English
Related papers

Related papers: The de Finetti problem with unknown competition

200 papers

Frequent violations of fair principles in real-life settings raise the fundamental question of whether such principles can guarantee the existence of a self-enforcing equilibrium in a free economy. We show that elementary principles of…

Theoretical Economics · Economics 2021-07-28 Ghislain H. Demeze-Jouatsa , Roland Pongou , Jean-Baptiste Tondji

Under the assumption of complete rationality, Nash equilibrium is the only reasonable strategy (set) of the finitely repeated prisoner's dilemma. In fact, some strategies only slightly deviate from the so-called rationality, and the…

Computer Science and Game Theory · Computer Science 2014-01-09 Xuegong Deng

A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…

Computer Science and Game Theory · Computer Science 2007-05-23 Nicolas Christin , Jens Grossklags , John Chuang

We study a networked economic system composed of $n$ producers supplying a single homogeneous good to a number of geographically separated markets and of a centralized authority, called the market maker. Producers compete \`a la Cournot, by…

Computer Science and Game Theory · Computer Science 2026-03-31 Giacomo Como , Fabio Fagnani , Leonardo Massai , Martina Vanelli

This paper considers the competitive resource allocation problem in Multiple-Input Multiple-Output (MIMO) interfering channels, when users maximize their energy efficiency. Considering each transmitter-receiver pair as a selfish player,…

Signal Processing · Electrical Eng. & Systems 2021-06-18 Guillaume Thiran , Ivan Stupia , Luc Vandendorpe

In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…

Optimization and Control · Mathematics 2023-11-28 George Pantazis , Filiberto Fele , Kostas Margellos

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…

Computer Science and Game Theory · Computer Science 2022-09-16 David Grimsman , Philip N. Brown , Jason R. Marden

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

In this paper we study variations of the standard Hotelling-Downs model of spatial competition, where each agent attracts the clients in a restricted neighborhood, each client randomly picks one attractive agent for service. Two utility…

Computer Science and Game Theory · Computer Science 2016-11-21 Weiran Shen , Zihe Wang

Linking two network flows that have the same source is essential in intrusion detection or in tracing anonymous connections. To improve the performance of this process, the flow can be modified (fingerprinted) to make it more…

Cryptography and Security · Computer Science 2013-07-15 Juan A. Elices , Fernando Perez-Gonzalez

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

Deception is a technique to mislead human or computer systems by manipulating beliefs and information. Successful deception is characterized by the information-asymmetric, dynamic, and strategic behaviors of the deceiver and the deceivee.…

Cryptography and Security · Computer Science 2018-10-02 Tao Zhang , Quanyan zhu

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…

Computer Science and Game Theory · Computer Science 2023-09-19 Mevan Wijewardena , Michael J. Neely

In network formation games, agents form edges with each other to maximize their utility. Each agent's utility depends on its private beliefs and its edges in the network. Strategic agents can misrepresent their beliefs to get a better…

Optimization and Control · Mathematics 2024-09-04 Akhil Jalan , Deepayan Chakrabarti

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

We study one-shot Nash competition between an arbitrary number of identical dealers that compete for the order flow of a client. The client trades either because of proprietary information, exposure to idiosyncratic risk, or a mix of both…

Trading and Market Microstructure · Quantitative Finance 2021-07-27 Martin Herdegen , Johannes Muhle-Karbe , Florian Stebegg

In this paper, we investigate a competitive market involving two agents who consider both their own wealth and the wealth gap with their opponent. Both agents can invest in a financial market consisting of a risk-free asset and a risky…

Optimization and Control · Mathematics 2025-02-10 Junyi Guo , Xia Han , Hao Wang , Kam Chuen Yuen

We study the computational complexity of Nash equilibria in concurrent games with limit-average objectives. In particular, we prove that the existence of a Nash equilibrium in randomised strategies is undecidable, while the existence of a…

Computer Science and Game Theory · Computer Science 2011-09-29 Michael Ummels , Dominik Wojtczak

In many game-theoretic settings, agents are challenged with taking decisions against the uncertain behavior exhibited by others. Often, this uncertainty arises from multiple sources, e.g., incomplete information, limited computation,…

Computer Science and Game Theory · Computer Science 2025-07-22 Nicolas Lanzetti , Sylvain Fricker , Saverio Bolognani , Florian Dörfler , Dario Paccagnan