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Related papers: When cooperation is beneficial to all agents

200 papers

This work researches the impact of including a wider range of participants in the strategy-making process on the performance of organizations which operate in either moderately or highly complex environments. Agent-based simulation…

Artificial Intelligence · Computer Science 2020-09-28 Joop van de Heijning , Stephan Leitner , Alexandra Rausch

Existence of stochastic financial equilibria giving rise to semimartingale asset prices is established under a general class of assumptions. These equilibria are expressed in real terms and span complete markets or markets with withdrawal…

Pricing of Securities · Quantitative Finance 2008-12-02 Gordan Zitkovic

This paper approaches the problem of understanding collective agency from a logical and game-theoretical perspective. Instead of collective intentionality, our analysis highlights the role of Pareto optimality. To facilitate the analysis,…

Theoretical Economics · Economics 2021-04-20 Chenwei Shi , Yiyang Wang

We explore the effects of social influence in a simple market model in which a large number of agents face a binary choice: 'to buy/not to buy' a single unit of a product at a price posted by a single seller (the monopoly case). We consider…

Disordered Systems and Neural Networks · Physics 2008-12-02 Jean-Pierre Nadal , Denis Phan , Mirta B. Gordon , Jean Vannimenus

We introduce the notions of Collective Arbitrage and of Collective Super-replication in a discrete-time setting where agents are investing in their markets and are allowed to cooperate through exchanges. We accordingly establish versions of…

Mathematical Finance · Quantitative Finance 2024-05-31 Francesca Biagini , Alessandro Doldi , Jean-Pierre Fouque , Marco Frittelli , Thilo Meyer-Brandis

The agent-based modelling community has a debate on how ``intelligent'' artificial agents should be, and in what ways their local intelligence relates to the emergence of a collective intelligence. I approach this debate by endowing the…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Guido Fioretti

In this work we investigate the inefficiency of the electricity system with strategic agents. Specifically, we prove that without a proper control the total demand of an inefficient system is at most twice the total demand of the optimal…

Computer Science and Game Theory · Computer Science 2015-09-10 Carlos Barreto , Eduardo Mojica-Nava , Nicanor Quijano

We consider an optimal investment-consumption problem for a utility-maximizing investor who has access to assets with different liquidity and whose consumption rate as well as terminal wealth are subject to lower-bound constraints. Assuming…

Mathematical Finance · Quantitative Finance 2025-05-21 Yevhen Havrylenko

In a recent paper, we analyzed the self-assembly of a complex cooperation network. The network was shown to approach a state where every agent invests the same amount of resources. Nevertheless, highly-connected agents arise that extract…

Physics and Society · Physics 2012-03-07 Anne-Ly Do , Lars Rudolf , Thilo Gross

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…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Tamara Göll

Prediction markets are powerful tools to elicit and aggregate beliefs from strategic agents. However, in current prediction markets, agents may exhaust the social welfare by competing to be the first to update the market. We initiate the…

Computer Science and Game Theory · Computer Science 2021-03-09 Grant Schoenebeck , Chenkai Yu , Fang-Yi Yu

A principal selects a team of agents for collaborating on a joint project. The principal aims to design a revenue-optimal contract that incentivize the team of agents to exert costly effort while satisfying fairness constraints. We show…

Computer Science and Game Theory · Computer Science 2025-12-23 Matteo Castiglioni , Junjie Chen , Yingkai Li

We discuss a novel microscopic model for collective decision-making interacting multi-agent systems. In particular we are interested in modeling a well known phenomena in the experimental literature called equality bias, where agents tend…

Physics and Society · Physics 2017-04-18 Pierluigi Vellucci , Mattia Zanella

We consider an optimal partition of resources (e.g. consumers) between several agents (e.g. experts), given utility functions ("wisdoms") for the agents and their capacities. This problem is a variant of optimal transport…

Optimization and Control · Mathematics 2016-04-07 Gershon Wolansky

We introduce and study a model of an interacting population of agents who collaborate in groups which compete for limited resources. Groups are formed by random matching agents and their worth is determined by the sum of the efforts…

Physics and Society · Physics 2009-11-13 Emanuele Pugliese , Claudio Castellano , Matteo Marsili , Luciano Pietronero

We study incentive design when multiple principals simultaneously design mechanisms for their respective teams in environments with strategic spillovers. In this environment, each principal's set of incentive-compatible mechanisms--those…

Theoretical Economics · Economics 2026-05-11 Brian Roberson

Multiagent systems can use commitments as the core of a general coordination infrastructure, supporting both cooperative and non-cooperative interactions. Agents whose objectives are aligned, and where one agent can help another achieve…

Artificial Intelligence · Computer Science 2020-12-15 Qi Zhang , Edmund H. Durfee , Satinder Singh

We consider an agent who has access to a financial market, including derivative contracts, who looks to maximise her utility. Whilst the agent looks to maximise utility over one probability measure, or class of probability measures, she…

Mathematical Finance · Quantitative Finance 2026-01-01 Alexander M. G. Cox , Daniel Hernandez-Hernandez

We study the necessity of interaction between individuals for obtaining approximately efficient allocations. The role of interaction in markets has received significant attention in economic thinking, e.g. in Hayek's 1945 classic paper. We…

Computer Science and Game Theory · Computer Science 2014-04-18 Shahar Dobzinski , Noam Nisan , Sigal Oren

A greedy personality is usually accompanied by arrogance and confidence. This work investigates the cooperation success condition in the context of biased payoff allocation and self-confidence. The first component allows the organizer in a…

Physics and Society · Physics 2023-07-28 Chaoqian Wang , Wenqiang Zhu , Attila Szolnoki