Related papers: Trading Networks with Bilateral Contracts

The classic two-sided many-to-one job matching model assumes that firms treat workers as substitutes and workers ignore colleagues when choosing where to work. Relaxing these assumptions may lead to nonexistence of stable matchings.…

We study stable matchings that are robust to preference changes in the two-sided stable matching setting of Gale and Shapley [GS62]. Given two instances $A$ and $B$ on the same set of agents, a matching is said to be robust if it is stable…

Financial networks help firms manage risk but also enable financial shocks to spread. Despite their importance, existing models of financial networks have several limitations. Prior works often consider a static network with a simple…

This paper aims to provide insight into stability of collaboration choices in P2P networks. We study networks where exchanges between nodes are driven by the desire to receive the best service available. This is the case for most existing…

Mechanism design on social networks is a hot research direction recently, and we have seen many interesting results in auctions and matching. Compared to the traditional settings, the new goal of the network settings is that we need to…

Results from the communication complexity literature have demonstrated that stable matching requires communication: one cannot find or verify a stable match without having access to essentially all of the ordinal preference information held…

In this work, we study a dynamic portfolio optimization problem related to pairs trading, which is an investment strategy that matches a long position in one security with a short position in another security with similar characteristics.…

We show, that a simple generalization of the Deferred Acceptance Procedure with firms proposing due to Gale and Shapley(1962), yeild outcomes for a two-sided contract choice problem, which necessarily belong to the core and are Weakly…

This paper studies multilateral matching in which agents may negotiate contracts within any coalition. We assume scale economies such that an agent substitutes some existing contracts with new ones only if the latter involve a set of…

This paper proposes methods for identification of large-scale networked systems with guarantees that the resulting model will be contracting -- a strong form of nonlinear stability -- and/or monotone, i.e. order relations between states are…

In this paper we analyse a dynamic model of investment under uncertainty in a duopoly, in which each firm has an option to switch from the present market to a new market. We construct a subgame perfect equilibrium in mixed strategies and…

Incentivizing the existing participants to invite new participants to join an auction, matching or cooperative game have been extensively studied recently. One common challenge to design such incentive in these games is that the invitees…

In this paper we establish a necessary and sufficient stability condition for a stochastic ring network. Such networks naturally appear in a variety of applications within communication, computer, and road traffic systems. They typically…

In many economic contexts, agents from a same population team up to better exploit their human capital. In such contexts (often called "roommate matching problems"), stable matchings may fail to exist even when utility is transferable. We…

This paper develops an integer programming approach to two-sided many-to-one matching by investigating stable integral matchings of a fictitious market where each worker is divisible. We show that stable matchings exist in a discrete…

We investigate the dynamic stability of the indirect utility process associated with a (possibly suboptimal) trading strategy under perturbations of the market. Establishing the reverse conjugacy characterizations first, we prove continuity…

We exploit the symmetry concepts developed in the companion review of this article to introduce a stochastic version of link reversal symmetry, which leads to an improved understanding of the reciprocity of directed networks. We apply our…

Following up on purely theoretical work of Bredereck et al. [AAAI 2020], we contribute further theoretical insights into adapting stable two-sided matchings to change. Moreover, we perform extensive empirical studies hinting at numerous…

In this paper, an outage limited MIMO channel is considered. We build on Zheng and Tse's elegant formulation of the diversity-multiplexing tradeoff to develop a better understanding of the asymptotic relationship between the probability of…

The paper develops no arbitrage results for trajectory based models by imposing general constraints on the trading portfolios. The main condition imposed, in order to avoid arbitrage opportunities, is a local continuity requirement on the…