相关论文: On the allocation of multiple divisible assets to …

In this paper, we analyze the problem of how to adapt the concept of proportionality to situations where several perfectly divisible resources have to be allocated among certain set of agents that have exactly one claim which is used for…

Game theory is the mathematical framework for analyzing strategic interactions in conflict and competition situations. In recent years quantum game theory has earned the attention of physicists, and has emerged as a branch of quantum…

Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute actions in stochastic environments, modeled as Markov decision…

Coalitional games serve the purpose of modeling payoff distribution problems in scenarios where agents can collaborate by forming coalitions in order to obtain higher worths than by acting in isolation. In the classical Transferable Utility…

We propose a decentralized game-theoretic framework for dynamic task allocation problems for multi-agent systems. In our problem formulation, the agents' utilities depend on both the rewards and the costs associated with the successful…

In this paper, we study multi-agent systems with decentralized resource allocations. Agents have local demand and resource supply, and are interconnected through a network designed to support sharing of the local resource; and the network…

We consider the problem of maximizing portfolio value when an agent has a subjective view on asset value which differs from the traded market price. The agent's trades will have a price impact which affect the price at which the asset is…

This paper introduces a novel class of multi-stage resource allocation games that model real-world scenarios in which profitability depends on the balance between supply and demand, and where higher resource investment leads to greater…

In this article we study a multi-asset version of the Merton investment and consumption problem with proportional transaction costs. In general it is difficult to make analytical progress towards a solution in such problems, but we…

Recently, strategic games inspired by Schelling's influential model of residential segregation have been studied in the TCS and AI literature. In these games, agents of k different types occupy the nodes of a network topology aiming to…

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

In this paper, we analyze the problem of how to adapt the concept of priority to situations where several perfectly divisible resources have to be allocated among certain set of agents that have exactly one claim which is used for all…

Multi-agent networked linear dynamic systems have attracted attention of researchers in power systems, intelligent transportation, and industrial automation. The agents might cooperatively optimize a global performance objective, resulting…

In this short note the theory for multivariate asset allocation with elliptically symmetric distributions of returns, as developed in the author's prior work, is specialized to the case of returns drawn from a multivariate Laplace…

Cooperation is fundamental in Multi-Agent Systems (MAS) and Multi-Agent Reinforcement Learning (MARL), often requiring agents to balance individual gains with collective rewards. In this regard, this paper aims to investigate strategies to…

Competitions for shareable and limited resources have long been studied with strategic agents. In reality, agents often have to learn and maximize the rewards of the resources at the same time. To design an individualized competing policy,…

We introduce a two-agent problem which is inspired by price asymmetry arising from funding difference. When two parties have different funding rates, the two parties deduce different fair prices for derivative contracts even under the same…

This article discusses the algorithms for finding the optimal solution of problems related to the location of temporary storage of goods, warehouses, factories for processing raw materials and shops selling the final product in the…

A mobile cloud computing system is composed of heterogeneous services and resources to be allocated by the cloud service provider to mobile cloud users. On one hand, some of these resources are substitutable (e.g., users can use storage…

Negotiation is a process where agents aim to work through disputes and maximize their surplus. As the use of deep reinforcement learning in bargaining games is unexplored, this paper evaluates its ability to exploit, adapt, and cooperate to…