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In this paper we consider a modification of the classical Merton portfolio optimization problem. Namely, an investor can trade in financial asset and consume his capital. He is additionally endowed with a one unit of an indivisible asset…

投资组合管理 · 定量金融 2015-12-15 Jakub Trybuła

We formalize the current practice of strategic mining in multi-cryptocurrency markets as a game, and prove that any better-response learning in such games converges to equilibrium. We then offer a reward design scheme that moves the system…

计算机科学与博弈论 · 计算机科学 2018-05-24 Alexander Spiegelman , Idit Keidar , Moshe Tennenholtz

The latest developments in AI focus on agentic systems where artificial and human agents cooperate to realize global goals. An example is collaborative learning, which aims to train a global model based on data from individual agents. A…

计算机科学与博弈论 · 计算机科学 2025-08-20 Björn Filter , Ralf Möller , Özgür Lütfü Özçep

Traffic scenarios are inherently interactive. Multiple decision-makers predict the actions of others and choose strategies that maximize their rewards. We view these interactions from the perspective of game theory which introduces various…

机器学习 · 计算机科学 2020-04-28 Christian Muench , Frans A. Oliehoek , Dariu M. Gavrila

The control of large-scale, multi-agent systems often entails distributing decision-making across the system components. However, with advances in communication and computation technologies, we can consider new collaborative decision-making…

计算机科学与博弈论 · 计算机科学 2024-07-04 Bryce L. Ferguson , Dario Paccagnan , Bary S. R. Pradelski , Jason R. Marden

In this paper, a multi-user cooperative computing framework is applied to enable mobile users to utilize available computing resources from other neighboring users via direct communication links. An incentive scheme based on Bertrand game…

计算机科学与博弈论 · 计算机科学 2021-08-10 Nan Zhang , Guopeng Zhang , Kezhi Wang , Kun Yang

We consider the fair allocation of indivisible items to several agents with additional conflict constraints. These are represented by a conflict graph where each item corresponds to a vertex of the graph and edges in the graph represent…

离散数学 · 计算机科学 2023-08-21 Nina Chiarelli , Matjaž Krnc , Martin Milanič , Ulrich Pferschy , Joachim Schauer

Demand outstrips available resources in most situations, which gives rise to competition, interaction and learning. In this article, we review a broad spectrum of multi-agent models of competition (El Farol Bar problem, Minority Game,…

In this paper, we consider a multi-modal mobility system of travelers each with an individual travel budget, and propose a game-theoretic framework to assign each traveler to a ``mobility service" (each one representing a different mode of…

计算机科学与博弈论 · 计算机科学 2023-02-28 Ioannis Vasileios Chremos , Andreas Malikopoulos

The framework of uncoupled online learning in multiplayer games has made significant progress in recent years. In particular, the development of time-varying games has considerably expanded its modeling capabilities. However, current regret…

计算机科学与博弈论 · 计算机科学 2025-08-18 Aymeric Capitaine , Etienne Boursier , Eric Moulines , Michael I. Jordan , Alain Durmus

Some of the most relevant future applications of multi-agent systems like autonomous driving or factories as a service display mixed-motive scenarios, where agents might have conflicting goals. In these settings agents are likely to learn…

多智能体系统 · 计算机科学 2022-07-20 Kyrill Schmid , Lenz Belzner , Robert Müller , Johannes Tochtermann , Claudia Linnhoff-Popien

We study the problem of fairly allocating a set of indivisible items among a set of agents. We consider the notion of (approximate) maximin share (MMS) and we provide an improved lower bound of $1/2$ (which is tight) for the case of…

计算机科学与博弈论 · 计算机科学 2025-02-10 George Christodoulou , Vasilis Christoforidis , Symeon Mastrakoulis , Alkmini Sgouritsa

Assignment games represent a tractable yet versatile model of two-sided markets with transfers. We study the likely properties of the core of randomly generated assignment games. If the joint productivities of every firm and worker are…

计算机科学与博弈论 · 计算机科学 2014-04-25 Avinatan Hassidim , Assaf Romm

Allocation games are zero-sum games that model the distribution of resources among multiple agents. In this paper, we explore the interplay between an \textit{subjective identity} and its impact on notions of fairness in allocation. The…

计算机科学与博弈论 · 计算机科学 2024-07-08 Janvi Chhabra , Jayati Deshmukh , Arpitha Malavalli , Karthik Sama , Srinath Srinivasa

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

计算机科学与博弈论 · 计算机科学 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

The \$-Game was recently introduced as an extension of the Minority Game. In this paper we compare this model with the well know Minority Game and the Majority Game models. Due to the inter-temporal nature of the market payoff, we introduce…

统计力学 · 物理学 2008-12-02 F. F. Ferreira , M. Marsili

In coalitional games, traditional coalitional game theory does not apply if different participants hold different opinions about the payoff function that corresponds to each subset of the coalition. In this paper, we propose a framework in…

计算机科学与博弈论 · 计算机科学 2017-09-12 Bomin Jiang , Mardavij Roozbehani , Munther A. Dahleh

This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…

计算机科学与博弈论 · 计算机科学 2023-09-19 Mevan Wijewardena , Michael J. Neely

We study arbitrage opportunities, market viability and utility maximization in market models with an insider. Assuming that an economic agent possesses from the beginning an additional information in the form of a random variable G, which…

风险管理 · 定量金融 2016-10-03 Ngoc Huy Chau , Wolfgang Runggaldier , Peter Tankov

A wide variety of resource allocation problems operate under resource constraints that are managed by a central arbitrator, with agents who evaluate and communicate preferences over these resources. We formulate this broad class of problems…

机器学习 · 计算机科学 2025-02-07 Ashwin Kumar , William Yeoh