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We investigate stochastic differential games of optimal trading comprising a finite population. There are market frictions in the present framework, which take the form of stochastic permanent and temporary price impacts. Moreover,…

数理金融 · 定量金融 2021-02-09 David Evangelista , Yuri Thamsten

We consider the existence and computational complexity of coalitional stability concepts based on social networks. Our concepts represent a natural and rich combinatorial generalization of a recent approach termed partition equilibrium. We…

计算机科学与博弈论 · 计算机科学 2010-12-08 Martin Hoefer , Michal Penn , Maria Polukarov , Alexander Skopalik , Berhold Vöcking

In network formation games, agents form edges with each other to maximize their utility. Each agent's utility depends on its private beliefs and its edges in the network. Strategic agents can misrepresent their beliefs to get a better…

最优化与控制 · 数学 2024-09-04 Akhil Jalan , Deepayan Chakrabarti

We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…

多智能体系统 · 计算机科学 2023-05-16 Yue Chen , Peng Yi

We investigate complexity issues related to pure Nash equilibria of strategic games. We show that, even in very restrictive settings, determining whether a game has a pure Nash Equilibrium is NP-hard, while deciding whether a game has a…

计算机科学与博弈论 · 计算机科学 2013-07-19 G. Gottlob , G. Greco , F. Scarcello

We provide a game-theoretic analysis of consensus, assuming that processes are controlled by rational agents and may fail by crashing. We consider agents that \emph{care only about consensus}: that is, (a) an agent's utility depends only on…

分布式、并行与集群计算 · 计算机科学 2020-05-21 Joseph Y. Halpern , Xavier Vilaca

Network effects are the added value derived solely from the popularity of a product in an economic market. Using agent-based models inspired by statistical physics, we propose a minimal theory of a competitive market for (nearly)…

统计力学 · 物理学 2023-05-31 Andrew Lucas

In the digital age, resources such as open-source software and publicly accessible databases form a crucial category of digital public goods, providing extensive benefits for Internet. This paper investigates networked public goods games…

计算机科学与博弈论 · 计算机科学 2025-02-04 Yukun Cheng , Xiaotie Deng , Yunxuan Ma

In revenue maximization of selling a digital product in a social network, the utility of an agent is often considered to have two parts: a private valuation, and linearly additive influences from other agents. We study the incomplete…

计算机科学与博弈论 · 计算机科学 2011-09-27 Wei Chen , Pinyan Lu , Xiaorui Sun , Bo Tang , Yajun Wang , Zeyuan Allen Zhu

We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of…

最优化与控制 · 数学 2021-05-07 Mattia Bianchi , Sergio Grammatico

We study an evolutionary version of the spatial prisoner's dilemma game, where the agents are placed in a random graph. For lattices with fixed connectivity, $\alpha$, we show that for low values of $\alpha$ the final density of cooperating…

统计力学 · 物理学 2007-05-23 O. Durán , R. Mulet

Noncooperative games with uncertain payoffs have been classically studied under the expected-utility theory framework, which relies on the strong assumption that agents behave rationally. However, simple experiments on human decision makers…

计算机科学与博弈论 · 计算机科学 2025-08-14 Ashok Krishnan K. S. , Hélène Le Cadre , Ana Bušić

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…

最优化与控制 · 数学 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

Frequent violations of fair principles in real-life settings raise the fundamental question of whether such principles can guarantee the existence of a self-enforcing equilibrium in a free economy. We show that elementary principles of…

理论经济学 · 经济学 2021-07-28 Ghislain H. Demeze-Jouatsa , Roland Pongou , Jean-Baptiste Tondji

In social network markets, the act of consumer choice in these industries is governed not just by the set of incentives described by conventional consumer demand theory, but by the choices of others in which an individual's payoff is an…

社会与信息网络 · 计算机科学 2012-10-08 Paul Ormerod , Bassel Tarbush , R. Alexander Bentley

In this paper we propose a class of propagation models for multiple competing products over a social network. We consider two propagation mechanisms: social conversion and self conversion, corresponding, respectively, to endogenous and…

社会与信息网络 · 计算机科学 2016-10-03 Wenjun Mei , Francesco Bullo

The computational characterization of game-theoretic solution concepts is a central topic in artificial intelligence, with the aim of developing computationally efficient tools for finding optimal ways to behave in strategic interactions.…

计算机科学与博弈论 · 计算机科学 2013-04-05 Nicola Gatti , Marco Rocco , Tuomas Sandholm

We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in…

计算机科学与博弈论 · 计算机科学 2021-07-23 Panagiotis Kanellopoulos , Maria Kyropoulou , Hao Zhou

This paper investigates the game theory of resource-allocation situations where the "first come, first serve" heuristic creates inequitable, asymmetric benefits to the players. Specifically, this problem is formulated as a Generalized Nash…

计算机科学与博弈论 · 计算机科学 2022-06-16 Nathan Boyd , Steven Gabriel , George Rest , Tom Dumm

This work studies Nash equilibria for games where a mixture of coordinating and anti-coordinating agents, with possibly heterogeneous thresholds, coexist and interact through an all-to-all network. Whilst games with only coordinating or…

计算机科学与博弈论 · 计算机科学 2021-06-18 Martina Vanelli , Laura Arditti , Giacomo Como , Fabio Fagnani