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We investigate activities that have different periods of duration. We define the profit intensity as a measure of this economic category. The profit intensity in a repeated trading has a unique property of attaining its maximum at a fixed…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 Edward W. Piotrowski , Jan Sladkowski

We seek to understand when heterogeneity in user preferences yields improved outcomes in terms of overall cost. That this might be hoped for is based on the common belief that diversity is advantageous in many settings. We investigate this…

Computer Science and Game Theory · Computer Science 2018-06-29 Richard Cole , Thanasis Lianeas , Evdokia Nikolova

The partition of society into groups, polarization, and social networks are part of most conversations today. How do they influence price competition? We discuss Bertrand duopoly equilibria with demand subject to network effects. Contrary…

Theoretical Economics · Economics 2021-10-13 Renato Soeiro , Alberto Pinto

We introduce a mathematical model that combines the concepts of complex contagion with payoff-biased imitation, to describe how social behaviors spread through a population. Traditional models of social learning by imitation are based on…

Physics and Society · Physics 2025-01-13 Hiroaki Chiba-Okabe , Joshua B. Plotkin

Understanding the evolution of cooperation in multiplayer games is of vital significance for natural and social systems. An important challenge is that group interactions often leads to nonlinear synergistic effects. However, previous…

Physics and Society · Physics 2025-05-13 Wenqiang Zhu , Xin Wang , Chaoqian Wang , Longzhao Liu , Jiaxin Hu , Zhiming Zheng , Shaoting Tang , Hongwei Zheng , Jin Dong

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and…

General Finance · Quantitative Finance 2009-07-20 Gunter M. Schütz , Fernando Pigeard de Almeida Prado , Rosemary J. Harris , Vladimir Belitsky

This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…

Computer Science and Game Theory · Computer Science 2015-01-07 Omid Namvar Gharehshiran , William Hoiles , Vikram Krishnamurthy

Repeated small dynamic networks are integral to studies in evolutionary game theory, where networked public goods games offer novel insights into human behaviors. Building on these findings, it is necessary to develop a statistical model…

Applications · Statistics 2025-11-26 Hiroyasu Ando , Akihiro Nishi , Mark S. Handcock

We consider the situation where multiple transportation service providers cooperate to offer an integrated multi-modal platform to enhance the convenience to the passengers through ease in multi-modal journey planning, payment, and first…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Yuntian Deng , Shiping Shao , Archak Mittal , Richard Twumasi-Boakye , James Fishelson , Abhishek Gupta , Ness B. Shroff

Platform giants in China have operated with persistently compressed margins in highly concentrated markets for much of the past decade, despite market shares exceeding 60\% in core segments. Standard theory predicts otherwise: either the…

Theoretical Economics · Economics 2026-01-23 Liang Chen

Decision-making individuals often imitate their highest-earning fellows rather than optimize their own utilities, due to bounded rationality and incomplete information. Perpetual fluctuations between decisions have been reported as the…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Yiheng Fu , Pouria Ramazi

In this paper, we introduce a preliminary model for interactions in the data market. Recent research has shown ways in which a data aggregator can design mechanisms for users to ensure the quality of data, even in situations where the users…

Computer Science and Game Theory · Computer Science 2017-04-06 Tyler Westenbroek , Roy Dong , Lillian J. Ratliff , S. Shankar Sastry

One of the key features of this paper is that the agents' opinion of a social network is assumed to be not only influenced by the other agents but also by two marketers in competition. One of our contributions is to propose a pragmatic…

Systems and Control · Electrical Eng. & Systems 2020-11-18 Vineeth S. Varma , Irinel-Constantin Morarescu , Samson Lasaulce , Samuel Martin

We consider a network of sellers, each selling a single product, where the graph structure represents pair-wise complementarities between products. We study how the network structure affects revenue and social welfare of equilibria of the…

Computer Science and Game Theory · Computer Science 2016-05-03 Moshe Babaioff , Liad Blumrosen , Noam Nisan

Interactions between people are the basis on which the structure of our society arises as a complex system and, at the same time, are the starting point of any physical description of it. In the last few years, much theoretical research has…

Computer Science and Game Theory · Computer Science 2017-12-06 Mattia Mazzoli , Angel Sanchez

We develop a general framework for incorporating distributional preferences in market design. We identify the structural properties of these preferences that guarantee the path independence of choice rules. In decentralized settings, a…

Theoretical Economics · Economics 2026-02-10 Federico Echenique , Teddy Mekonnen , M. Bumin Yenmez

Information diffusion on social networks has been described as a collective outcome of threshold behaviors in the framework of threshold models. However, since the existing models do not take into account individuals' optimization problem,…

Physics and Society · Physics 2022-09-08 Teruyoshi Kobayashi

We construct a model of strategic imitation in an arbitrary network of players who interact through an additive game. Assuming a discrete time update, we show a condition under which the resulting difference equations converge to consensus.…

Dynamical Systems · Mathematics 2019-04-15 Christopher Griffin , Sarah Rajtmajer , Anna Squicciarini , Andrew Belmonte

The well-known Ising model used in statistical physics was adapted to a social dynamics context to simulate the adoption of a technological innovation. The model explicitly combines (a) an individual's perception of the advantages of an…

Physics and Society · Physics 2015-05-20 Carlos E. Laciana , Santiago L. Rovere

Goods can exhibit positive externalities impacting decisions of customers in socials networks. Suppliers can integrate these externalities in their pricing strategies to increase their revenue. Besides optimizing the prize, suppliers also…

Multiagent Systems · Computer Science 2021-04-15 Pegah Rokhforoz , Olga Fink