Related papers: Communication Strategies for Low-Latency Trading
Modern wireless machine-to-machine-type communications aim to provide both ultra reliability and low latency, stringent requirements that appear to be mutually exclusive. From the noisy channel coding theorem, we know that reliable…
Real-time applications require latencies on the order of a millisecond with very high reliabilities, paralleling the requirements for high-performance industrial control. Current wireless technologies like WiFi, Bluetooth, LTE, etc. are…
A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…
We study one-shot Nash competition between an arbitrary number of identical dealers that compete for the order flow of a client. The client trades either because of proprietary information, exposure to idiosyncratic risk, or a mix of both…
Banks routinely use neural networks to make decisions. While these models offer higher accuracy, they are susceptible to adversarial attacks, a risk often overlooked in the context of event sequences, particularly sequences of financial…
In many matching markets, one side "applies" to the other, and these applications are often expensive and time-consuming (e.g. students applying to college). It is tempting to think that making the application process easier should benefit…
Online games are dynamic environments where players interact with each other, which offers a rich setting for understanding how players negotiate their way through the game to an ultimate victory. This work studies online player…
A simple scheme for communication over MIMO broadcast channels is introduced which adopts the lattice reduction technique to improve the naive channel inversion method. Lattice basis reduction helps us to reduce the average transmitted…
The behavior of rational and selfish players (receivers) over a multiple-input multiple-output Gaussian broadcast channel is investigated using the framework of noncooperative game theory. In contrast to the game-theoretic model of the…
Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…
Signaling game problems investigate communication scenarios where encoder(s) and decoder(s) have misaligned objectives due to the fact that they either employ different cost functions or have inconsistent priors. This problem has been…
Current research in distributed Nash equilibrium (NE) seeking in the partial information setting assumes that information is exchanged between agents that are "truthful". However, in general noncooperative games agents may consider sending…
We consider a stochastic game between three types of players: an inside trader, noise traders and a market maker. In a similar fashion to Kyle's model, we assume that the insider first chooses the size of her market-order and then the…
Two types of noise-free relay cascades are investigated. Networks where a source communicates with a distant receiver via a cascade of half-duplex constrained relays, and networks where not only the source but also a single relay node…
This paper investigates the performance of streaming codes in low-latency applications over a multi-link three-node relayed network. The source wishes to transmit a sequence of messages to the destination through a relay. Each message must…
Adversarial training is a standard technique for training adversarially robust models. In this paper, we study adversarial training as an alternating best-response strategy in a 2-player zero-sum game. We prove that even in a simple…
We define a model of interactive communication where two agents with private types can exchange information before a game is played. The model contains Bayesian persuasion as a special case of a one-round communication protocol. We define…
In this paper we present a new competitive packet routing model with edge priorities. We consider players that route selfishly through a network over time and try to reach their destinations as fast as possible. If the number of players who…
A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…
We address the problem of mechanism design for two-stage repeated stochastic games -- a novel setting using which many emerging problems in next-generation electricity markets can be readily modeled. Repeated playing affords the players a…