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We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

Mathematical Finance · Quantitative Finance 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

Within the framework of Game Theory, contests study decision-making in those situations or conflicts when rewards depend on the relative rank between contenders rather than their absolute performance. By relying on the formalism of Tullock…

Physics and Society · Physics 2023-04-03 A. de Miguel-Arribas , J. Morón-Vidal , L. M. Floría , C. Gracia-Lázaro , L. Hernández , Y. Moreno

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

Globally operating suppliers face the rising challenge of wholesale pricing under scarce data about retail demand, in contrast to better informed, locally operating retailers. At the same time, as local businesses proliferate, markets…

Computer Science and Game Theory · Computer Science 2021-07-19 Costis Melolidakis , Stefanos Leonardos , Constandina Koki

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…

Optimization and Control · Mathematics 2022-05-17 Xiaoyu Ma , Jinlong Lei , Peng Yi , Jie Chen

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

Large language model (LLM) agents are increasingly deployed in competitive multi-agent settings, raising fundamental questions about whether they converge to equilibria and how their strategic behavior can be characterized. In this paper,…

Multiagent Systems · Computer Science 2026-04-14 Jiayi Yao , Cong Chen , Baosen Zhang

Spot electricity markets are considered under a Game-Theoretic framework, where risk averse players submit orders to the market clearing mechanism to maximise their own utility. Consistent with the current practice in Europe, the market…

Computer Science and Game Theory · Computer Science 2022-08-31 Ioan Alexandru Puiu , Raphael Andreas Hauser

We study strategic games on weighted directed graphs, in which the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy, augmented by a fixed non-negative integer bonus for picking a…

Computer Science and Game Theory · Computer Science 2021-03-15 Krzysztof R. Apt , Sunil Simon , Dominik Wojtczak

In this paper we study a game where every player is to choose a vertex (facility) in a given undirected graph. All vertices (customers) are then assigned to closest facilities and a player's payoff is the number of customers assigned to it.…

Computer Science and Game Theory · Computer Science 2007-05-23 Christoph Durr , Nguyen Kim Thang

The competitive nature of Cloud marketplaces as new concerns in delivery of services makes the pricing policies a crucial task for firms. so that, pricing strategies has recently attracted many researchers. Since game theory can handle such…

Computer Science and Game Theory · Computer Science 2023-09-21 Safiye Ghasemi , Mohammad Reza Meybodi , Mehdi Dehghan Takht-Fooladi , Amir Masoud Rahmani

We propose an algorithm for computing Nash equilibria (NE) in a class of conflicts with multiple battlefields with uniform battlefield values and a non-linear aggregation function. By expanding the symmetrization idea of Hart [9], proposed…

Computer Science and Game Theory · Computer Science 2024-03-26 Stanisław Kaźmierowski , Marcin Dziubiński

Decentralized decision making in multi--product firms can lead to efficiency losses when autonomous decision makers fail to internalize cross--product demand interactions. This paper quantifies the magnitude of such losses by analyzing the…

Computer Science and Game Theory · Computer Science 2026-01-27 Boxiao Chen , Jiashuo Jiang , Stefanus Jasin

We consider a queuing network that opens at a specified time, where customers are non-atomic and belong to different classes. Each class has its own route, and as is typical in the literature, the costs are a linear function of waiting and…

Performance · Computer Science 2025-12-09 Agniv Bandyopadhyay , Sandeep Juneja

Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…

Optimization and Control · Mathematics 2022-12-12 Zachary Feinstein , Birgit Rudloff

We present a possible kind of generalization of the notion of ordered pairs of cyclic maps and coupled fixed points and its application in modelling of equilibrium in oligopoly markets. We have obtained sufficient conditions for the…

Optimization and Control · Mathematics 2020-09-11 Yulia Dzhabarova , Stanimir Kabaivanov , Margarita Ruseva , Boyan Zlatanov

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

Computer Science and Game Theory · Computer Science 2026-05-11 Ian Gemp , Crystal Qian , Marc Lanctot , Kate Larson

This paper models a two-agent economy with production and appropriation as a noncooperative dynamic game, and determines its closed-form Markovian Nash equilibrium. The analysis highlights the para-metric conditions that tip the economy…

Theoretical Economics · Economics 2023-04-05 Julio Huato

A group of players which contain n sellers and n buyers bargain over the partitions of n pies. A seller(/buyer) has to reach an agreement with a buyer (/seller) on the division of a pie. The players bargain in a system like the stock…

Computer Science and Game Theory · Computer Science 2016-10-10 Jiawei Li

In this paper, we study the Nash dynamics of strategic interplays of n buyers in a matching market setup by a seller, the market maker. Taking the standard market equilibrium approach, upon receiving submitted bid vectors from the buyers,…

Computer Science and Game Theory · Computer Science 2011-03-23 Ning Chen , Xiaotie Deng
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