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In this paper, we propose an asynchronous distributed algorithm for the computation of generalized Nash equilibria in noncooperative games, where the players interact via an undirected communication graph. Specifically, we extend the paper…

Computer Science and Game Theory · Computer Science 2024-12-20 Carlo Cenedese , Giuseppe Belgioioso , Sergio Grammatico , Ming Cao

We develop an extension of the classical model of DeGroot (1974) to a continuum of agents when they interact among them according to a DiKernel. We show that, under some regularity assumptions, the continuous model is the limit case of the…

Theoretical Economics · Economics 2025-01-23 Julián Chitiva , Xavier Venel

In this work, we study a generalized Fisher market model that incorporates social influence. In this extended model, a buyer's utility depends not only on their own resource allocation but also on the allocations received by their…

Computer Science and Game Theory · Computer Science 2025-01-14 Mandar Datar

We consider a gossip approach for finding a Nash equilibrium in a distributed multi-player network game. We extend previous results on Nash equilibrium seeking to the case when the players' cost functions may be affected by the actions of…

Systems and Control · Computer Science 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

Game theory has emerged as a fruitful paradigm for the design of networked multiagent systems. A fundamental component of this approach is the design of agents' utility functions so that their self-interested maximization results in a…

Computer Science and Game Theory · Computer Science 2020-03-12 Dario Paccagnan , Rahul Chandan , Jason R. Marden

We consider a game of decentralized timing of jobs to a single server (machine) with a penalty for deviation from a due date, and no delay costs. The jobs' sizes are homogeneous and deterministic. Each job belongs to a single decision…

Computer Science and Game Theory · Computer Science 2017-10-17 Amihai Glazer , Refael Hassin , Liron Ravner

In this article, a survey of several important equilibrium concepts for decentralized networks is presented. The term decentralized is used here to refer to scenarios where decisions (e.g., choosing a power allocation policy) are taken…

Machine Learning · Computer Science 2016-11-17 Luca Rose , Samir M. Perlaza , Samson Lasaulce , Mérouane Debbah

We provide a unified variational inequality framework for the study of fundamental properties of the Nash equilibrium in network games. We identify several conditions on the underlying network (in terms of spectral norm, infinity norm and…

Computer Science and Game Theory · Computer Science 2018-08-10 Francesca Parise , Asuman Ozdaglar

We model the ultimate price paid by users of a decentralized ledger as resulting from a two-stage game where Miners (/Proposers/etc.) first purchase blockspace via a Tullock contest, and then price that space to users. When analyzing our…

Computer Science and Game Theory · Computer Science 2025-12-29 Amit Levy , S. Matthew Weinberg , Chenghan Zhou

Correlated equilibria arise naturally when agents communicate or rely on intermediaries such as recommendation systems. We study when a given Nash equilibrium can be improved within the set of correlated equilibria for general objectives.…

Theoretical Economics · Economics 2026-05-01 Kirill Rudov , Fedor Sandomirskiy , Leeat Yariv

We develop a model of coordination and allocation of decentralized multi-sided markets, in which our theoretical analysis is promisingly optimizing the decentralized transaction packaging process at high-throughput blockchains or Web 3.0…

General Economics · Economics 2023-01-27 Yuxuan Lu , Qian Qi , Xi Chen

We study infinite-horizon discounted two-player zero-sum Markov games, and develop a decentralized algorithm that provably converges to the set of Nash equilibria under self-play. Our algorithm is based on running an Optimistic Gradient…

Machine Learning · Computer Science 2021-07-08 Chen-Yu Wei , Chung-Wei Lee , Mengxiao Zhang , Haipeng Luo

Although it has been known since the 1970s that a globally optimal strategy profile in a common-payoff game is a Nash equilibrium, global optimality is a strict requirement that limits the result's applicability. In this work, we show that…

Computer Science and Game Theory · Computer Science 2022-07-08 Scott Emmons , Caspar Oesterheld , Andrew Critch , Vincent Conitzer , Stuart Russell

We study a game with \emph{strategic} vendors who own multiple items and a single buyer with a submodular valuation function. The goal of the vendors is to maximize their revenue via pricing of the items, given that the buyer will buy the…

Computer Science and Game Theory · Computer Science 2014-08-04 Omer Lev , Joel Oren , Craig Boutilier , Jeffery S. Rosenschein

This work studies the decentralized and uncoordinated energy source selection problem for smart-grid consumers with heterogeneous energy profiles and risk attitudes: they compete for a limited amount of renewable energy in their local…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Eleni Stai , Evangelia Kokolaki , Lesia Mitridati , Petros Tatoulis , Ioannis Stavrakakis , Gabriela Hug

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

This paper considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…

Computer Science and Game Theory · Computer Science 2022-10-28 Shutian Liu , Tao Li , Quanyan Zhu

In this paper we study resource allocation in decentralized information local public good networks. A network is a local public good network if each user's actions directly affect the utility of an arbitrary subset of network users. We…

Computer Science and Game Theory · Computer Science 2012-08-03 Shrutivandana Sharma , Demosthenis Teneketzis

This paper investigates a distributed robust Nash Equilibrium (NE) seeking problem for second-order players subject to external disturbances and uncertain dynamics while communicating via semi-Markov switching topologies. To accommodate the…

Optimization and Control · Mathematics 2026-05-22 Jianing Chen , Sitian Qin , Chuangyin Dang

We develop a tractable equilibrium model for price formation in intraday electricity markets in the presence of intermittent renewable generation. Using stochastic control theory, we identify the optimal strategies of agents with market…

Pricing of Securities · Quantitative Finance 2021-07-01 Olivier Féron , Peter Tankov , Laura Tinsi
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