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We consider a game where a finite number of retailers choose a location, given that their potential consumers are distributed on a network. Retailers do not compete on price but only on location, therefore each consumer shops at the closest…

Computer Science and Game Theory · Computer Science 2019-01-03 Gaëtan Fournier , Marco Scarsini

We consider a market impact game for $n$ risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finite and infinite time horizons, the agents aim to minimize a…

Trading and Market Microstructure · Quantitative Finance 2020-10-30 Xiangge Luo , Alexander Schied

The design of Nash equilibrium seeking strategies for games in which the involved players are of second-order integrator-type dynamics is investigated in this paper. Noticing that velocity signals are usually noisy or not available for…

Optimization and Control · Mathematics 2020-06-18 Maojiao Ye , Jizhao Yin , Le Yin

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…

Computer Science and Game Theory · Computer Science 2024-09-04 Di Zhang , Wei Gu , Qing Jin

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

Optimization and Control · Mathematics 2024-11-05 Jie Huang

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

Computer Science and Game Theory · Computer Science 2020-04-10 Farzad Salehisadaghiani , Lacra Pavel

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…

Computer Science and Game Theory · Computer Science 2023-08-22 Sam Ganzfried

We study a game with \emph{strategic} vendors who own multiple items and a single buyer with a submodular valuation function. The goal of the vendors is to maximize their revenue via pricing of the items, given that the buyer will buy the…

Computer Science and Game Theory · Computer Science 2014-08-04 Omer Lev , Joel Oren , Craig Boutilier , Jeffery S. Rosenschein

We undertake a fundamental study of network equilibria modeled as solutions of fixed point equations for monotone linear functions with saturation nonlinearities. The considered model extends one originally proposed to study systemic risk…

Dynamical Systems · Mathematics 2021-01-19 Leonardo Massai , Giacomo Como , Fabio Fagnani

This paper studies the existence of pure Nash equilibria in resource graph games, which are a general class of strategic games used to succinctly represent the players' private costs. There is a finite set of resources and the strategy set…

Computer Science and Game Theory · Computer Science 2020-07-20 Tobias Harks , Max Klimm , Jannik Matuschke

We analyze novel portfolio liquidation games with self-exciting order flow. Both the N-player game and the mean-field game are considered. We assume that players' trading activities have an impact on the dynamics of future market order…

Optimization and Control · Mathematics 2020-11-12 Guanxing Fu , Ulrich Horst , Xiaonyu Xia

We consider the classic motion planning problem defined over a roadmap in which a vehicle seeks to find an optimal path from a source to a destination in presence of an attacker who can launch attacks on the vehicle over any edge of the…

Computer Science and Game Theory · Computer Science 2022-04-19 Sandeep Banik , Shaunak D. Bopardikar

A common assumption in the existing network coding literature is that the users are cooperative and non-selfish. However, this assumption can be violated in practice. In this paper, we analyze inter-session network coding in a wired network…

Information Theory · Computer Science 2016-11-17 Amir-Hamed Mohsenian-Rad , Jianwei Huang , Vincent W. S. Wong , Sidharth Jaggi , Robert Schober

In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

Computational Finance · Quantitative Finance 2023-05-31 Louis Abraham

The model of congestion games is widely used to analyze games related to traffic and communication. A central property of these games is that they are potential games and hence posses a pure Nash equilibrium. In reality it is often the case…

Computer Science and Game Theory · Computer Science 2011-11-17 Sergey Kuniavsky , Rann Smorodinsky

We study a general scenario of simultaneous contests that allocate prizes based on equal sharing: each contest awards its prize to all players who satisfy some contest-specific criterion, and the value of this prize to a winner decreases as…

Computer Science and Game Theory · Computer Science 2022-07-19 Edith Elkind , Abheek Ghosh , Paul W. Goldberg

The recently defined class of integer programming games (IPG) models situations where multiple self-interested decision makers interact, with their strategy sets represented by a finite set of linear constraints together with integer…

Computer Science and Game Theory · Computer Science 2023-04-25 Margarida Carvalho , Andrea Lodi , João Pedro Pedroso

Nash equilibrium is a central solution concept for reasoning about self-interested agents. We address the problem of synthesizing Nash equilibria in two-player deterministic games on graphs, where players have private, partially-ordered…

Computer Science and Game Theory · Computer Science 2025-10-29 Caleb Probine , Abhishek Kulkarni , Ufuk Topcu

We consider the problem of optimal charging of plug-in electric vehicles (PEVs). We treat this problem as a multi-agent game, where vehicles/agents are heterogeneous since they are subject to possibly different constraints. Under the…

Optimization and Control · Mathematics 2018-10-18 Luca Deori , Kostas Margellos , Maria Prandini

We study bottleneck routing games where the social cost is determined by the worst congestion on any edge in the network. Bottleneck games have been studied in the literature by having the player's utility costs to be determined by the…

Computer Science and Game Theory · Computer Science 2009-11-24 Rajgopal Kannan , Costas Busch