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Cournot competition is a fundamental economic model that represents firms competing in a single market of a homogeneous good. Each firm tries to maximize its utility---a function of the production cost as well as market price of the…

Computer Science and Game Theory · Computer Science 2014-07-25 Melika Abolhassani , MohammadHossein Bateni , MohammadTaghi Hajiaghayi , Hamid Mahini , Anshul Sawant

We study a model of vendors competing to sell a homogeneous product to customers spread evenly along a linear city. This model is based on Hotelling's celebrated paper in 1929. Our aim in this paper is to present a necessary and sufficient…

Theoretical Economics · Economics 2019-07-16 Satoshi Hayashi , Naoki Tsuge

We explore a model of duopolistic competition in which consumers learn about the fit of each competitor's product. In equilibrium, consumers comparison shop: they learn only about the relative values of the products. When information is…

Theoretical Economics · Economics 2023-04-18 Brian C. Albrecht , Mark Whitmeyer

We introduce a new numerical framework to learn optimal bidding strategies in repeated auctions when the seller uses past bids to optimize her mechanism. Crucially, we do not assume that the bidders know what optimization mechanism is used…

Computer Science and Game Theory · Computer Science 2021-02-09 Thomas Nedelec , Jules Baudet , Vianney Perchet , Noureddine El Karoui

This article presents a proof of the existence of Bertrand-Nash equilibrium prices with multi-product firms and under the Logit model of demand that does not rely on restrictive assumptions on product characteristics, firm homogeneity or…

General Finance · Quantitative Finance 2012-02-14 W. Ross Morrow , Steven J. Skerlos

In statistical physics any given system can be either at an equilibrium or away from it. Networks are not an exception. Most network models can be classified as either equilibrium or growing. Here we show that under certain conditions there…

Statistical Mechanics · Physics 2013-08-13 Dmitri Krioukov , Massimo Ostilli

Global supply networks in agriculture, manufacturing, and services are a defining feature of the modern world. The efficiency and the distribution of surpluses across different parts of these networks depend on choices of intermediaries.…

General Finance · Quantitative Finance 2019-06-05 Felipe M. Cardoso , Carlos Gracia-Lazaro , Frederic Moisan , Sanjeev Goyal , Angel Sanchez , Yamir Moreno

This paper studies the equilibrium price of an asset that is traded in continuous time between N agents who have heterogeneous beliefs about the state process underlying the asset's payoff. We propose a tractable model where agents maximize…

Mathematical Finance · Quantitative Finance 2020-03-26 Johannes Muhle-Karbe , Marcel Nutz , Xiaowei Tan

A platform commits to a search algorithm that maps prices to search order. Given this algorithm, sellers set prices, and consumers engage in sequential search. This framework generalizes the ordered search literature. We introduce a special…

Theoretical Economics · Economics 2025-03-06 Xiaoyu Chen , Jingmin Huang , Yibo Lian

We analyze competition on nonlinear prices in homogeneous goods markets with consumer search. In equilibrium firms offer two-part tariffs consisting of a linear price and lump-sum fee. The equilibrium production is socially efficient as the…

Theoretical Economics · Economics 2021-10-01 Atabek Atayev

Stable matching, a classical model for two-sided markets, has long been studied with little consideration for how each side's preferences are learned. With the advent of massive online markets powered by data-driven matching platforms, it…

Machine Learning · Computer Science 2020-07-14 Lydia T. Liu , Horia Mania , Michael I. Jordan

We represent an exchange economy in terms of statistical ensembles for complex networks by introducing the concept of market configuration. This is defined as a sequence of nonnegative discrete random variables $\{w_{ij}\}$ describing the…

General Finance · Quantitative Finance 2016-09-15 Leonardo Bargigli , Andrea Lionetto , Stefano Viaggiu

We study the equilibria of uniform price auctions where many asymmetric bidders have flat demands up to their respective quantity constraints. We present an iterative procedure that systematically finds an equilibrium outcome as well as an…

Theoretical Economics · Economics 2026-04-09 Kiho Yoon

Sellers in online markets face the challenge of determining the right time to sell in view of uncertain future offers. Classical stopping theory assumes that sellers have full knowledge of the value distributions, and leverage this…

Theoretical Economics · Economics 2022-06-30 Pieter Kleer , Johan van Leeuwaarden

We propose a decentralized market model in which agents can negotiate bilateral contracts. This builds on a similar, but centralized, model of trading networks introduced by Hatfield et al. in 2013. Prior work has established that…

Computer Science and Game Theory · Computer Science 2025-01-29 Edwin Lock , Benjamin Patrick Evans , Eleonora Kreacic , Sujay Bhatt , Alec Koppel , Sumitra Ganesh , Paul W. Goldberg

We present a linear agent based model on brand competition. Each agent belongs to one of the two brands and interacts with its nearest neighbors. In the process the agent can decide to change to the other brand if the move is beneficial.…

Physics and Society · Physics 2016-09-08 L. Casillas , F. J. Espinosa , R. Huerta-Quintanilla , M. Rodriguez-Achach

We study a problem where wireless service providers compete for heterogenous wireless users. The users differ in their utility functions as well as in the perceived quality of service of individual providers. We model the interaction of an…

Information Theory · Computer Science 2010-07-08 Vojislav Gajić , Jianwei Huang , Bixio Rimoldi

We study equilibria of markets with $m$ heterogeneous indivisible goods and $n$ consumers with combinatorial preferences. It is well known that a competitive equilibrium is not guaranteed to exist when valuations are not gross substitutes.…

Computer Science and Game Theory · Computer Science 2014-06-04 Shahar Dobzinski , Michal Feldman , Inbal Talgam-Cohen , Omri Weinstein

We model competition on a credence goods market governed by an imperfect label, signaling high quality, as a rank-order tournament between firms. In this market interaction, asymmetric firms jointly and competitively control the aggregate…

Theoretical Economics · Economics 2025-08-28 Daniel Rehsmann , Béatrice Roussillon , Paul Schweinzer

In this model study of the commodity market, we present some evidence of competition of commodities for the status of money in the regime of parameters, where emergence of money is possible. The competition reveals itself as a rivalry of a…

Statistical Finance · Quantitative Finance 2015-06-09 Robert Gębarowski , Stanisław Drożdż , Andrzej Z. Górski , Paweł Oświęcimka