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The role of a market maker is to simultaneously offer to buy and sell quantities of goods, often a financial asset such as a share, at specified prices. An automated market maker (AMM) is a mechanism that offers to trade according to some…

Computer Science and Game Theory · Computer Science 2024-02-15 Michael J. Curry , Zhou Fan , David C. Parkes

In this paper, we investigate the dynamic emergence of traffic order in a distributed multi-agent system, aiming to minimize inefficiencies that stem from unnecessary structural impositions. We introduce a methodology for developing a…

Multiagent Systems · Computer Science 2025-01-28 Anahita Jain , Husni R. Idris , John-Paul Clarke

On-demand transport services in the form of dial-a-ride and taxis are crucial parts of the transport infrastructure in all major cities. However, not all on-demand transport services are equal. In particular, not-for-profit dial-a-ride…

Computers and Society · Computer Science 2015-01-08 Malcolm Egan , Michal Jakob

Machine learning (ML) has demonstrated remarkable capabilities across many real-world systems, from predictive modeling to intelligent automation. However, the widespread integration of machine learning also makes it necessary to ensure…

Machine Learning · Computer Science 2024-01-08 Ruijie Du , Deepan Muthirayan , Pramod P. Khargonekar , Yanning Shen

This paper studies spatiotemporal pricing and fleet management for autonomous mobility-on-demand (AMoD) systems while taking elastic demand into account. We consider a platform that offers ride-hailing services using a fleet of autonomous…

Optimization and Control · Mathematics 2024-04-02 Zhijie Lai , Sen Li

We study fairness in the context of feature-based price discrimination in monopoly markets. We propose a new notion of individual fairness, namely, \alpha-fairness, which guarantees that individuals with similar features face similar…

Computer Science and Game Theory · Computer Science 2022-02-28 Shantanu Das , Swapnil Dhamal , Ganesh Ghalme , Shweta Jain , Sujit Gujar

Market price systems constitute a well-understood class of mechanisms that under certain conditions provide effective decentralization of decision making with minimal communication overhead. In a market-oriented programming approach to…

Artificial Intelligence · Computer Science 2008-02-03 M. P. Wellman

Matching platforms, from ridesharing to food delivery to competitive gaming, face a fundamental operational dilemma: match agents immediately to minimize waiting costs, or delay to exploit the efficiency gains of thicker markets. Yet…

Optimization and Control · Mathematics 2026-01-30 Jie Liu , Hailun Zhang , Jiheng Zhang

Urban Air Mobility (UAM) has the potential to revolutionize transportation. It will exploit the third dimension to help smooth ground traffic in densely populated areas. To be successful, it will require an integrated approach able to…

Optimization and Control · Mathematics 2022-11-08 Mehdi Bennaceur , Rémi Delmas , Youssef Hamadi

Fixed pickup and delivery times can strongly limit the performance of freight transportation. Against this backdrop, fleet operators can use compensation mechanisms such as monetary incentives to buy delay time from their customers, in…

Systems and Control · Electrical Eng. & Systems 2022-03-28 Canqi Yao , Shibo Chen , Mauro Salazar , Zaiyue Yang

We study a participatory budgeting problem of aggregating the preferences of agents and dividing a budget over the projects. A budget division solution is a probability distribution over the projects. The main purpose of our study concerns…

Computer Science and Game Theory · Computer Science 2020-11-02 Zhongzheng Tang , Chenhao Wang , Mengqi Zhang

Blockchain enables peer-to-peer transactions in cyberspace without a trusted third party. The rapid growth of Ethereum and smart contract blockchains generally calls for well-designed Transaction Fee Mechanisms (TFMs) to allocate limited…

General Economics · Economics 2023-05-05 Luyao Zhang , Fan Zhang

Airlines are critical today for carrying people and commodities on time. Any delay in the schedule of these planes can potentially disrupt the business and trade of thousands of employees at any given time. Therefore, precise flight delay…

Machine Learning · Computer Science 2022-08-23 Sia Gholami , Saba Khashe

Throughput is a main performance objective in communication networks. This paper considers a fundamental maximum throughput routing problem -- the all-or-nothing multicommodity flow (ANF) problem -- in arbitrary directed graphs and in the…

Data Structures and Algorithms · Computer Science 2022-07-27 Anya Chaturvedi , Chandra Chekuri , Mengxue Liu , Andréa W. Richa , Mattias Rost , Stefan Schmid , Jamison Weber

This paper studies the topic of cost-efficiency in incomplete markets. A payoff is called cost-efficient if it achieves a given probability distribution at some given investment horizon with a minimum initial budget. Extensive literature…

Portfolio Management · Quantitative Finance 2026-05-13 Carole Bernard , Stephan Sturm

In the ever evolving landscape of decentralized finance automated market makers (AMMs) play a key role: they provide a market place for trading assets in a decentralized manner. For so-called bluechip pairs, arbitrage activity provides a…

Statistical Finance · Quantitative Finance 2025-05-16 Abe Alexander , Lars Fritz

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

Computer Science and Game Theory · Computer Science 2017-04-17 Nikhil Devanur , Jugal Garg , Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod

I develop a continuous-time model in which an incumbent batch-service provider faces stochastic passenger arrivals and must decide when to dispatch under the threat of customer defection to a faster entrant. The incumbent's problem is…

Theoretical Economics · Economics 2025-05-28 Md Mahadi Hasan

Multiple machine learning and prediction models are often used for the same prediction or recommendation task. In our recent work, where we develop and deploy airline ancillary pricing models in an online setting, we found that among…

Machine Learning · Computer Science 2019-05-23 Naman Shukla , Arinbjörn Kolbeinsson , Lavanya Marla , Kartik Yellepeddi

Financial markets are often modelled as if time were unique and continuous across assets and markets. Financial markets are however asynchronous, order flow is event-driven, and waiting times between events are often random. Many of the…

Trading and Market Microstructure · Quantitative Finance 2026-04-29 Chris Angstmann , Tim Gebbie