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In this paper, we consider a finite horizon non-stationary inventory system with setup costs. We detail an algorithm to find an approximate optimal policy and the basic idea is to use numerical procedure for computing integrals involved in…

Optimization and Control · Mathematics 2023-03-16 Jianyong Liu , Wei Geng , Xiaobo Zhao

Congestion games offer a primary model in the study of pure Nash equilibria in non-cooperative games, and a number of generalized models have been proposed in the literature. One line of generalization includes weighted congestion games, in…

Computer Science and Game Theory · Computer Science 2024-01-09 Kenjiro Takazawa

In cost sharing games, the existence and efficiency of pure Nash equilibria fundamentally depends on the method that is used to share the resources' costs. We consider a general class of resource allocation problems in which a set of…

Computer Science and Game Theory · Computer Science 2015-02-05 Max Klimm , Daniel Schmand

In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of…

Numerical Analysis · Mathematics 2016-02-19 Simone Cacace , Emiliano Cristiani , Maurizio Falcone

We consider the following two deterministic inventory optimization problems over a finite planning horizon $T$ with non-stationary demands. (a) Submodular Joint Replenishment Problem: This involves multiple item types and a single retailer…

Data Structures and Algorithms · Computer Science 2015-04-27 Viswanath Nagarajan , Cong Shi

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

With the advent of prosumers, the traditional centralized operation may become impracticable due to computational burden, privacy concerns, and conflicting interests. In this paper, an energy sharing mechanism is proposed to accommodate…

Optimization and Control · Mathematics 2020-12-29 Yue Chen , Changhong Zhao , Steven H. Low , Shengwei Mei

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

In resource buying games a set of players jointly buys a subset of a finite resource set E (e.g., machines, edges, or nodes in a digraph). The cost of a resource e depends on the number (or load) of players using e, and has to be paid…

Computer Science and Game Theory · Computer Science 2012-04-19 Tobias Harks , Britta Peis

In selfish bin packing, each item is regarded as a selfish player, who aims to minimize the cost-share by choosing a bin it can fit in. To have a least number of bins used, cost-sharing rules play an important role. The currently best known…

Computer Science and Game Theory · Computer Science 2023-10-03 Changjun Wang , Guochuan Zhang

In the present paper, we consider a class of two players infinite horizon differential games, with piecewise smooth costs exponentially discounted in time. Through the analysis of the value functions, we study in which cases it is possible…

Analysis of PDEs · Mathematics 2014-08-07 Fabio S. Priuli

In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…

Computer Science and Game Theory · Computer Science 2025-11-18 Haidong Li , Anzhi Sheng , Yijie Peng , Long Wang

An existing challenge in power systems is the implementation of optimal demand management through dynamic pricing. This paper encompasses the design, analysis and implementation of a novel on-line pricing scheme based on coalitional game…

Optimization and Control · Mathematics 2024-07-16 Fernando Genis Mendoza , Pablo R Baldivieso Monasterios , Dario Bauso , George Konstantopoulos

Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…

Computer Science and Game Theory · Computer Science 2018-09-28 Shaull Almagor , Rajeev Alur , Suguman Bansal

We consider the interaction among agents engaging in a driving task and we model it as general-sum game. This class of games exhibits a plurality of different equilibria posing the issue of equilibrium selection. While selecting the most…

In classical job-scheduling games, each job behaves as a selfish player, choosing a machine to minimize its own completion time. To reduce the equilibria inefficiency, coordination mechanisms are employed, allowing each machine to follow…

Computer Science and Game Theory · Computer Science 2025-02-11 Gilad Lavie , Tami Tamir

In this paper we introduce a capacity allocation game which models the problem of maximizing network utility from the perspective of distributed noncooperative agents. Motivated by the idea of self-managed networks, in the developed…

Computer Science and Game Theory · Computer Science 2013-07-23 Dariusz Gcasior , Maciej Drwal

We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…

Computer Science and Game Theory · Computer Science 2014-04-21 Elliot Anshelevich , Shreyas Sekar

We study a model of selfish resource allocation that seeks to incorporate dependencies among resources as they exist in modern networked environments. Our model is inspired by utility functions with constant elasticity of substitution (CES)…

Computer Science and Game Theory · Computer Science 2017-05-04 Matthias Feldotto , Lennart Leder , Alexander Skopalik

Congestion games are popular models often used to study the system-level inefficiencies caused by selfish agents, typically measured by the price of anarchy. One may expect that aligning the agents' preferences with the system-level…

Computer Science and Game Theory · Computer Science 2024-09-04 Bryce L Ferguson , Dario Paccagnan , Bary S R Pradelski , Jason R Marden