gavrila

The control of large-scale, multi-agent systems often entails distributing decision-making across the system components. However, with advances in communication and computation technologies, we can consider new collaborative decision-making…

Computer Science and Game Theory · Computer Science 2024-07-04 Bryce L. Ferguson , Dario Paccagnan , Bary S. R. Pradelski , Jason R. Marden

In this paper, a multi-user cooperative computing framework is applied to enable mobile users to utilize available computing resources from other neighboring users via direct communication links. An incentive scheme based on Bertrand game…

Computer Science and Game Theory · Computer Science 2021-08-10 Nan Zhang , Guopeng Zhang , Kezhi Wang , Kun Yang

We consider the fair allocation of indivisible items to several agents with additional conflict constraints. These are represented by a conflict graph where each item corresponds to a vertex of the graph and edges in the graph represent…

Discrete Mathematics · Computer Science 2023-08-21 Nina Chiarelli , Matjaž Krnc , Martin Milanič , Ulrich Pferschy , Joachim Schauer

Demand outstrips available resources in most situations, which gives rise to competition, interaction and learning. In this article, we review a broad spectrum of multi-agent models of competition (El Farol Bar problem, Minority Game,…

In this paper, we consider a multi-modal mobility system of travelers each with an individual travel budget, and propose a game-theoretic framework to assign each traveler to a ``mobility service" (each one representing a different mode of…

Computer Science and Game Theory · Computer Science 2023-02-28 Ioannis Vasileios Chremos , Andreas Malikopoulos

The framework of uncoupled online learning in multiplayer games has made significant progress in recent years. In particular, the development of time-varying games has considerably expanded its modeling capabilities. However, current regret…

Computer Science and Game Theory · Computer Science 2025-08-18 Aymeric Capitaine , Etienne Boursier , Eric Moulines , Michael I. Jordan , Alain Durmus

Some of the most relevant future applications of multi-agent systems like autonomous driving or factories as a service display mixed-motive scenarios, where agents might have conflicting goals. In these settings agents are likely to learn…

Multiagent Systems · Computer Science 2022-07-20 Kyrill Schmid , Lenz Belzner , Robert Müller , Johannes Tochtermann , Claudia Linnhoff-Popien

We study the problem of fairly allocating a set of indivisible items among a set of agents. We consider the notion of (approximate) maximin share (MMS) and we provide an improved lower bound of $1/2$ (which is tight) for the case of…

Computer Science and Game Theory · Computer Science 2025-02-10 George Christodoulou , Vasilis Christoforidis , Symeon Mastrakoulis , Alkmini Sgouritsa

Assignment games represent a tractable yet versatile model of two-sided markets with transfers. We study the likely properties of the core of randomly generated assignment games. If the joint productivities of every firm and worker are…

Computer Science and Game Theory · Computer Science 2014-04-25 Avinatan Hassidim , Assaf Romm

Allocation games are zero-sum games that model the distribution of resources among multiple agents. In this paper, we explore the interplay between an \textit{subjective identity} and its impact on notions of fairness in allocation. The…

Computer Science and Game Theory · Computer Science 2024-07-08 Janvi Chhabra , Jayati Deshmukh , Arpitha Malavalli , Karthik Sama , Srinath Srinivasa

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

The \$-Game was recently introduced as an extension of the Minority Game. In this paper we compare this model with the well know Minority Game and the Majority Game models. Due to the inter-temporal nature of the market payoff, we introduce…

Statistical Mechanics · Physics 2008-12-02 F. F. Ferreira , M. Marsili

In coalitional games, traditional coalitional game theory does not apply if different participants hold different opinions about the payoff function that corresponds to each subset of the coalition. In this paper, we propose a framework in…

Computer Science and Game Theory · Computer Science 2017-09-12 Bomin Jiang , Mardavij Roozbehani , Munther A. Dahleh

This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…

Computer Science and Game Theory · Computer Science 2023-09-19 Mevan Wijewardena , Michael J. Neely

We study arbitrage opportunities, market viability and utility maximization in market models with an insider. Assuming that an economic agent possesses from the beginning an additional information in the form of a random variable G, which…

Risk Management · Quantitative Finance 2016-10-03 Ngoc Huy Chau , Wolfgang Runggaldier , Peter Tankov

A wide variety of resource allocation problems operate under resource constraints that are managed by a central arbitrator, with agents who evaluate and communicate preferences over these resources. We formulate this broad class of problems…

Machine Learning · Computer Science 2025-02-07 Ashwin Kumar , William Yeoh