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The coordinated operation of interconnected but locally controlled electricity markets is generally referred to as a "coupling". In this paper we propose a new mechanism design for efficient coupling of independent electricity markets. The…

Optimization and Control · Mathematics 2021-01-13 Alfredo Garcia , Roohallah Khatami , Ceyhun Eksin , Furkan Sezer

The competitive nature of Cloud marketplaces as new concerns in delivery of services makes the pricing policies a crucial task for firms. so that, pricing strategies has recently attracted many researchers. Since game theory can handle such…

Computer Science and Game Theory · Computer Science 2023-09-21 Safiye Ghasemi , Mohammad Reza Meybodi , Mehdi Dehghan Takht-Fooladi , Amir Masoud Rahmani

Is transparency always beneficial in complex systems such as traffic networks and stock markets? How is transparency defined in multi-agent systems, and what is its optimal degree at which social welfare is highest? We take an agent-based…

Multiagent Systems · Computer Science 2024-01-12 Kshama Dwarakanath , Svitlana Vyetrenko , Toks Oyebode , Tucker Balch

Autonomous and learning agents increasingly participate in markets - setting prices, placing bids, ordering inventory. Such agents are not just aiming to optimize in an uncertain environment; they are making decisions in a game-theoretical…

Computer Science and Game Theory · Computer Science 2025-06-24 Martin Bichler , Julius Durmann , Matthias Oberlechner

The success of an agent mediated e-market system lies in the underlying reputation management system to improve the quality of services in an information asymmetric e-market. Reputation provides an operatable metric for establishing…

Multiagent Systems · Computer Science 2011-10-19 Vibha Gaur , Neeraj Kumar Sharma

Although the specific structures of electricity markets are diverse around the world, they were all conceived on the premise of predictable, controllable generation with nonnegligible marginal costs. Recent changes, specifically, the…

Computer Science and Game Theory · Computer Science 2020-12-10 Orcun Karaca

We study an optimal execution problem with uncertain market impact to derive a more realistic market model. We construct a discrete-time model as a value function for optimal execution. Market impact is formulated as the product of a…

Trading and Market Microstructure · Quantitative Finance 2015-06-23 Kensuke Ishitani , Takashi Kato

The electricity industry has been one of the first to face technological changes motivated by sustainability concerns. Whilst efficiency aspects of market design have tended to focus upon market power concerns, the new policy challenges…

Theoretical Economics · Economics 2023-04-06 Lamia Varawala , Mohammad Reza Hesamzadeh , György Dán , Derek Bunn , Juan Rosellón

We consider the problem of how strategic users with asymmetric information can learn an underlying time varying state in a user-recommendation system. Users who observe private signals about the state, sequentially make a decision about…

Computer Science and Game Theory · Computer Science 2018-04-17 Deepanshu Vasal , Vijay Subramanian , Achilleas Anastasopoulos

In this study, we develop a theoretical model of strategic equilibrium bidding and price-setting behaviour by heterogeneous and boundedly rational electricity producers and a grid operator in a single electricity market under uncertain…

Physics and Society · Physics 2017-04-27 Jobst Heitzig , Hildegard Meyer-Ortmanns , Sabine Auer

We consider the problem of designing mechanisms that interact with strategic agents through strategic intermediaries (or mediators), and investigate the cost to society due to the mediators' strategic behavior. Selfish agents with private…

Computer Science and Game Theory · Computer Science 2015-01-20 Moshe Babaioff , Moran Feldman , Moshe Tennenholtz

We propose a smart contract that allows two mutually distrusting parties to transact any non-digital good or service by deploying a smart contract on a blockchain to act as escrow. The contract settles disputes by letting parties wager that…

Computer Science and Game Theory · Computer Science 2023-04-05 Nikolaj Ignatieff Schwartzbach

Large deployment of distribute energy resources and the increasing awareness of end-users towards their energy procurement are challenging current practices of electricity markets. A change of paradigm, from a top-down hierarchical approach…

Optimization and Control · Mathematics 2020-09-18 Fabio Moret , Andrea Tosatto , Thomas Baroche , Pierre Pinson

Data sharing issues pervade online social and economic environments. To foster social progress, it is important to develop models of the interaction between data producers and consumers that can promote the rise of cooperation between the…

Computer Science and Game Theory · Computer Science 2021-01-27 Víctor Gallego , Roi Naveiro , David Ríos Insua , Wolfram Rozas

In this paper I present several algorithmic techniques for improving the decision process of multiple types of agents behaving in environments where their interests are in conflict. The interactions between the agents are modelled by using…

Computer Science and Game Theory · Computer Science 2009-08-04 Mugurel Ionut Andreica

We propose a pseudo-market solution to resource allocation problems subject to constraints. Our treatment of constraints is general: including bihierarchical constraints due to considerations of diversity in school choice, or scheduling in…

Theoretical Economics · Economics 2020-11-09 Federico Echenique , Antonio Miralles , Jun Zhang

Artificial intelligence systems, which are designed with a capability to learn from the data presented to them, are used throughout society. These systems are used to screen loan applicants, make sentencing recommendations for criminal…

Machine Learning · Computer Science 2021-07-05 Jeremy Straub

Generative models, particularly Large Language Models (LLMs), produce fluent outputs yet lack verifiable guarantees. We adapt Design by Contract (DbC) and type-theoretic principles to introduce a contract layer that mediates every LLM call.…

Machine Learning · Computer Science 2025-11-04 Claudiu Leoveanu-Condrei

Dissensus is a modeling framework for networks of dynamic agents in competition for scarce resources. Originally inspired by biological cells behaviors, it fits also marketing, finance and many other application areas. Competition is often…

Optimization and Control · Mathematics 2016-11-17 D. Bauso , L. Giarre' , R. Pesenti

As computational agents are developed for increasingly complicated e-commerce applications, the complexity of the decisions they face demands advances in artificial intelligence techniques. For example, an agent representing a seller in an…

Artificial Intelligence · Computer Science 2017-01-08 W. P. Birmingham , E. H. Durfee , S. Park