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We study competitive dynamic pricing among multiple sellers, motivated by the rise of large-scale experimentation and algorithmic pricing in retail and online marketplaces. Sellers repeatedly set prices using simple learning rules and…

Computer Science and Game Theory · Computer Science 2026-05-25 Bar Light , Wenyu Wang

We investigate the impact of coalition formation on the efficiency of Cournot games where producers face uncertainties. In particular, we study a market model where firms must determine their output before an uncertain production capacity…

Computer Science and Game Theory · Computer Science 2017-08-15 Baosen Zhang , Ramesh Johari , Ram Rajagopal

We investigate a portfolio selection problem involving multi competitive agents, each exhibiting mean-variance preferences. Unlike classical models, each agent's utility is determined by their relative wealth compared to the average wealth…

Optimization and Control · Mathematics 2025-11-10 Guojiang Shao , Zuo Quan Xu , Qi Zhang

In this paper, we study the Nash dynamics of strategic interplays of n buyers in a matching market setup by a seller, the market maker. Taking the standard market equilibrium approach, upon receiving submitted bid vectors from the buyers,…

Computer Science and Game Theory · Computer Science 2011-03-23 Ning Chen , Xiaotie Deng

This paper is concerned with the determination of pricing strategies for a firm that in each period of a finite horizon receives replenishment quantities of a single product which it sells in two markets, e.g., a long-distance market and an…

Optimization and Control · Mathematics 2015-09-25 Wen , Chen , Adam Fleischhacker , Michael N. Katehakis

We study a game with \emph{strategic} vendors who own multiple items and a single buyer with a submodular valuation function. The goal of the vendors is to maximize their revenue via pricing of the items, given that the buyer will buy the…

Computer Science and Game Theory · Computer Science 2014-08-04 Omer Lev , Joel Oren , Craig Boutilier , Jeffery S. Rosenschein

We propose a toy model for a stochastic description of the competition between two athletes of unequal strength, whose average strength difference is represented by a parameter $d$. The athletes interact through the choice of their…

Physics and Society · Physics 2019-05-24 Cecile Appert-Rolland , Hendrik-Jan Hilhorst , Amandine Aftalion

We study scenarios where multiple sellers of a homogeneous good compete on prices, where each seller can only sell to some subset of the buyers. Crucially, sellers cannot price-discriminate between buyers. We model the structure of the…

Computer Science and Game Theory · Computer Science 2013-11-12 Moshe Babaioff , Brendan Lucier , Noam Nisan

Understanding the impact that a new business has on the local market ecosystem is a challenging task as it is multifaceted in nature. Past work in this space has examined the collaborative or competitive role of homogeneous venue types…

Physics and Society · Physics 2021-04-30 Jordan Cambe , Krittika D'Silva , Anastasios Noulas , Cecilia Mascolo , Adam Waksman

The aim of this paper is threefold. First, we provide a unified framework, by means of non-trivial examples, to compare the results obtained in simultaneous-move and sequential-move versions of bilateral oligopoly with the Cournot model and…

Computer Science and Game Theory · Computer Science 2018-03-28 Alex Dickson , Simone Tonin

Proceeding from the concept of rational expectations, a new dynamic model of supply and demand in a single market with one supplier, one buyer, and one kind of commodity is developed. Unlike the cob-web dynamic theories with adaptive…

General Physics · Physics 2007-05-23 V. Granik , A. Granik

A dynamical model for the distribution of resources between competing agents is studied. While global competition leads to the accumulation of all the resources by a single agent, local competition allows for a wider resource distribution.…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Damian H. Zanette

Motivated by the emergence of local groundwater exchanges, we construct and analyze stochastic models of dynamic groundwater markets. Our primary focus is endogenizing the price formation and groundwater pumping strategies in a closed…

Trading and Market Microstructure · Quantitative Finance 2026-05-27 Igor Cialenco , Michael Ludkovski

This paper develops a theory of competitive equilibrium with indivisible goods based entirely on economic conditions on demand. The key idea is to analyze complementarity and substitutability between bundles of goods, rather than merely…

Theoretical Economics · Economics 2024-12-12 Ravi Jagadeesan , Alexander Teytelboym

A substantial number of studies have extended the work on universal properties in physical systems to complex networks in social, biological, and technological systems. In this paper, we present a complex networks perspective on interfirm…

Physics and Society · Physics 2011-08-10 Dan Braha , Blake Stacey , Yaneer Bar-Yam

The role of competition and monetary benefits in the design of Content Delivery Networks (CDNs) is largely an unexplored area. In this paper, we investigate the effect of competition among the competitive web based CDNs and show that little…

Networking and Internet Architecture · Computer Science 2007-05-23 S. M. Nazrul Alam , Peter Marbach

We study the rise in the acceptability fiat money in a Kiyotaki-Wright economy by developing a method that can determine dynamic Nash equilibria for a class of search models with genuine heterogenous agents. We also address open issues…

Econometrics · Economics 2018-07-23 Federico Bonetto , Maurizio Iacopetta

We analyse two models of liquidity provision to determine the retail traders' preference for marketable order routing. Order internalization is captured by a model of market makers competing for the retail order flow in a Bertrand fashion.…

Trading and Market Microstructure · Quantitative Finance 2022-12-16 Umut Çetin , Alaina Danilova

Two-sided matching markets describe a large class of problems wherein participants from one side of the market must be matched to those from the other side according to their preferences. In many real-world applications (e.g. content…

Computer Science and Game Theory · Computer Science 2024-10-16 Hadi Hosseini , Sanjukta Roy , Duohan Zhang

In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

Computational Finance · Quantitative Finance 2023-05-31 Louis Abraham