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This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…

Trading and Market Microstructure · Quantitative Finance 2024-09-26 Neil A. Chriss

Data buyers compete in a game of incomplete information about which a single data seller owns some payoff-relevant information. The seller faces a joint information- and mechanism-design problem: deciding which information to sell, while…

Computer Science and Game Theory · Computer Science 2024-11-18 Alessandro Bonatti , Munther Dahleh , Thibaut Horel , Amir Nouripour

We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by dealers with quadratic inventory costs,…

Trading and Market Microstructure · Quantitative Finance 2021-03-03 Peter Bank , Ibrahim Ekren , Johannes Muhle-Karbe

We investigate a novel approach to resilient distributed optimization with quadratic costs in a multi-agent system prone to unexpected events that make some agents misbehave. In contrast to commonly adopted filtering strategies, we draw…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Luca Ballotta , Giacomo Como , Jeff S. Shamma , Luca Schenato

Competition has been introduced in the electricity markets with the goal of reducing prices and improving efficiency. The basic idea which stays behind this choice is that, in competitive markets, a greater quantity of the good is exchanged…

Physics and Society · Physics 2009-11-11 Ettore Bompard , Yuchao Ma , Elena Ragazzi

We study a market mechanism that sets edge prices to incentivize strategic agents to efficiently share limited network capacity. In this market, agents form coalitions, with each coalition sharing a unit capacity of a selected route and…

Computer Science and Game Theory · Computer Science 2025-11-19 Saurabh Amin , Patrick Jaillet , Haripriya Pulyassary , Manxi Wu

We analyze the dynamics of competitions with a large number of players. In our model, n players compete against each other and the winner is decided based on the standings: in each competition, the mth ranked player wins. We solve for the…

Physics and Society · Physics 2007-05-23 E. Ben-Naim , B. Kahng , J. S. Kim

This paper investigates the incentives of mobile network operators (MNOs) for acquiring additional spectrum to offer mobile virtual network operators (MVNOs) and thereby inviting competition for a common pool of end users (EUs). We consider…

Computer Science and Game Theory · Computer Science 2020-06-12 Xingran Chen , Mohammad Hassan Lotfi , Saswati Sarkar

This paper examines how data inputs shape competition among artificial intelligences (AIs) in pricing games. The dataset assigns labels to consumers and divides them into different markets, thereby inducing multimarket contact among AIs. We…

General Economics · Economics 2025-12-30 Zhang Xu , Mingsheng Zhang , Wei Zhao

We investigate the collective behavior of a system of social agents subject to the competition between two mass media influences considered as external fields. We study under what conditions either of two mass media with different…

Physics and Society · Physics 2024-05-09 O. Alvarez-Llamoza , M. G. Cosenza , J. C. Gonzalez-Avella , M. A. Suarez , K. Tucci , P. Valverde

Prediction markets provide an efficient means to assess uncertain quantities from forecasters. Traditional and competitive strictly proper scoring rules have been shown to incentivize players to provide truthful probabilistic forecasts.…

Computer Science and Game Theory · Computer Science 2012-02-20 SangIn Chun , Ross D. Shachter

The literature in modern machine learning has only negative results for learning to communicate between competitive agents using standard RL. We introduce a modified sender-receiver game to study the spectrum of partially-competitive…

Machine Learning · Computer Science 2021-01-26 Michael Noukhovitch , Travis LaCroix , Angeliki Lazaridou , Aaron Courville

We present a novel framework to learn functions that estimate decisions of sellers and buyers simultaneously in an oligopoly market for a price-sensitive product. In this setting, the aim of the seller network is to come up with a price for…

Machine Learning · Computer Science 2021-10-27 Naman Shukla , Kartik Yellepeddi

The rapid growth of the digital platform economy is transforming labor markets, offering new employment opportunities with promises of flexibility and accessibility. However, these benefits often come at the expense of increased economic…

Computers and Society · Computer Science 2025-10-23 Clara Punzi

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

In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

Computer Science and Game Theory · Computer Science 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

We study an interacting agent model of a game-theoretical economy. The agents play a minority-subsequently-majority game and they learn, using backpropagation networks, to obtain higher payoffs. We study the relevance of heterogeneity to…

Condensed Matter · Physics 2007-05-23 Wan Ahmad Tajuddin Wan Abdullah

Organizations consist of individuals connected by their responsibilities, incentives, and reporting structure. These connections are aptly represented by a network, hierarchical or other, which is often used to divide tasks. A primary goal…

Computer Science and Game Theory · Computer Science 2017-03-09 Swaprava Nath , Balakrishnan , Narayanaswamy

This is the third paper in a series concerning the game-theoretic aspects of position-building while in competition. The first paper set forth foundations and laid out the essential goal, which is to minimize implementation costs in light…

Trading and Market Microstructure · Quantitative Finance 2024-10-29 Neil A. Chriss

In a dynamic matching market, such as a marriage or job market, how should agents balance accepting a proposed match with the cost of continuing their search? We consider this problem in a discrete setting, in which agents have cardinal…

Computer Science and Game Theory · Computer Science 2021-06-16 Ishan Agarwal , Richard Cole , Yixin Tao
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