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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,…

Mathematical Finance · Quantitative Finance 2021-02-09 David Evangelista , Yuri Thamsten

Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Kun Jin , Yevgeniy Vorobeychik , Mingyan Liu

The common sense suggests that networks are not random mazes of purposeless connections, but that these connections are organised so that networks can perform their functions well. One function common to many networks is targeted transport…

Physics and Society · Physics 2015-07-24 András Gulyás , József Bíró , Attila Kőrösi , Gábor Rétvári , Dmitri Krioukov

Uni-directional social interactions are ubiquitous in real social networks whereas undirected interactions are intensively studied. We establish a voter model in a dynamical directed network. We analytically obtain the degree distribution…

Physics and Society · Physics 2024-05-24 Yakun Wang , Bin Wu

We investigate the dynamics of Q-learning in a class of generalized Braess paradox games. These games represent an important class of network routing games where the associated stage-game Nash equilibria do not constitute social optima. We…

Theoretical Economics · Economics 2025-02-27 Cesare Carissimo , Jan Nagler , Heinrich Nax

We introduce a new approach to the study of influence in strategic settings where the action of an individual depends on that of others in a network-structured way. We propose \emph{influence games} as a \emph{game-theoretic} model of the…

Computer Science and Game Theory · Computer Science 2016-04-12 Mohammad T. Irfan , Luis E. Ortiz

The strategic selection of resources by selfish agents has long been a key area of research, with Resource Selection Games and Congestion Games serving as prominent examples. In these traditional frameworks, agents choose from a set of…

Computer Science and Game Theory · Computer Science 2025-05-13 Henri Zeiler

We consider a class of interdependent security games on networks where each node chooses a personal level of security investment. The attack probability experienced by a node is a function of her own investment and the investment by her…

Computer Science and Game Theory · Computer Science 2016-08-16 Ashish R. Hota , Shreyas Sundaram

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

Computer Science and Game Theory · Computer Science 2014-12-10 Joseph Y. Halpern , Rafael Pass

The noncooperative Nash equilibrium solution of classical games corresponds to a rational expectations attitude on the part of the players. However, in many cases, games played by human players have outcomes very different from Nash…

Quantum Physics · Physics 2007-05-23 R. Vilela Mendes

With respect to probabilistic mixtures of the strategies in non-cooperative games, quantum game theory provides guarantee of fixed-point stability, the so-called Nash equilibrium. This permits players to choose mixed quantum strategies that…

Quantum Physics · Physics 2019-02-01 Faisal Shah Khan , Travis S. Humble

In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…

Computer Science and Game Theory · Computer Science 2023-09-15 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

A classic measure of ecological stability describes the tendency of a community to return to equilibrium after small perturbation. While many advances show how the network structure of these communities severely constrains such tendencies,…

Populations and Evolution · Quantitative Biology 2015-06-09 Gang Yan , Neo D. Martinez , Yang-Yu Liu

Structural balance theory predicts that triads in networks gravitate towards stable configurations. The theory has been verified for undirected graphs. Since real-world networks are often directed, we introduce a novel method for…

Social and Information Networks · Computer Science 2024-05-07 Rezvaneh Rezapour , Ly Dinh , Lan Jiang , Jana Diesner

A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…

Computer Science and Game Theory · Computer Science 2026-03-20 Janani S K , Kushagra Gupta , Ufuk Topcu , David Fridovich-Keil

A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…

Theoretical Economics · Economics 2020-02-11 Giovanni Paolo Crespi , Davide Radi , Matteo Rocca

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…

Logic · Mathematics 2015-07-01 Stephane Le Roux

In this work, we study the system of interacting non-cooperative two Q-learning agents, where one agent has the privilege of observing the other's actions. We show that this information asymmetry can lead to a stable outcome of population…

Machine Learning · Computer Science 2021-01-26 Ezra Tampubolon , Haris Ceribasic , Holger Boche

Noncooperative game theory provides a normative framework for analyzing strategic interactions. However, for the toolbox to be operational, the solutions it defines will have to be computed. In this paper, we provide a single reduction that…

Computer Science and Game Theory · Computer Science 2007-05-23 Vincent Conitzer , Tuomas Sandholm

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…

Optimization and Control · Mathematics 2022-06-24 Mattia Bianchi , Sergio Grammatico
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