Related papers: Customers' abandonment strategy in an M/G/1 queue
We quantize prisoner dilemma in presence of collective dephasing with dephasing rate $\gamma $. It is shown that for two parameters set of strategies $Q\otimes Q$ is Nash equilibrium below a cut-off value of time. Beyond this cut-off it…
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,…
We analyze the time-dependent behavior of an $M/M/c$ priority queue having two customer classes, class-dependent service rates, and preemptive priority between classes. More particularly, we develop a method that determines the Laplace…
Given a network with a continuum of users at some origins, suppose that the users wish to reach specific destinations, but that they are not indifferent to the time needed to reach their destination. They may have several possibilities (of…
Different populations of vehicles travel along a network. Each population has its origin, destination and travel costs - which may well be unbounded. Under the only requirement of the continuity of the travel costs, we prove the existence…
One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…
We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…
We consider the provision of public goods on networks of strategic agents. We study different effort outcomes of these network games, namely, the Nash equilibria, Pareto efficient effort profiles, and semi-cooperative equilibria (effort…
We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…
People choose their strategies through a trial-and-error learning process in which they gradually discover that some strategies work better than others. The process can be modelled as an evolutionary game dynamics system, which may be…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
The paper studies a multiserver retrial queueing system with $m$ servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon…
Flows over time are a natural way to incorporate flow dynamics that arise in various applications such as traffic networks. In this paper we introduce a natural variant of the deterministic fluid queuing model in which users aim to minimize…
We study the accumulation of resources within a target due to the interplay between continual delivery, driven by 1D stochastic search processes, and sequential consumption. The assumption of sequential consumption is key because it changes…
The convergence properties of learning dynamics in repeated auctions is a timely and important question, with numerous applications in, e.g., online advertising markets. This work focuses on repeated first-price auctions where bidders with…
We consider a 3-player game in the normal form, in which each player has two actions. We assume that the game is symmetric and repeated infinitely many times. At each stage players make their choices knowing only the average payoffs from…
The Hotelling game consists of n servers each choosing a point on the line segment, so as to maximize the amount of clients it attracts. Clients are uniformly distributed along the line, and each client buys from the closest server. In this…
We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize…