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We demonstrate that a ubiquitous feature of network games, bilateral strategic interactions, is equivalent to having player utilities that are additively separable across opponents. We distinguish two formal notions of bilateral strategic…

Theoretical Economics · Economics 2026-02-20 Joseph Root , Evan Sadler

We study a routing game in which one of the players unilaterally acts altruistically by taking into consideration the latency cost of other players as well as his own. By not playing selfishly, a player can not only improve the other…

Computer Science and Game Theory · Computer Science 2011-08-16 Amar Prakash Azad , John Musacchio

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

Statistical Mechanics · Physics 2009-11-10 Jacek Miekisz

We study mean field portfolio games with random market parameters, where each player is concerned with not only her own wealth but also relative performance to her competitors. We use the martingale optimality principle approach to…

Mathematical Finance · Quantitative Finance 2022-04-26 Guanxing Fu , Chao Zhou

Using a general network model with multiple activities, we analyse a planner's welfare maximising interventions taking into account within-activity network spillovers and cross-activity interdependence. We show that the direction of the…

Theoretical Economics · Economics 2022-11-16 Ryan Kor , Junjie Zhou

We consider a class of targeted intervention problems in dynamic network and graphon games. First, we study a general dynamic network game in which players interact over a graph and maximize their heterogeneous, concave goal functionals,…

Optimization and Control · Mathematics 2025-07-02 Eyal Neuman , Sturmius Tuschmann

This paper studies social interactions in a game theoretic model with players in a large social network. We consider observations from one single equilibrium of a large network game with asymmetric information, in which each player chooses…

Methodology · Statistics 2018-03-20 Haiqing Xu

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

Computer Science and Game Theory · Computer Science 2020-04-10 Farzad Salehisadaghiani , Lacra Pavel

We introduce a strategic behavior in reinsurance bilateral transactions, where agents choose the risk preferences they will appear to have in the transaction. Within a wide class of risk measures, we identify agents' strategic choices to a…

Risk Management · Quantitative Finance 2020-03-19 Michail Anthropelos , Tim J. Boonen

We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank…

Optimization and Control · Mathematics 2018-11-02 Erhan Bayraktar , Jakša Cvitanić , Yuchong Zhang

We model real-world data markets, where sellers post fixed prices and buyers are free to purchase from any set of sellers, as a simultaneous game. A key component here is the negative externality buyers induce on one another due to data…

Computer Science and Game Theory · Computer Science 2024-02-16 Safwan Hossain , Yiling Chen

We study the robust Nash equilibrium (RNE) for a class of games in communications systems and networks where the impact of users on each other is an additive function of their strategies. Each user measures this impact, which may be…

Computer Science and Game Theory · Computer Science 2011-09-21 Saeedeh Parsaeefard , Ahmad R. Sharafat , Mihaela van der Schaar

Many distributed systems can be modeled as network games: a collection of selfish players that communicate in order to maximize their individual utilities. The performance of such games can be evaluated through the costs of the system…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-18 Petr Kuznetsov , Stefan Schmid

While Nash equilibrium in extensive-form games is well understood, very little is known about the properties of extensive-form correlated equilibrium (EFCE), both from a behavioral and from a computational point of view. In this setting,…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Chun Kai Ling , Fei Fang , Tuomas Sandholm

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

Optimization and Control · Mathematics 2020-06-29 René Aïd , Francisco Bernal , Mohamed Mnif , Diego Zabaljauregui , Jorge P. Zubelli

The framework of multi-agent learning explores the dynamics of how individual agent strategies evolve in response to the evolving strategies of other agents. Of particular interest is whether or not agent strategies converge to well known…

Computer Science and Game Theory · Computer Science 2023-11-21 Sarah A. Toonsi , Jeff S. Shamma

One of the most appealing aspects of the (coarse) correlated equilibrium concept is that natural dynamics quickly arrive at approximations of such equilibria, even in games with many players. In addition, there exist polynomial-time…

Computer Science and Game Theory · Computer Science 2015-04-24 Siddharth Barman , Katrina Ligett

We study Bayesian coordination games where agents receive noisy private information over the game's payoff structure, and over each others' actions. If private information over actions is precise, we find that agents can coordinate on…

General Economics · Economics 2019-04-25 Dominik Grafenhofer , Wolfgang Kuhle

Inter-personal touch is a powerful aspect of social interaction that we expect to be particularly important for emotional communication. We studied the capacity of closely acquainted humans to signal the meaning of several word cues (e.g.…

We consider a market impact game for $n$ risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finite and infinite time horizons, the agents aim to minimize a…

Trading and Market Microstructure · Quantitative Finance 2020-10-30 Xiangge Luo , Alexander Schied
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