Related papers: Pooling problems under perfect and imperfect compe…

The matching game is a cooperative game where the value of every coalition is the maximum revenue of players in the coalition can make by forming pairwise disjoint partners. The multiple partners matching game generalizes the matching game…

We describe a class of combinatorial design problems which typically occur in professional sailing league competitions. We discuss connections to resolvable block designs and equitable coverings and to scheduling problems in operations…

I prove that competitive market outcomes require computational intractability. If P = NP, firms can efficiently solve the collusion detection problem, identifying deviations from cooperative agreements in complex, noisy markets and thereby…

We study the problem of optimally investing in nodes of a social network in a competitive setting, wherein two camps aim to drive the average opinion of the population in their own favor. Using a well-established model of opinion dynamics,…

We consider control of heterogeneous players repeatedly playing an anti-coordination network game. In an anti-coordination game, each player has an incentive to differentiate its action from its neighbors. At each round of play, players…

Open and shared manufacturing factories typically dispose of a limited number of robots that should be properly allocated to tasks in time and space for an effective and efficient system performance. In particular, we deal with the dynamic…

Evolutions of the trading landscape lead to the capability to exchange the same financial instrument on different venues. Because of liquidity issues, the trading firms split large orders across several trading destinations to optimize…

Agricultural industries face increasing pressure to optimize efficiency and reduce costs in a competitive and resource-constrained global market. As firms seek innovative ways to enhance productivity, cooperative strategies have emerged as…

We introduce and study coverage games - a novel framework for multi-agent planning in settings in which a system operates several agents but does not have full control on them, or interacts with an environment that consists of several…

We consider the problem of optimal consumption of multiple goods in incomplete semimartingale markets. We formulate the dual problem and identify conditions that allow for existence and uniqueness of the solution and give a characterization…

We consider a parallel system of $m$ identical machines prone to unpredictable crashes and restarts, trying to cope with the continuous arrival of tasks to be executed. Tasks have different computational requirements (i.e., processing time…

Multiagent systems appear in most social, economical, and political situations. In the present work we extend the Deep Q-Learning Network architecture proposed by Google DeepMind to multiagent environments and investigate how two agents…

Knockout tournaments, also known as single-elimination or cup tournaments, are a popular form of sports competitions. In the standard probabilistic setting, for each pairing of players, one of the players wins the game with a certain (a…

Cloud computing as a fairly new commercial paradigm, widely investigated by different researchers, already has a great range of challenges. Pricing is a major problem in Cloud computing marketplace; as providers are competing to attract…

We study optimal portfolio choice models in markets with partial information about the stock's drift. We solve the single agent problem for general utilities using a new approach that yields regularity of the value function and closed form…

Fragmentation of expensive resources, e.g., spectrum for wireless services, between providers can introduce inefficiencies in resource utilisation and worsen overall system performance. In such cases, resource pooling between independent…

A competitive market is modeled as a game of incomplete information. One player observes some payoff-relevant state and can sell (possibly noisy) messages thereof to the other, whose willingness to pay is contingent on their own beliefs. We…

In a noncooperative dynamic game, multiple agents operating in a changing environment aim to optimize their utilities over an infinite time horizon. Time-varying environments allow to model more realistic scenarios (e.g., mobile devices…

To create efficient-high performing processes, one must find an optimal design with its corresponding controller that ensures optimal operation in the presence of uncertainty. When comparing different process designs, for the comparison to…

We consider the issue of a market maker acting at the same time in the lit and dark pools of an exchange. The exchange wishes to establish a suitable make-take fees policy to attract transactions on its venues. We first solve the stochastic…