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In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

Computational Finance · Quantitative Finance 2023-05-31 Louis Abraham

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

Economics · Quantitative Finance 2017-03-22 Maojiao Ye , Guoqiang Hu

This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a…

Probability · Mathematics 2019-05-20 Tiziano De Angelis , Fabien Gensbittel , Stéphane Villeneuve

Congestion games are a classical type of games studied in game theory, in which n players choose a resource, and their individual cost increases with the number of other players choosing the same resource. In network congestion games…

Computer Science and Game Theory · Computer Science 2020-09-30 Nathalie Bertrand , Nicolas Markey , Suman Sadhukhan , Ocan Sankur

Predicting selfish behavior in public environments by considering Nash equilibria is a central concept of game theory. For the dynamic traffic assignment problem modeled by a flow over time game, in which every particle tries to reach its…

Optimization and Control · Mathematics 2020-07-06 Hoang Minh Pham , Leon Sering

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

Behavior in the context of game theory is described as a natural process that follows the 2nd law of thermodynamics. The rate of entropy increase as the payoff function is derived from statistical physics of open systems. The thermodynamic…

General Physics · Physics 2011-10-27 Jani Anttila , Arto Annila

One of the natural objectives of the field of the social networks is to predict agents' behaviour. To better understand the spread of various products through a social network arXiv:1105.2434 introduced a threshold model, in which the nodes…

Computer Science and Game Theory · Computer Science 2013-04-09 Sunil Simon , Krzysztof R. Apt

One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The…

Networking and Internet Architecture · Computer Science 2013-05-14 François Mériaux , Samson Lasaulce , Hamidou Tembine

We propose a model of interdependent scheduling games in which each player controls a set of services that they schedule independently. A player is free to schedule his own services at any time; however, each of these services only begins…

Computer Science and Game Theory · Computer Science 2016-06-01 Andres Abeliuk , Haris Aziz , Gerardo Berbeglia , Serge Gaspers , Petr Kalina , Nicholas Mattei , Dominik Peters , Paul Stursberg , Pascal Van Hentenryck , Toby Walsh

This paper studies a nonzero-sum Dynkin game in discrete time under non-exponential discounting. For both players, there are two levels of game-theoretic reasoning intertwined. First, each player looks for an intra-personal equilibrium…

Optimization and Control · Mathematics 2022-05-09 Yu-Jui Huang , Zhou Zhou

Facility location games have been a topic of major interest in economics, operations research and computer science, starting from the seminal work by Hotelling. Spatial facility location models have successfully predicted the outcome of…

Computer Science and Game Theory · Computer Science 2017-10-10 Omer Ben-Porat , Moshe Tennenholtz

We consider a strategic game, where players submit jobs to a machine that executes all jobs in a way that minimizes energy while respecting the given deadlines. The energy consumption is then charged to the players in some way. Each player…

Computer Science and Game Theory · Computer Science 2017-07-11 Christoph Dürr , Łukasz Jeż , Óscar C. Vásquez

Algorithms and models based on game theory have nowadays become prominent techniques for the design of digital controllers for critical systems. Indeed, such techniques enable automatic synthesis: given a model of the environment and a…

Computer Science and Game Theory · Computer Science 2016-08-03 Thomas Brihaye , Amit Kumar Dhar , Gilles Geeraerts , Axel Haddad , Benjamin Monmege

In two-player games on graphs, the players move a token through a graph to produce an infinite path, which determines the winner of the game. Such games are central in formal methods since they model the interaction between a…

Computer Science and Game Theory · Computer Science 2023-06-22 Milad Aghajohari , Guy Avni , Thomas A. Henzinger

The vast majority of products we use daily are supplied to us through complex global supply chains that transform raw materials into finished goods and distribute them to end consumers. This paper proposes a modeling methodology for dynamic…

Systems and Control · Electrical Eng. & Systems 2024-08-22 Sophie Hall , Laura Guerrini , Florian Dörfler , Dominic Liao-McPherson

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

Optimization and Control · Mathematics 2019-12-17 Jalal Arabneydi , Amir G. Aghdam

We study a problem of trust in a distributed system in which a common resource is shared by multiple parties. In such naturally information-limited settings, parties abide by a behavioral protocol that leads to fair sharing of the resource.…

Computer Science and Game Theory · Computer Science 2013-07-08 Christopher Griffin , George Kesidis

Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Eduardo Sebastián , Maitrayee Keskar , Eeman Iqbal , Eduardo Montijano , Carlos Sagüés , Nikolay Atanasov

This paper addresses a class of network games played by dynamic agents using their outputs. Unlike most existing related works, the Nash equilibrium in this work is defined by functions of agent outputs instead of full agent states, which…

Optimization and Control · Mathematics 2023-04-27 Meichen Guo , Claudio De Persis