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This position paper presents a synthesis viewpoint of blockchains from two orthogonal perspectives: fault-tolerant distributed systems and game theory. Specifically, we formulate a new game-theoretical problem in the context of blockchains…

Artificial Intelligence · Computer Science 2019-12-23 Dongfang Zhao

In \emph{bandwidth allocation games} (BAGs), the strategy of a player consists of various demands on different resources. The player's utility is at most the sum of these demands, provided they are fully satisfied. Every resource has a…

Computer Science and Game Theory · Computer Science 2018-07-10 Maximilian Drees , Matthias Feldotto , Sören Riechers , Alexander Skopalik

Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…

Computer Science and Game Theory · Computer Science 2013-01-18 Satinder Singh , Michael Kearns , Yishay Mansour

We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with…

Trading and Market Microstructure · Quantitative Finance 2023-03-24 Eyal Neuman , Moritz Voß

We study a class of games which model the competition among agents to access some service provided by distributed service units and which exhibit congestion and frustration phenomena when service units have limited capacity. We propose a…

Computer Science and Game Theory · Computer Science 2015-08-19 F. Altarelli , A. Braunstein , L. Dall'Asta

In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…

Computer Science and Game Theory · Computer Science 2018-09-24 Yuke Li , A. Stephen Morse

This paper studies the resilience of second-order networked dynamical systems to strategic attacks. We discuss two widely used control laws, which have applications in power networks and formation control of autonomous agents. In the first…

Optimization and Control · Mathematics 2019-05-09 Mohammad Pirani , Joshua A. Taylor , Bruno Sinopoli

Directed acyclic graph (DAG) models are widely used to represent causal relationships among random variables in many application domains. This paper studies a special class of non-Gaussian DAG models, where the conditional variance of each…

Machine Learning · Statistics 2021-11-03 Wei Zhou , Xin He , Wei Zhong , Junhui Wang

Performing signal processing over graphs requires knowledge of the underlying fixed topology. However, graphs often grow in size with new nodes appearing over time, whose connectivity is typically unknown; hence, making more challenging the…

Signal Processing · Electrical Eng. & Systems 2022-03-16 Bishwadeep Das , Elvin Isufi

In this study we introduce and analyze the statistical structural properties of a model of growing networks which may be relevant to social networks. At each step a new node is added which selects 'k' possible partners from the existing…

Statistical Mechanics · Physics 2009-11-10 Laszlo Zalanyi , Gabor Csardi , Tamas Kiss , Mate Lengyel , Rebecca Warner , Jan Tobochnik , Peter Erdi

Balanced and swap-robust minimal trades, introduced in [1], are important for studying the balance and stability of server access request protocols under data popularity changes. Constructions of such trades have so far relied on paired…

Information Theory · Computer Science 2023-03-24 Jin Sima , Chao Pan , Olgica Milenkovic

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

Dynamical systems in which local interactions among agents give rise to complex emerging phenomena are ubiquitous in nature and society. This work explores the problem of inferring the unknown interaction structure (represented as a graph)…

Machine Learning · Computer Science 2021-06-01 Gerrit Großmann , Julian Zimmerlin , Michael Backenköhler , Verena Wolf

Time-continuous dynamical systems defined on graphs are often used to model complex systems with many interacting components in a non-spatial context. In the reverse sense attaching meaningful dynamics to given 'interaction diagrams' is a…

Molecular Networks · Quantitative Biology 2010-07-02 Markus Kirkilionis , Luca Sbano

We study the asymptotic behavior of deterministic, continuous-time imitation dynamics for population games over networks. The basic assumption of this learning mechanism -- encompassing the replicator dynamics -- is that players belonging…

Systems and Control · Electrical Eng. & Systems 2020-10-23 Giacomo Como , Fabio Fagnani , Lorenzo Zino

We consider the general problem of a set of agents trading a portfolio of assets in the presence of transient price impact and additional quadratic transaction costs and we study, with analytical and numerical methods, the resulting Nash…

Trading and Market Microstructure · Quantitative Finance 2021-11-30 Francesco Cordoni , Fabrizio Lillo

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

Optimization and Control · Mathematics 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

We consider the diffusion of two alternatives in social networks using a game-theoretic approach. Each individual plays a coordination game with its neighbors repeatedly and decides which to adopt. As products are used in conjunction with…

Social and Information Networks · Computer Science 2023-10-04 Vincent Leon , S. Rasoul Etesami , Rakesh Nagi

When people play a repeated game they usually try to anticipate their opponents' moves based on past observations, and then decide what action to take next. Behavioural economics studies the mechanisms by which strategic decisions are taken…

Physics and Society · Physics 2012-04-20 Tobias Galla

In this work, we investigate an application of a Nash equilibrium seeking algorithm in a social network. In a networked game each player (user) takes action in response to other players' actions in order to decrease (increase) his cost…

Computer Science and Game Theory · Computer Science 2017-03-28 Farzad Salehisadaghiani