English
Related papers

Related papers: Cryptocurrency Equilibria Through Game Theoretic O…

200 papers

Most familiar equilibrium concepts, such as Nash and correlated equilibrium, guarantee only that no single player can improve their utility by deviating unilaterally. They offer no guarantees against profitable coordinated deviations by…

Computer Science and Game Theory · Computer Science 2026-05-01 Mingyang Liu , Gabriele Farina , Asuman Ozdaglar

Recently, the notion of cryptocurrencies has come to the fore of public interest. These assets that exist only in electronic form, with no underlying value, offer the owners some protection from tracking or seizure by government or…

Mathematical Finance · Quantitative Finance 2018-05-09 Carey Caginalp

Cooperative game theory studies how to allocate the joint value generated by a set of players. These games are typically analyzed using the characteristic function form with transferable utility, which represents the value attainable by…

Theoretical Economics · Economics 2025-12-18 Ata Atay , Christian Trudeau

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

Selecting the combination of security controls that will most effectively protect a system's assets is a difficult task. If the wrong controls are selected, the system may be left vulnerable to cyber-attacks that can impact the…

Cryptography and Security · Computer Science 2024-10-31 Dylan Léveillé , Jason Jaskolka

The aim of this paper is to formulate and study a stochastic model for the management of environmental assets in a geographical context where in each place the local authorities take their policy decisions maximizing their own welfare,…

Optimization and Control · Mathematics 2025-10-27 Emmanuelle Augeraud-Véron , Daria Ghilli , Fausto Gozzi , Marta Leocata

Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…

Mathematical Finance · Quantitative Finance 2019-12-13 Philippe Casgrain , Sebastian Jaimungal

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

Although maximizing median and quantiles is intuitively appealing and has an axiomatic foundation, it is difficult to study the optimal portfolio strategy due to the discontinuity and time inconsistency in the objective function. We use the…

Mathematical Finance · Quantitative Finance 2021-03-31 Xue Dong He , Zhaoli Jiang , Steven Kou

While it is known that shared quantum entanglement can offer improved solutions to a number of purely cooperative tasks for groups of remote agents, controversy remains regarding the legitimacy of quantum games in a competitive setting--in…

Quantum Physics · Physics 2015-05-14 Charles D. Hill , Adrian P. Flitney , Nicolas C. Menicucci

This paper deals with the design of the secure blockchain network framework to prevent damages from an attacker. The decentralized network design called the Blockchain Governance Game is a new hybrid theoretical model and it provides the…

Cryptography and Security · Computer Science 2019-09-05 Song-Kyoo Kim

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David H. Wolpert

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…

Computer Science and Game Theory · Computer Science 2022-09-16 David Grimsman , Philip N. Brown , Jason R. Marden

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Optimization and Control · Mathematics 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…

Optimization and Control · Mathematics 2025-07-18 Georgios Pantazis , Reza Rahimi Baghbadorani , Sergio Grammatico

Current fault-tolerant quantum compilers allocate error budgets uniformly during resource estimation, causing suboptimal physical resource overhead. We optimize this allocation using a potential game formulation, where Nash Equilibrium…

Quantum Physics · Physics 2026-04-20 Asif Akhtab Ronggon , Tasnuva Farheen

Of paramount importance in both ecological systems and economic policies are the problems of harvesting of natural resources. A paradigmatic situation where this question is raised is that of fishing strategies. Indeed, overfishing is a…

Optimization and Control · Mathematics 2022-03-23 Idriss Mazari , Domènec Ruiz-Balet

We introduce set packing games as an abstraction of situations in which $n$ selfish players select subsets of a finite set of indivisible items, and analyze the quality of several equilibria for this class of games. Assuming that players…

Computer Science and Game Theory · Computer Science 2023-03-06 Jasper de Jong , Marc Uetz

We consider games of chance played by someone with external capital that cannot be applied to the game and determine how this affects risk-adjusted optimal betting. Specifically, we focus on Kelly optimization as a metric, optimizing the…

Portfolio Management · Quantitative Finance 2020-12-29 Stanislav Shalunov , Alexei Kitaev , Yakov Shalunov , Arseniy Akopyan

Cryptocurrency exchanges are frequently targeted and compromised by cyber-attacks, which may lead to significant losses for the depositors and closure of the affected exchanges. These risks threaten the viability of the entire public…

Cryptography and Security · Computer Science 2019-04-23 Benjamin Johnson , Aron Laszka , Jens Grossklags , Tyler Moore
‹ Prev 1 3 4 5 6 7 10 Next ›