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We study the economic interactions among sellers and buyers in online markets. In such markets, buyers have limited information about the product quality, but can observe the sellers' reputations which depend on their past transaction…

Computer Science and Game Theory · Computer Science 2021-03-31 Qian Ma , Jianwei Huang , Tamer Başar , Ji Liu , Xudong Chen

We study long-run market stability for repeated price competitions between two firms, where consumer demand depends on firms' posted prices and consumers' price expectations called reference prices. Consumers' reference prices vary over…

Computer Science and Game Theory · Computer Science 2022-03-23 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang

This paper aims to investigate and achieve seller-side fairness within online marketplaces, where many sellers and their items are not sufficiently exposed to customers in an e-commerce platform. This phenomenon raises concerns regarding…

Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We…

Machine Learning · Computer Science 2013-11-28 Kareem Amin , Afshin Rostamizadeh , Umar Syed

Sequential search models provide a powerful framework for studying consumer search using rich data that records the sequence of consumer actions taken during the search process. In existing empirical applications, their implementation often…

Econometrics · Economics 2026-05-05 Tinghan Zhang

Constant price impact functions, much used in financial literature, are shown to give rise to paradoxical outcomes since they do not allow for proper predictability removal: for instance the exploitation of a single large trade whose size…

Physics and Society · Physics 2010-01-27 Damien Challet

We consider a financial market in which traders potentially face restrictions in trading some of the available securities. Traders are heterogeneous with respect to their beliefs and risk profiles, and the market is assumed thin: traders…

Economics · Quantitative Finance 2023-12-06 Michail Anthropelos , Constantinos Kardaras

Pricing decisions are often made when market information is still poor. In turn, existing theoretical models often reason about the response of optimal prices to changing market characteristics without exploiting all available information…

Optimization and Control · Mathematics 2021-07-19 Stefanos Leonardos , Costis Melolidakis , Constandina Koki

A monopolist offers personalized prices to consumers with unit demand, heterogeneous values, and idiosyncratic costs, who differ in a protected characteristic, such as race or gender. The seller is subject to a non-discrimination…

Theoretical Economics · Economics 2025-06-27 Philipp Strack , Kai Hao Yang

Implementing a set of microeconomic criteria, we develop price dynamics equations using a function of demand/supply with key symmetry properties. The function of demand/supply can be linear or nonlinear. The type of function determines the…

Mathematical Finance · Quantitative Finance 2019-04-02 Carey Caginalp , Gunduz Caginalp

Energy market designs with non-merchant storage have been proposed in recent years, with the aim of achieving optimal market integration of storage. In order to handle the time-linking constraints that are introduced in such markets,…

Optimization and Control · Mathematics 2024-09-10 Linde Frölke , Eléa Prat , Pierre Pinson , Richard M. Lusby , Jalal Kazempour

A pure Hotelling game is a competition between a finite number of players who select simultaneously a location in order to attract as many consumers as possible. In this paper, we study the case of a general distribution of consumers on a…

Optimization and Control · Mathematics 2020-02-03 Gaëtan Fournier

The e-commerce share in the global retail spend is showing a steady increase over the years indicating an evident shift of consumer attention from bricks and mortar to clicks in retail sector. In recent years, online marketplaces have…

Computers and Society · Computer Science 2018-05-02 Shini Renjith

This paper shows that in suitable markets, even with out-of-equilibrium trade allowed, a simple price update rule leads to rapid convergence toward the equilibrium. In particular, this paper considers a Fisher market repeated over an…

Computer Science and Game Theory · Computer Science 2010-12-13 Richard Cole , Lisa Fleischer , Ashish Rastogi

This paper studies a stylized model of a monopoly data seller when information-sharing network exists among data buyers. We show that, if the buyers' prior information is sufficiently noisy, the optimal selling strategy is characterized by…

Theoretical Economics · Economics 2024-04-09 Jihwan Do , Lining Han , Xiaoxi Li

Globally operating suppliers face the rising challenge of wholesale pricing under scarce data about retail demand, in contrast to better informed, locally operating retailers. At the same time, as local businesses proliferate, markets…

Computer Science and Game Theory · Computer Science 2021-07-19 Costis Melolidakis , Stefanos Leonardos , Constandina Koki

We consider a one-period Kyle (1985) framework where the insider can be subject to a penalty if she trades. We establish existence and uniqueness of equilibrium for virtually any penalty function when noise is uniform. In equilibrium, the…

Trading and Market Microstructure · Quantitative Finance 2018-09-21 Sylvain Carré , Pierre Collin-Dufresne , Franck Gabriel

Predicting future consumer behaviour is one of the most challenging problems for large scale retail firms. Accurate prediction of consumer purchase pattern enables better inventory planning and efficient personalized marketing strategies.…

Machine Learning · Computer Science 2020-10-15 Ankur Verma

Product search is one of the most popular methods for customers to discover products online. Most existing studies on product search focus on developing effective retrieval models that rank items by their likelihood to be purchased. They,…

Information Retrieval · Computer Science 2019-09-17 Qingyao Ai , Yongfeng Zhang , Keping Bi , W. Bruce Croft

We introduce a game model called "customer attraction game" to demonstrate the competition among online content providers. In this model, customers exhibit interest in various topics. Each content provider selects one topic and benefits…

Computer Science and Game Theory · Computer Science 2024-10-11 Xiaotie Deng , Hangxin Gan , Ningyuan Li , Weian Li , Qi Qi
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