Related papers: On Liquidity Mining for Uniswap v3
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…
This paper presents an original collaborative framework for power exchanges inside a low voltage community. The community seeks to minimize its total costs by scheduling on a daily basis the resources of its members. In this respect, their…
In this contribution, the performance of a multi-user system is analyzed in the context of frequency selective fading channels. Using game theoretic tools, a useful framework is provided in order to determine the optimal power allocation…
Introduction of market mechanisms in distribution systems is currently subject to extensive studies. One of the challenges facing Distribution Market Operators (DMOs) is to implement a fair and economically efficient pricing mechanism that…
This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…
Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…
Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…
In this paper, we investigate the multiplayer General Lotto game across multiple battlefields, a significant variant of the Colonel Blotto game. In this version, each player employs a probability distribution for resource allocation,…
This paper develops a unified framework for zero-sum games in which both the pure strategies and the payoff matrices contain complex-valued entries. By leveraging a linear isomorphism between complex and real vector spaces, we extend key…
Automated market makers (AMMs) allocate fee revenue \textit{proportional} to the amount of liquidity investors deposit. In this paper, we study the economic consequences of the competition between passive liquidity providers (LPs) caused by…
Motivated by cognitive radios, stochastic multi-player multi-armed bandits gained a lot of interest recently. In this class of problems, several players simultaneously pull arms and encounter a collision - with 0 reward - if some of them…
Concentrated Liquidity Market Makers (CLMMs) represent a fundamental innovation in market microstructure, transforming liquidity provision from passive portfolio allocation to active risk management. This evolution creates significant…
We study a class of distributionally robust games where agents are allowed to heterogeneously choose their risk aversion with respect to distributional shifts of the uncertainty. In our formulation, heterogeneous Wasserstein ball…
Demand response has been a promising solution for accommodating renewable energy in power systems. In this study, we consider a demand response scheme within a distribution network facing an energy supply deficit. The utility company…
Liquidity Providers on Automated Market Makers generate millions of USD in transaction fees daily. However, the net value of a Liquidity Position is vulnerable to price changes in the underlying assets in the pool. The dominant measure of…
Generalized Nash equilibrium problem (GNEP) is fundamental for practical applications where multiple self-interested agents work together to make optimal decisions. In this work, we study GNEP with shared distributionally robust chance…
We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…
Incentivizing flexible consumption of end-users is key to maximizing the value of local exchanges within Renewable Energy Communities. If centralized coordination for flexible resources planning raises concerns regarding data privacy and…
We present efficient approximation algorithms for finding Nash equilibria in anonymous games, that is, games in which the players utilities, though different, do not differentiate between other players. Our results pertain to such games…
Decentralized Finance (DeFi) is a rapidly evolving segment of blockchain technology that enables a transformative approach to financial services through Web3 applications. By leveraging smart contracts, DeFi allows developers to build…