Publications associées à Jeu bayésien

Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update

In this paper we provide a novel and simple algorithm, Clairvoyant Multiplicative Weights Updates (CMWU), for convergence to \textit{Coarse Correlated Equilibria} (CCE) in general games. CMWU effectively corresponds to the standard MWU algorithm but where ...

2022

Informational frictions in financial markets

Erik Hapnes

This thesis consists of three chapters on informational frictions in financial markets. The chapters analyze problems related to markets' ability to guide real investment, and what drives liquidity. Both problems are important to ensure efficient resource ...

EPFL2021

Walrasian Dynamics in Multi-unit Markets

Aris Filos Ratsikas

In a multi-unit market, a seller brings multiple units of a good and tries to sell them to a set of buyers that have monetary endowments. While a Walrasian equilibrium does not always exist in this model, natural relaxations of the concept that retain its ...

AAAI Press2019

Quantifying Commitment in Nash Equilibria

Thomas Alois Weber

To quantify a player's commitment in a given Nash equilibrium of a finite dynamic game, we map the corresponding normal-form game to a "canonical extension," which allows each player to adjust his or her move with a certain probability. The commitment meas ...

2019

Moving Horizon Demand and State Estimation for Model Predictive Perimeter Control of Large-scale Urban Networks

Nikolaos Geroliminis, Isik Ilber Sirmatel

Perimeter control schemes proposed to alleviate congestion in large-scale urban networks usually assume perfect knowledge of the accumulation state and inflow demands, both requiring information about the origins and destinations of drivers. Such assumptio ...

IEEE2019

Robust Multidimensional Pricing: Separation without Regret

Daniel Kuhn, Napat Rujeerapaiboon, Cagil Kocyigit

We study a robust monopoly pricing problem with a minimax regret objective, where a seller endeavors to sell multiple goods to a single buyer, only knowing that the buyer's values for the goods range over a rectangular uncertainty set. We interpret this pr ...

2022

A Robust Resolution of Newcomb's Paradox

Thomas Alois Weber

Newcomb's problem is viewed as a dynamic game with an agent and a superior being as players. Depending on whether or not a risk-neutral agent's confidence in the superior being, as measured by a subjective probability assigned to the move order, exceeds a ...

2016

A Linear Programming Model for Power Distribution with Demand Response and Variable Renewable Energ

Frédéric Louis François Babonneau, Alain Haurie

A linear programming framework is proposed to model distribution network characteristics, and market clearing processes for flexible load and distributed energy resources providing reserve and reactive power compensation. One shows that the Nash equilibriu ...

Elsevier Sci Ltd2016

On Non-cooperative Genomic Privacy

Jean-Pierre Hubaux, Amalio Telenti, Erman Ayday, Mathias Jacques Jean-Marc Humbert

Over the last few years, the vast progress in genome sequencing has highly increased the availability of genomic data. Today, individuals can obtain their digital genomic sequences at reasonable prices from many online service providers. Individuals can st ...

2015

Competition of Wireless Providers for Atomic Users

Bixio Rimoldi, Vojislav Gajic

We study a problem where wireless service providers compete for heterogenous wireless users. The users differ in their utility functions as well as in the perceived quality of service of individual providers. We model the interaction of an arbitrary number ...

Ieee-Inst Electrical Electronics Engineers Inc2014