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In this paper we study social exclusion in social (information) networks using a game-theoretic approach, and study the stability of a certain class community structures that are a Nash equilibrium. The main result of our analysis shows…
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…
We consider two market designs for a network of prosumers, trading energy: (i) a centralized design which acts as a benchmark, and (ii) a peer-to-peer market design. High renewable energy penetration requires that the energy market design…
The problem of robust dynamic pricing of an abstract commodity, whose inventory is specified at an initial time but never subsequently replenished, originally studied by Perakis and Sood (2006) in discrete time, is considered from the…
We consider a system of single- or double integrator agents playing a generalized Nash game over a network, in a partial-information scenario. We address the generalized Nash equilibrium seeking problem by designing a fully-distributed…
Many real-world systems are composed of interdependent networks that rely on one another. Such networks are typically designed and operated by different entities, who aim at maximizing their own payoffs. There exists a game among these…
Whilst network coordination games and network anti-coordination games have received a considerable amount of attention in the literature, network games with coexisting coordinating and anti-coordinating players are known to exhibit more…
Bargaining networks model the behavior of a set of players that need to reach pairwise agreements for making profits. Nash bargaining solutions are special outcomes of such games that are both stable and balanced. Kleinberg and Tardos…
We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' optimal trading strategies and their equilibrium price impact…
We consider the general problem of a set of agents trading a portfolio of assets in the presence of transient price impact and additional quadratic transaction costs and we study, with analytical and numerical methods, the resulting Nash…
In the modern age of large-scale AI, federated learning has become an increasingly important tool for training large populations of AI agents; however, its computational and communication costs can rapidly fail to scale with the number of…
An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…
In this paper, we introduce a preliminary model for interactions in the data market. Recent research has shown ways in which a data aggregator can design mechanisms for users to ensure the quality of data, even in situations where the users…
Within a common arbitrage-free semimartingale financial market we consider the problem of determining all Nash equilibrium investment strategies for $n$ agents who try to maximize the expected utility of their relative wealth. The utility…
In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…
In this paper, we study the problem of consensus-based distributed Nash equilibrium (NE) seeking where a network of players, abstracted as a directed graph, aim to minimize their own local cost functions non-cooperatively. Considering the…
We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…
In this paper we deal with linear production situations in which there is a limited common-pool resource, managed by an external agent. The profit that a producer, or a group of producers, can attain depends on the amount of common-pool…
We study the problem of allocating indivisible objects to a set of rational agents where each agent's final utility depends on the intrinsic valuation of the allocated item as well as the allocation within the agent's local neighbourhood.…
We consider a situation where wireless service providers compete for heterogenous wireless users. The users differ in their willingness to pay as well as in their individual channel gains. We prove existence and uniqueness of the Nash…