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Recently wide application in engineering-economic problems was received with problems of vector optimization. Development of methods of the decision of these problems it is executed in works A. Messac and others. Complexity of the offered…

Optimization and Control · Mathematics 2007-09-03 A. A. Bosov , G. N. Kodola , L. N. Savchenko

One of the primary challenges in urban autonomous vehicle decision-making and planning lies in effectively managing intricate interactions with diverse traffic participants characterized by unpredictable movement patterns. Additionally,…

Multiagent Systems · Computer Science 2025-05-19 Keqi Shu , Minghao Ning , Ahmad Alghooneh , Shen Li , Mohammad Pirani , Amir Khajepour

Playing a symmetric bi-matrix game is usually physically implemented by sharing pairs of 'objects' between two players. A new setting is proposed that explicitly shows effects of quantum correlations between the pairs on the structure of…

Quantum Physics · Physics 2009-11-10 Azhar Iqbal

First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…

Analysis of PDEs · Mathematics 2022-07-12 Megan Griffin-Pickering , Alpár R. Mészáros

Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…

Numerical Analysis · Mathematics 2020-06-29 Diego Zabaljauregui

Centralized assignment markets have historically relied on Deferred-Acceptance (DA) algorithms, which do not incorporate multiple objectives into the assignment. In this work, we propose an optimization-based many-to-one assignment…

Optimization and Control · Mathematics 2025-09-19 Dimitris Bertsimas , Carol Gao

We revisit the complexity of deciding, given a {\it bimatrix game,} whether it has a {\it Nash equilibrium} with certain natural properties; such decision problems were early known to be ${\mathcal{NP}}$-hard~\cite{GZ89}. We show that…

Computational Complexity · Computer Science 2019-07-25 Vittorio Bilò , Marios Mavronicolas

Bipartite matching, where agents on one side of a market are matched to agents or items on the other, is a classical problem in computer science and economics, with widespread application in healthcare, education, advertising, and general…

Data Structures and Algorithms · Computer Science 2017-08-17 Faez Ahmed , John P. Dickerson , Mark Fuge

This study explores the design of an efficient rebate policy in auction markets, focusing on a continuous-time setting with competition among market participants. In this model, a stock exchange collects transaction fees from auction…

Trading and Market Microstructure · Quantitative Finance 2025-01-23 Thibaut Mastrolia , Tianrui Xu

This paper aims to reduce the communication and computation costs of the Nash equilibrium seeking strategy for the $N$-coalition noncooperative games proposed in [1]. The objective is achieved in two manners: 1. An interference graph is…

Optimization and Control · Mathematics 2019-06-05 Maojiao Ye , Guoqiang Hu , Frank L. Lewis , Lihua Xie

This paper addresses the problem of fair equilibrium selection in graphical games. Our approach is based on the data structure called the {\em best response policy}, which was proposed by Kearns et al. \cite{kls} as a way to represent all…

Computer Science and Game Theory · Computer Science 2007-05-23 Edith Elkind , Leslie Ann Goldberg , Paul W. Goldberg

A quantum financial approach to finite games of strategy is addressed, with an extension of Nash's theorem to the quantum financial setting, allowing for an entanglement of games of strategy with two-period financial allocation problems…

General Finance · Quantitative Finance 2012-02-10 Carlos Pedro Gonçalves

Recent advancements in vehicle autonomy have drawn interest in understanding the impact of autonomous vehicles on traffic systems. In this paper, we study a traffic assignment problem in a mixed-autonomy setting where both human-driven and…

Computer Science and Game Theory · Computer Science 2026-05-25 Lihui Yi , Ermin Wei

We study strategic games on weighted directed graphs, in which the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy, augmented by a fixed non-negative integer bonus for picking a…

Computer Science and Game Theory · Computer Science 2021-03-15 Krzysztof R. Apt , Sunil Simon , Dominik Wojtczak

Saddle point with a given Morse index on a potential energy surface is an important object related to energy landscape in physics and chemistry. Efficient numerical methods based on iterative minimization formulation have been proposed in…

Optimization and Control · Mathematics 2022-12-19 Shuting Gu , Hao Zhang , Xiang Zhou

We propose a formulation of a general-sum bimatrix game as a bipartite directed graph with the objective of establishing a correspondence between the set of the relevant structures of the graph (in particular elementary cycles) and the set…

Computer Science and Game Theory · Computer Science 2007-05-23 Raghav Aras , Alain Dutech , François Charpillet

In multiplayer games, self-interested behavior among the players can harm the social welfare. Tax mechanisms are a common method to alleviate this issue and induce socially optimal behavior. In this work, we take the initial step of…

Computer Science and Game Theory · Computer Science 2025-01-16 Qiwen Cui , Maryam Fazel , Simon S. Du

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

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

Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…

Computer Science and Game Theory · Computer Science 2023-05-10 Martin Bichler , Maximilian Fichtl , Matthias Oberlechner