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The large majority of risk-sharing transactions involve few agents, each of whom can heavily influence the structure and the prices of securities. This paper proposes a game where agents' strategic sets consist of all possible sharing…

Risk Management · Quantitative Finance 2016-07-11 Michail Anthropelos , Constantinos Kardaras

Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…

Physics and Society · Physics 2015-04-01 Giulio Cimini , Claudio Castellano , Angel Sánchez

We study discounted infinitely repeated games in which players agree on a cooperative mixed action profile but, at each step, observe only the realized pure actions. This form of imperfect monitoring breaks classical trigger strategies,…

Applications · Statistics 2026-03-09 Aymeric Capitaine , Antoine Scheid , Etienne Boursier , Alain Durmus , Michael I. Jordan

This paper studies multi-user communication systems with two groups of users: leaders which possess system information, and followers which have no system information using the formulation of Stackelberg games. In such games, the leaders…

Information Theory · Computer Science 2011-08-26 saeedeh parsaeefard , Mihaela van der Schaar , Ahmad R. Sharafat

Cyber risk has become a critical financial threat in today's interconnected digital economy. This paper introduces a cyber-risk management framework for networked digital systems that combines the strategic behavior of players with…

Cryptography and Security · Computer Science 2026-01-26 Elisa Botteghi , Martino S. Centonze , Davide Pastorello , Daniele Tantari

Imitating successful behavior is a natural and frequently applied approach to trust in when facing scenarios for which we have little or no experience upon which we can base our decision. In this paper, we consider such behavior in atomic…

Computer Science and Game Theory · Computer Science 2008-10-04 Heiner Ackermann , Petra Berenbrink , Simon Fischer , Martin Hoefer

We seek a route to the equilibrium where all the agents cooperate in the iterated prisoner's dilemma game on a two-dimensional plane, focusing on the role of tit-for-tat strategy. When a time horizon, within which a strategy can recall the…

Populations and Evolution · Quantitative Biology 2008-07-30 Seung Ki Baek , Beom Jun Kim

Intelligent Agents act in open and thus risky environments, hence making the appropriate decision about who to trust in order to interact with, could be a challenging process. As intelligent agents are gradually enriched with Semantic Web…

Multiagent Systems · Computer Science 2014-10-14 Kalliopi Kravari , Nick Bassiliades

This work lies in the fusion of experimental economics and data mining. It continues author's previous work on mining behaviour rules of human subjects from experimental data, where game-theoretic predictions partially fail to work.…

Computer Science and Game Theory · Computer Science 2012-11-13 Rustam Tagiew

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 2008-09-02 Joseph Y. Halpern , Rafael Pass

We propose a distributed algorithm to compute an equilibrium in aggregate games where players communicate over a fixed undirected network. Our algorithm exploits correlated perturbation to obfuscate information shared over the network. We…

Optimization and Control · Mathematics 2019-12-16 Shripad Gade , Anna Winnicki , Subhonmesh Bose

Deception is a crucial tool in the cyberdefence repertoire, enabling defenders to leverage their informational advantage to reduce the likelihood of successful attacks. One way deception can be employed is through obscuring, or masking,…

Computer Science and Game Theory · Computer Science 2022-06-22 Junlin Wu , Charles Kamhoua , Murat Kantarcioglu , Yevgeniy Vorobeychik

We consider a two-player network inspection game, in which a defender allocates sensors with potentially heterogeneous detection capabilities in order to detect multiple attacks caused by a strategic attacker. The objective of the defender…

Computer Science and Game Theory · Computer Science 2023-02-13 Bobak McCann , Mathieu Dahan

Data injection attacks have recently emerged as a significant threat on the smart power grid. By launching data injection attacks, an adversary can manipulate the real-time locational marginal prices to obtain economic benefits. Despite the…

Cryptography and Security · Computer Science 2016-04-04 Anibal Sanjab , Walid Saad

In game theory, a trusted mediator acting on behalf of the players can enable the attainment of correlated equilibria, which may provide better payoffs than those available from the Nash equilibria alone. We explore the approach of…

Cryptography and Security · Computer Science 2013-11-08 Ye Wang , Shantanu Rane , Prakash Ishwar

Banks routinely use neural networks to make decisions. While these models offer higher accuracy, they are susceptible to adversarial attacks, a risk often overlooked in the context of event sequences, particularly sequences of financial…

Moving target defense has emerged as a critical paradigm of protecting a vulnerable system against persistent and stealthy attacks. To protect a system, a defender proactively changes the system configurations to limit the exposure of…

Computer Science and Game Theory · Computer Science 2020-02-25 Henger Li , Wen Shen , Zizhan Zheng

Progressively intricate cyber infiltration mechanisms have made conventional means of defense, such as firewalls and malware detectors, incompetent. These sophisticated infiltration mechanisms can study the defender's behavior, identify…

Artificial Intelligence · Computer Science 2018-10-02 Mohamadreza Ahmadi , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Interactions among selfish users sharing a common transmission channel can be modeled as a non-cooperative game using the game theory framework. When selfish users choose their transmission probabilities independently without any…

Computer Science and Game Theory · Computer Science 2009-05-31 Jaeok Park , Mihaela van der Schaar

We formulate and analyze a simplest Markov decision process model for intrusion tolerance problems, assuming that (i) each attack proceeds through one or more steps before the system's security fails, (ii) defensive responses that target…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Patrick Kreidl
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