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A Multiagent Model of Efficient and Sustainable Financial Markets

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Essays on Equilibrium Asset Pricing

Rodolfo Javier Prieto Katunaric

This thesis consists of three chapters. The first chapter endogenizes technological change by introducing a stylized innovation process driven by a R&D–dependent Poisson process in a Cox, Ingersoll and Ross (1985) production economy. The model reproduces s ...

EPFL2010

The Role of Game Theory in Key Agreement Over a Public Channel

Michael Christoph Gastpar

In this work we study the problem of key agreement over a public noiseless channel when Alice, Bob and Charlie observe discrete memoryless sources of an unknown distribution. Alice and Bob want to agree on a key K-AB that is protected from Charlie. At the ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2010

On Non-cooperative Location Privacy: A Game-theoretic Analysis

Jean-Pierre Hubaux, Julien Freudiger, David C. Parkes

In mobile networks, authentication is a required primitive of the majority of security protocols. However, an adversary can track the location of mobile nodes by monitoring pseudonyms used for authentication. A frequently proposed solution to protect locat ...

2009

Cooperation in Underwater Sensor Networks

Jean-Pierre Hubaux, Florent Frédéric Garcin

In underwater sensor networks (UWSNs), one of the main concerns is to reduce the energy consumption in order to maximize the lifetime. This work focuses on multiple sensor networks governed by different authorities. If the authorities are willing to cooper ...

IEEE2009

Promoting Intellectual Discovery: Patents Versus Markets

Because they provide exclusive property rights, patents are generally considered to be an effective way to promote intellectual discovery. Here, we propose a different compensation scheme, in which everyone holds shares in the components of potential disco ...

2009

On optimal bidding strategy modeling in the context of a liberalized electricity market

Elena Vdovina Beck

The electricity markets worldwide have distinctive particularities due to some political and historical reasons. However, principal guidelines of market design remain very similar. The main feature of deregulation is to introduce a competition into the gen ...

EPFL2008

Game Theoretic Considerations for the Gaussian Multiple Access Channel

Bixio Rimoldi, Vojislav Gajic

We study the behavior of users in a classical Additive White Gaussian Noise Multiple Access Channel. We model users as rational entities whose only interest is to maximize their own communication rate, and we model their interaction as a noncooperative one ...

2008

The Structure of Optimal Consumption Streams in General Incomplete Markets

Semyon Malamud

We prove that for any incomplete market and any concave utility function the marginal propensities to consume and to save are always positive. Furthermore, we intro- duce a class of incomplete markets that includes almost all well known examples of market ...

2007

Border Games in Cellular Networks

Jean-Pierre Hubaux, Mark Felegyhazi, Mario Cagalj, Diego Dufour

In each country today, cellular networks operate on carefully separated frequency bands. This separation is imposed by the regulators of the given country to avoid interference between these networks. But, the separation is only valid within the borders of ...

2007

A comparison of Nash equilibria analysis and agent-based modelling for power markets

Elena Vdovina Beck

In this paper we compare Nash equilibria analysis and agent-based modelling for assessing the market dynamics of network-constrained pool markets. Power suppliers submit their bids to the market place in order to maximize their payoffs, where we apply rein ...

2006