Zobrazeno 1 - 10
of 250
pro vyhledávání: '"Gutierrez, Julian"'
Autor:
Gutierrez, Julian
This thesis studies mean-field games (MFGs) models of price formation. The thesis focuses explicitly on a MFGs price formation model proposed by Gomes and Saude. The thesis is divided into two parts. The first part examines the deterministic supply c
Externí odkaz:
http://hdl.handle.net/10754/694581
Publikováno v:
EPTCS 379, 2023, pp. 344-358
We consider the problem of incentivising desirable behaviours in multi-agent systems by way of taxation schemes. Our study employs the concurrent games model: in this model, each agent is primarily motivated to seek the satisfaction of a goal, expres
Externí odkaz:
http://arxiv.org/abs/2307.05076
In game theory, mechanism design is concerned with the design of incentives so that a desired outcome of the game can be achieved. In this paper, we explore the concept of equilibrium design, where incentives are designed to obtain a desirable equili
Externí odkaz:
http://arxiv.org/abs/2306.03045
We propose a machine learning method to solve a mean-field game price formation model with common noise. This involves determining the price of a commodity traded among rational agents subject to a market clearing condition imposed by random supply,
Externí odkaz:
http://arxiv.org/abs/2305.17618
We introduce and study a computational version of the principal-agent problem -- a classic problem in Economics that arises when a principal desires to contract an agent to carry out some task, but has incomplete information about the agent or their
Externí odkaz:
http://arxiv.org/abs/2305.10334
Autor:
Lee, Wei-Chen, Hyland, David, Abate, Alessandro, Elkind, Edith, Gan, Jiarui, Gutierrez, Julian, Harrenstein, Paul, Wooldridge, Michael
We introduce a natural variant of weighted voting games, which we refer to as k-Prize Weighted Voting Games. Such games consist of n players with weights, and k prizes, of possibly differing values. The players form coalitions, and the i-th largest c
Externí odkaz:
http://arxiv.org/abs/2302.13888
Publikováno v:
Artificial Intelligence, Volume 314, January 2023, 103806
In rational verification, the aim is to verify which temporal logic properties will obtain in a multi-agent system, under the assumption that agents ("players") in the system choose strategies for acting that form a game theoretic equilibrium. Prefer
Externí odkaz:
http://arxiv.org/abs/2301.06157
Rational verification refers to the problem of checking which temporal logic properties hold of a concurrent multiagent system, under the assumption that agents in the system choose strategies that form a game-theoretic equilibrium. Rational verifica
Externí odkaz:
http://arxiv.org/abs/2207.02637
Here, we study machine learning (ML) architectures to solve a mean-field games (MFGs) system arising in price formation models. We formulate a training process that relies on a min-max characterization of the optimal control and price variables. Our
Externí odkaz:
http://arxiv.org/abs/2204.03968
We consider the mean-field game price formation model introduced by Gomes and Sa\'ude. In this MFG model, agents trade a commodity whose supply can be deterministic or stochastic. Agents maximize profit, taking into account current and future prices.
Externí odkaz:
http://arxiv.org/abs/2204.01435