相关论文: Pollution permits, Strategic Trading and Dynamic T…

We consider a mixed stochastic control problem that arises in Mathematical Finance literature with the study of interactions between dividend policy and investment. This problem combines features of both optimal switching and singular…

In repeated games, such as auctions, players rely on autonomous learning agents to choose their actions. We study settings in which players have their agents make monetary transfers to other agents during play at their own expense, in order…

We present an injustice-aware innovation-diffusion model extending the Generalized Linear Threshold framework by assigning agents activation thresholds drawn from a Beta distribution to capture the stochastic nature of adoption shaped by…

Diffusion models excel at creating images and videos thanks to their multimodal generative capabilities. These same capabilities have made diffusion models increasingly popular in robotics research, where they are used for generating robot…

We study optimal liquidation in the presence of linear temporary and transient price impact along with taking into account a general price predicting finite-variation signal. We formulate this problem as minimization of a cost-risk…

Artificial ecosystems provide an additional experimental tool to support laboratory work, field work, and theoretical development in competitive exclusion research. A novel application of a spatiotemporal agent based model is presented…

This study suggests a novel two-stage Mixed-Integer Nonlinear Programming model considering uncertainty related to implementation of carbon dioxide emission regulatory policies, which are carbon trading and emission taxing and can change…

We investigate activities that have different periods of duration. We define the profit intensity as a measure of this economic category. The profit intensity in a repeated trading has a unique property of attaining its maximum at a fixed…

In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme under single-contract and multi-contract market setups, both as an assignment game, and a special class of coalitional games. {The proposed market formulation…

We investigate the design of mechanisms to incentivize high quality in crowdsourcing environments with strategic agents, when entry is an endogenous, strategic choice. Modeling endogenous entry in crowdsourcing is important because there is…

In this paper, we examine in an abstract framework, how a tradeoff between efficiency and robustness arises in different dynamic oligopolistic market architectures. We consider a market in which there is a monopolistic resource provider and…

This paper studies how platform design shapes strategic behavior in decentralized electricity trading. We develop a finite-horizon dynamic game in which photovoltaic- and battery-equipped players ("prosumers") trade on a platform that maps…

The paper studies dynamic information flow security policies in an automaton-based model. Two semantic interpretations of such policies are developed, both of which generalize the notion of TA-security [van der Meyden ESORICS 2007] for…

In multiagent systems autonomous agents interact with each other to achieve individual and collective goals. Typical interactions concern negotiation and agreement on resource exchanges. Modeling and formalizing these agreements pose…

The transition to renewable energy is driving the rise of distributed multi-energy systems, in which individual energy hubs and prosumers (e.g., homes, industrial campuses) generate, store, and trade energy. Economic Model Predictive…

This paper considers a hybrid pollution-control differential game with two farsighted players and one myopic player. Both the seasonal regime shifts in the state dynamics and the players' heterogeneous preferences are introduced into the…

This Article examines the circumstances in which AI-generated outputs remain linked to their creators and the points at which they lose that connection, whether through accident, deliberate design, or emergent behavior. In cases where AI is…

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…

We construct an utility-based dynamic asset pricing model for a limit order market. The price is nonlinear in volume and subject to market impact. We solve an optimal hedging problem under the market impact and derive the dynamics of the…

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…