Related papers: Some game theoretic marketing attribution models

Coordination games have been of interest to game theorists, economists, and ecologists for many years to study such problems as the emergence of local conventions and the evolution of cooperative behavior. Approaches for understanding the…

Semi-Markov model is one of the most general models for stochastic dynamic systems. This paper deals with a two-person zero-sum game for semi-Markov processes. We focus on the expected discounted payoff criterion with state-action-dependent…

This paper studies the finite-time horizon Markov games where the agents' dynamics are decoupled but the rewards can possibly be coupled across agents. The policy class is restricted to local policies where agents make decisions using their…

These lecture notes attempt a mathematical treatment of game theory akin to mathematical physics. A game instance is defined as a sequence of states of an underlying system. This viewpoint unifies classical mathematical models for 2-person…

An increasing number of businesses and organisations rely on existing users for finding new users or spreading a message. One of the widely used "refer-a-friend" mechanisms offers an equal reward to both the referrer and the invitee. This…

The standard theory of coherent risk measures fails to consider individual institutions as part of a system which might itself experience instability and spread new sources of risk to the market participants. In compliance with an approach…

We study the underlying mathematical properties of various partial order models of concurrency based on transition systems, Petri nets, and event structures, and show that the concurrent behaviour of these systems can be captured in a…

We propose a real-time nodal pricing mechanism for cost minimization and voltage control in a distribution network with autonomous distributed energy resources and analyze the resulting market using stochastic game theory. Unlike existing…

This paper studies an incentive structure for cooperation and its stability in peer-assisted services when there exist multiple content providers, using a coalition game theoretic approach. We first consider a generalized coalition…

In this paper, we consider a sequence of transferable utility (TU) coalitional games where the coalitional values are unknown but vary within certain bounds. As a solution to the resulting family of games, we formalise the notion of "robust…

We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…

Traditionally social sciences are interested in structuring people in multiple groups based on their individual preferences. This pa- per suggests an approach to this problem in the framework of a non- cooperative game theory. Definition of…

We investigate a randomization procedure undertaken in real option games which can serve as a basic model of regulation in a duopoly model of preemptive investment. We recall the rigorous framework of [M. Grasselli, V. Lecl\`ere and M.…

This paper addresses the challenges of pricing exotic options and structured products, which traditional models often fail to handle due to their inability to capture real-world market phenomena like fat-tailed distributions and volatility…

In settings where full incentive-compatibility is not available, such as core-constraint combinatorial auctions and budget-balanced combinatorial exchanges, we may wish to design mechanisms that are as incentive-compatible as possible. This…

Open multi-agent systems are increasingly important in modeling real-world applications, such as smart grids, swarm robotics, etc. In this paper, we aim to investigate a recently proposed problem for open multi-agent systems, referred to as…

Following the original interpretation of the Shapley value (Shapley, 1953a) as a priori evaluation of the prospects of a player in a multi-person interaction situation, we propose a group value, which we call the Shapley group value, as a…

This paper introduces a novel class of multi-stage resource allocation games that model real-world scenarios in which profitability depends on the balance between supply and demand, and where higher resource investment leads to greater…

This paper analyzes the 1/3 Financial Rule, a method of allocating income equally among debt repayment, savings, and living expenses. Through mathematical modeling, game theory, behavioral finance, and technological analysis, we examine the…

Shapley values are great analytical tools in game theory to measure the importance of a player in a game. Due to their axiomatic and desirable properties such as efficiency, they have become popular for feature importance analysis in data…