相关论文: Communication Strategies for Low-Latency Trading

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

Interaction strategies for reward in competitive environments are significantly influenced by the nature and extent of available information. In financial markets, particularly foreign exchange (forex), traders operate independently with…

In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

We study partial information Nash equilibrium between a broker and an informed trader. In this setting, the informed trader, who possesses knowledge of a trading signal, trades multiple assets with the broker in a dealer market.…

In financial trading, large language model (LLM)-based agents demonstrate significant potential. However, the high sensitivity to market noise undermines the performance of LLM-based trading systems. To address this limitation, we propose a…

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…

Network slicing is a proposing technology to support diverse services from mobile users (MUs) over a common physical network infrastructure. In this paper, we consider radio access network (RAN)-only slicing, where the physical RAN is…

Consider a distributed control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and…

In this two-parts paper we propose a decentralized strategy, based on a game-theoretic formulation, to find out the optimal precoding/multiplexing matrices for a multipoint-to-multipoint communication system composed of a set of wideband…

Bargaining networks model the behavior of a set of players that need to reach pairwise agreements for making profits. Nash bargaining solutions are special outcomes of such games that are both stable and balanced. Kleinberg and Tardos…

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…

The efficient communication of noisy data has applications in several areas of machine learning, such as neural compression or differential privacy, and is also known as reverse channel coding or the channel simulation problem. Here we…

This paper explores the gain maximization problem of two nations engaging in non-cooperative bilateral trade. Probabilistic model of an exchange of commodities under different price systems is considered. Volume of commodities exchanged…

We formulate the interaction between the communicating nodes and an adversary within a game-theoretic context. We show that earlier information-theoretic capacity results for a jammed channel correspond to a pure Nash Equilibrium (NE).…

Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…

In this note we discuss a theory of combinatorial games that involve transmitting the moves through a noisy channel that can introduce errors during the transmission. Players are aware of this interference and incorporate this variable into…

We consider communication over a noisy network under randomized linear network coding. Possible error mechanism include node- or link- failures, Byzantine behavior of nodes, or an over-estimate of the network min-cut. Building on the work…

Successful animal systems often manage risk through synchronous behavior that spontaneously arises without leadership. In critical human systems facing risk, such as financial markets or military operations, our understanding of the…