English
Related papers

Related papers: Path deviations outperform approximate stability i…

200 papers

We propose a model of discrete time dynamic congestion games with atomic players and a single source-destination pair. The latencies of edges are composed by free-flow transit times and possible queuing time due to capacity constraints. We…

Computer Science and Game Theory · Computer Science 2019-01-03 Marco Scarsini , Marc Schröder , Tristan Tomala

The decisions that human beings make to allocate time has significant bearing on economic output and to the sustenance of social networks. The time allocation problem motivates our formal analysis of the resource allocation game, where…

Computer Science and Game Theory · Computer Science 2018-08-28 Wei-Chun Lee , Vasilis Livanos , Ruta Mehta , Hari Sundaram

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

We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformation, we frame the problem as an aggregative game. We…

Systems and Control · Electrical Eng. & Systems 2024-05-09 Emilio Benenati , Sergio Grammatico

Deciding that two network flows are essentially the same is an important problem in intrusion detection or in tracing anonymous connections. A stepping stone or an anonymity network may try to prevent flow correlation by delaying the…

Cryptography and Security · Computer Science 2013-07-12 Juan A. Elices , Fernando Perez-Gonzalez

We consider structural and algorithmic questions related to the Nash dynamics of weighted congestion games. In weighted congestion games with linear latency functions, the existence of (pure Nash) equilibria is guaranteed by potential…

Computer Science and Game Theory · Computer Science 2011-11-14 Ioannis Caragiannis , Angelo Fanelli , Nick Gravin , Alexander Skopalik

We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to the solution. We propose a forward-backward algorithm and…

Optimization and Control · Mathematics 2021-11-05 Barbara Franci , Sergio Grammatico

Congestion games constitute an important class of non-cooperative games which was introduced by Rosenthal in 1973. In recent years, several extensions of these games were proposed to incorporate aspects that are not captured by the standard…

Computer Science and Game Theory · Computer Science 2017-01-27 Pieter Kleer , Guido Schäfer

We propose a model of inter-bank lending and borrowing which takes into account clearing debt obligations. The evolution of log-monetary reserves of $N$ banks is described by coupled diffusions driven by controls with delay in their drifts.…

Mathematical Finance · Quantitative Finance 2016-07-22 Rene Carmona , Jean-Pierre Fouque , Seyyed Mostafa Mousavi , Li-Hsien Sun

Atomic congestion games are a classic topic in network design, routing, and algorithmic game theory, and are capable of modeling congestion and flow optimization tasks in various application areas. While both the price of anarchy for such…

Computer Science and Game Theory · Computer Science 2024-10-23 Cornelius Brand , Robert Ganian , Subrahmanyam Kalyanasundaram , Fionn Mc Inerney

We study a network congestion game of discrete-time dynamic traffic of atomic agents with a single origin-destination pair. Any agent freely makes a dynamic decision at each vertex (e.g., road crossing) and traffic is regulated with given…

Computer Science and Game Theory · Computer Science 2017-05-05 Zhigang Cao , Bo Chen , Xujin Chen , Changjun Wang

Predicting selfish behavior in public environments by considering Nash equilibria is a central concept of game theory. For the dynamic traffic assignment problem modeled by a flow over time game, in which every particle tries to reach its…

Optimization and Control · Mathematics 2020-07-06 Hoang Minh Pham , Leon Sering

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We consider a nonatomic selfish routing model with independent stochastic travel times, represented by mean and variance latency functions for each edge that depend on their flows. In an effort to decouple the effect of risk-averse player…

Computer Science and Game Theory · Computer Science 2021-02-19 Thanasis Lianeas , Evdokia Nikolova , Nicolas E. Stier-Moses

We analyze the robustness of (pure strategy) Nash equilibria for network games against perturbations of the players' utility functions. We first derive a simple characterization of the margin of robustness, defined as the minimum magnitude…

Computer Science and Game Theory · Computer Science 2020-04-28 Laura Arditti , Giacomo Como , Fabio Fagnani , Martina Vanelli

We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…

Computer Science and Game Theory · Computer Science 2024-02-13 Nikolas Patris , Stelios Stavroulakis , Fivos Kalogiannis , Rose Zhang , Ioannis Panageas

We put forward a new model of congestion games where agents have uncertainty over the routes used by other agents. We take a non-probabilistic approach, assuming that each agent knows that the number of agents using an edge is within a…

Computer Science and Game Theory · Computer Science 2017-03-28 Reshef Meir , David Parkes

We consider a class of targeted intervention problems in dynamic network and graphon games. First, we study a general dynamic network game in which players interact over a graph and maximize their heterogeneous, concave goal functionals,…

Optimization and Control · Mathematics 2025-07-02 Eyal Neuman , Sturmius Tuschmann

In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…

Optimization and Control · Mathematics 2023-11-28 George Pantazis , Filiberto Fele , Kostas Margellos