Macroscopic Market Making Games
Mathematical Finance, EarlyView.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Nash equilibrium learning in non-cooperative reputation game in social networks
, 2022 Khadija Touya +3 more
openalex +2 more sources
Distributed averaging integral Nash equilibrium seeking on networks [PDF]
at - Automatisierungstechnik, 2018 C. D. Persis, Sergio Grammatico
semanticscholar +1 more source
Order Routing and Market Quality: Who Benefits From Internalization?
Mathematical Finance, EarlyView.ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley +1 more source
Evaluation of Pathogenic Variants Associated With Monogenic Disorders of Dyslipidemia in Patients With Well Characterised MASLD. [PDF]
Liver IntABSTRACT Background and Aims Dyslipidemia is common in patients with MASLD, but the frequency and significance of inherited disorders of dyslipidemia are unclear. We investigated the prevalence and significance of pathogenic variants associated with selected monogenic disorders of dyslipidemia in 3358 patients with well‐characterised MASLD. Approach We
Schwantes-An TH +12 more
europepmc +2 more sources
A pedestrian evacuation ABM in a complex environment based on Bayesian Nash Equilibrium
, 2023 Yiyu Wang, Jiaqi Ge, Alexis Comber
openalex +1 more source
The Optimal Bribe: Price Versus Quantity Competition in Oligopolies
The Manchester School, EarlyView.ABSTRACT We analyze an entry deterrence model between an incumbent firm and a potential entrant, where the incumbent strategically offers bribes to local officials to raise entry barriers. Our focus is a three‐stage Bertrand game under incomplete information in a differentiated goods market.
Vishavdeep Sharma +1 more
wiley +1 more source
Finding a Nash equilibrium and an optimal sharing policy for multiagent network expansion game
, 2016 Nadia Chaabane +3 more
openalex +2 more sources
Enhanced security of blowfish using game theory’s optimal one-shot category of nash equilibrium in avalanche effect [PDF]
, 2017 Shamina Ross B, V Josephraj
openalex +1 more source