Related papers: Equilibria and Systemic Risk in Saturated Networks

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

Networks of coupled neural systems represent an important class of models in computational neuroscience. In some applications it is required that equilibrium points in these networks remain stable under parameter variations. Here we present…

We consider a system consisting of multiple interdependent assets, and a set of defenders, each responsible for securing a subset of the assets against an attacker. The interdependencies between the assets are captured by an attack graph,…

We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an extension of clearing models of interdependent liabilities to account for the…

We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…

We study a game-theoretic variant of the maximum circulation problem. In a flow allocation game, we are given a directed flow network. Each node is a rational agent and can strategically allocate any incoming flow to the outgoing edges.…

We analyze how interdependencies between organizations in financial networks can lead to multiple possible equilibrium outcomes. A multiplicity arises if and only if there exists a certain type of dependency cycle in the network that allows…

Complex non-linear interactions between banks and assets we model by two time-dependent Erd\H{o}s Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use…

We study strategic games on weighted directed graphs, in which the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy, augmented by a fixed non-negative integer bonus for picking a…

We study the performance of approximate Nash equilibria for linear congestion games. We consider how much the price of anarchy worsens and how much the price of stability improves as a function of the approximation factor $\epsilon$. We…

This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…

We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its own cost function and local feasible set, but can only…

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,…

We consider games of strategic substitutes and strategic complements on networks. We introduce two different evolutionary dynamics in order to refine their multiplicity of equilibria, and we analyse the system through a mean field approach.…

We study the robust Nash equilibrium (RNE) for a class of games in communications systems and networks where the impact of users on each other is an additive function of their strategies. Each user measures this impact, which may be…

We study the distribution of strategies in a large game that models how agents choose among different double auction markets. We classify the possible mean field Nash equilibria, which include potentially segregated states where an agent…

This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…

Recently Bramoulle and Kranton presented a model for the provision of public goods over a network and showed the existence of a class of Nash equilibria called specialized equilibria wherein some agents exert maximum effort while other…

Strategic interactions between a group of individuals or organisations can be modelled as games played on networks, where a player's payoff depends not only on their actions but also on those of their neighbours. Inferring the network…

We consider the problem of modeling competitive diffusion in real world social networks via the notion of ChoiceGAPs which combine choice logic programs due to Sacca` and Zaniolo and Generalized Annotated Programs due to Kifer and…