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We consider a single buyer with a combinatorial preference that would like to purchase related products and services from different vendors, where each vendor supplies exactly one product. We study the general case where subsets of products…

Computer Science and Game Theory · Computer Science 2014-01-09 Moshe Babaioff , Noam Nisan , Renato Paes Leme

In competitive supply chains (SCs), pricing decisions are crucial, as they directly impact market share and profitability. Traditional SC models often assume continuous pricing for mathematical convenience, overlooking the practical reality…

General Finance · Quantitative Finance 2025-06-24 Gurkirat Wadhwa , Akansh Verma , Veeraruna Kavitha , Priyank Sinha

Neoclassical economics has two theories of competition between profit-maximizing firms (Marshallian and Cournot-Nash) that start from different premises about the degree of strategic interaction between firms, yet reach the same result,…

Adaptation and Self-Organizing Systems · Physics 2009-11-19 Steve Keen , Russell K. Standish

We explore stability and fairness considerations in decentralized networked markets with bilateral contracts, building on the trading networks framework [Hatfield et al., 2013]. In our trading network game, we show that a well-defined…

Theoretical Economics · Economics 2026-02-25 Simon Finster , Paul W. Goldberg , Edwin Lock , Matilde Tullii

We study the problem of pricing under a Multinomial Logit model where we incorporate network effects over the consumer's decisions. We analyse both cases, when sellers compete or collaborate. In particular, we pay special attention to the…

Computer Science and Game Theory · Computer Science 2020-05-08 Felipe Maldonado , Gerardo Berbeglia , Pascal Van Hentenryck

We study a variant of the Hotelling-Downs model of spatial competition between firms where consumer choices are influenced by their individual preferences as well as the popularity of the firms. In general, a multiplicity of market…

Computer Science and Game Theory · Computer Science 2024-01-17 Gaëtan Fournier , Marc Schröder

We find an approximate Nash equilibrium in a game between decentralized exchanges (DEXs) that compete for order flow by setting dynamic trading fees. We characterize the equilibrium via a coupled system of partial differential equations and…

Mathematical Finance · Quantitative Finance 2026-03-11 Leonardo Baggiani , Martin Herdegen , Leandro Sanchez-Betancourt

In this work, we study a generalized Fisher market model that incorporates social influence. In this extended model, a buyer's utility depends not only on their own resource allocation but also on the allocations received by their…

Computer Science and Game Theory · Computer Science 2025-01-14 Mandar Datar

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You

The origin of economic crises is a key problem for economics. We present a model of long-run competitive markets to show that the multiplicity of behaviors in an economic system, over a long time scale, emerge as statistical regularities…

Physics and Society · Physics 2010-10-08 Yong Tao

Nash equilibrium is a common solution concept that captures strategic interaction in electricity market analysis. However, it requires a fundamental but impractical assumption that all market participants are fully rational, implying…

Computer Science and Game Theory · Computer Science 2024-07-15 Lihui Yi , Ermin Wei

We propose a dynamical model of price formation on a spatial market where sellers and buyers are placed on the nodes of a graph, and the distribution of the buyers depends on the positions and prices of the sellers. We find that, depending…

Physics and Society · Physics 2022-11-15 Andrea Civilini , Vito Latora

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li

In recent years, data has played an increasingly important role in the economy as a good in its own right. In many settings, data aggregators cannot directly verify the quality of the data they purchase, nor the effort exerted by data…

Computer Science and Game Theory · Computer Science 2019-04-30 Tyler Westenbroek , Roy Dong , Lillian J. Ratliff , S. Shankar Sastry

Competition and cooperation are inherent features of any multi-echelon supply chain. The interactions among the agents across the same echelon and that across various echelons influence the percolation of market demand across echelons. The…

Theoretical Economics · Economics 2024-01-11 Gurkirat Wadhwa , Tushar Shankar Walunj , Veeraruna Kavitha

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

Mathematical Finance · Quantitative Finance 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

In various markets where sellers compete in price, price oscillations are observed rather than convergence to equilibrium. Such fluctuations have been empirically observed in the retail market for gasoline, in airline pricing and in the…

Computer Science and Game Theory · Computer Science 2015-04-28 Moshe Babaioff , Renato Paes Leme , Balasubramanian Sivan

We show how highly-diverse ecological communities may display persistent abundance fluctuations, when interacting through resource competition and subjected to migration from a species pool. This turns out to be closely related to the ratio…

Statistical Mechanics · Physics 2020-02-12 Itay Dalmedigos , Guy Bunin

We consider the problem in which n items arrive to a market sequentially over time, where two agents compete to choose the best possible item. When an agent selects an item, he leaves the market and obtains a payoff given by the value of…

Computer Science and Game Theory · Computer Science 2022-04-12 Fabien Gensbittel , Dana Pizarro , Jérôme Renault

We study competition among contests in a general model that allows for an arbitrary and heterogeneous space of contest design, where the goal of the contest designers is to maximize the contestants' sum of efforts. Our main result shows…

Computer Science and Game Theory · Computer Science 2021-07-29 Xiaotie Deng , Yotam Gafni , Ron Lavi , Tao Lin , Hongyi Ling