This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel [17]. We characterize the set of equilibria for this portfoli...
In this paper, we describe a novel bidding strategy that autonomous trading agents can use to participate in Continuous Double Auctions (CDAs). Our strategy is based on both short...
Perukrishnen Vytelingum, Dave Cliff, Nicholas R. J...
A key consideration in building differentiated network services is the feasibility of maintaining stable and consistent service level agreements across multiple networks where allo...
Nemo Semret, Raymond R.-F. Liao, Andrew T. Campbel...
In this paper we explore some of the connections between cooperative game theory and the utility maximization framework for routing and flow control in networks. Central to both a...
In this paper we consider a game-theoretic dynamic model describing the exploitation of a renewable resource. Our model is based on a Cournot oligopoly game where n profit-maximizi...
Gian Italo Bischi, Michael Kopel, Ferenc Szidarovs...