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Related papers: Dynamic Matching Market Design

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We consider the task of rendezvous in networks modeled as undirected graphs. Two mobile agents with different labels, starting at different nodes of an anonymous graph, have to meet. This task has been considered in the literature under two…

Data Structures and Algorithms · Computer Science 2019-08-20 Sébastien Bouchard , Yoann Dieudonné , Andrzej Pelc , Franck Petit

We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trading takes place asynchronously through a matching engine in…

Trading and Market Microstructure · Quantitative Finance 2023-11-23 Matthew Dicks , Andrew Paskaramoorthy , Tim Gebbie

We consider a dynamic social network model in which agents play repeated games in pairings determined by a stochastically evolving social network. Individual agents begin to interact at random, with the interactions modeled as games. The…

Probability · Mathematics 2007-05-23 Brian Skyrms , Robin Pemantle

With the growing use of distributed machine learning techniques, there is a growing need for data markets that allows agents to share data with each other. Nevertheless data has unique features that separates it from other commodities…

Theoretical Economics · Economics 2021-07-21 Mohammad Rasouli , Michael I. Jordan

We introduce a new framework to model interactions among agents which seek to trade to minimize their risk with respect to some future outcome. We quantify this risk using the concept of risk measures from finance, and introduce a class of…

Computer Science and Game Theory · Computer Science 2014-10-13 Rafael M. Frongillo , Mark D. Reid

Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…

Trading and Market Microstructure · Quantitative Finance 2021-01-08 Takanobu Mizuta

Motivated by our collaboration with a major refugee resettlement agency in the U.S., we study a dynamic matching problem where each new arrival (a refugee case) must be matched immediately and irrevocably to one of the static resources (a…

Data Structures and Algorithms · Computer Science 2025-07-03 Kirk Bansak , Soonbong Lee , Vahideh Manshadi , Rad Niazadeh , Elisabeth Paulson

We introduce a dynamic mechanism design problem in which the designer wants to offer for sale an item to an agent, and another item to the same agent at some point in the future. The agent's joint distribution of valuations for the two…

Computer Science and Game Theory · Computer Science 2023-05-22 Christos Papadimitriou , George Pierrakos , Christos-Alexandros Psomas , Aviad Rubinstein

We consider an intermediary's problem of dynamically matching demand and supply of heterogeneous types in a periodic-review fashion. More specifically, there are two disjoint sets of demand and supply types, and a reward associated with…

Optimization and Control · Mathematics 2018-11-20 Ming Hu , Yun Zhou

Diverse collective dynamics emerge in dynamical systems interacting on top of complex network architectures. Along this line of research, temporal network has come out to be one of the most promising network platforms to investigate.…

Chaotic Dynamics · Physics 2020-08-18 Sayantan Nag Chowdhury , Soumen Majhi , Dibakar Ghosh

We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…

Computer Science and Game Theory · Computer Science 2017-03-29 Yiannis Giannakopoulos , Elias Koutsoupias , Philip Lazos

We consider the setting of agents cooperatively minimizing the sum of local objectives plus a regularizer on a graph. This paper proposes a primal-dual method in consideration of three distinctive attributes of real-life multi-agent…

Optimization and Control · Mathematics 2023-12-11 Ziyi Yu , Nikolaos M. Freris

We consider a matching system with random arrivals of items of different types. The items wait in queues -- one per each item type -- until they are "matched." Each matching requires certain quantities of items of different types; after a…

Probability · Mathematics 2018-04-24 Mohammadreza Nazari , Alexander L. Stolyar

This paper gives a theoretical model for design and analysis of mechanisms for online marketplaces where a bidding dashboard enables the bid-optimization of long-lived agents. We assume that a good allocation algorithm exists when given the…

Computer Science and Game Theory · Computer Science 2019-09-04 Jason Hartline , Aleck Johnsen , Denis Nekipelov , Onno Zoeter

Matching plays a vital role in the rational allocation of resources in many areas, ranging from market operation to people's daily lives. In economics, the term matching theory is coined for pairing two agents in a specific market to reach…

Social and Information Networks · Computer Science 2021-03-17 Jing Ren , Feng Xia , Xiangtai Chen , Jiaying Liu , Mingliang Hou , Ahsan Shehzad , Nargiz Sultanova , Xiangjie Kong

We study a continuous-time, infinite-horizon dynamic bipartite matching problem. Suppliers arrive according to a Poisson process; while waiting, they may abandon the queue at a uniform rate. Customers on the other hand must be matched upon…

Data Structures and Algorithms · Computer Science 2025-06-03 Alireza AmaniHamedani , Ali Aouad , Amin Saberi

This paper examines equilibria in dynamic two-sided matching games, extending Gale and Shapley's foundational model to a non-cooperative, decentralized, and dynamic framework. We focus on markets where agents have utility functions and…

Theoretical Economics · Economics 2024-12-02 Nadia Guiñazú , Pablo Neme , Jorge Oviedo

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

We study dynamic matching in a spatial setting. Drivers are distributed at random on some interval. Riders arrive in some (possibly adversarial) order at randomly drawn points. The platform observes the location of the drivers, and can…

Data Structures and Algorithms · Computer Science 2021-04-08 Mohammad Akbarpour , Yeganeh Alimohammadi , Shengwu Li , Amin Saberi

This paper proposes a new one-sided matching market model in which every agent has a cost function that is allowed to take a negative value. Our model aims to capture the situation where some agents can profit by exchanging their obtained…

Computer Science and Game Theory · Computer Science 2023-06-29 Takashi Ishizuka