English
Related papers

Related papers: Approximating welfare in large efficient markets

200 papers

A seller is pricing identical copies of a good to a stream of unit-demand buyers. Each buyer has a value on the good as his private information. The seller only knows the empirical value distribution of the buyer population and chooses the…

Computer Science and Game Theory · Computer Science 2023-05-12 Siddhartha Banerjee , Kamesh Munagala , Yiheng Shen , Kangning Wang

We present empirical evidence that land values are scale-free and introduce a network model that reproduces the observations. The network approach to urban modelling is based on the assumption that the market dynamics that generates land…

Disordered Systems and Neural Networks · Physics 2009-11-10 Claes Andersson , Alexander Hellervik , Kristian Lindgren , Anders Hagson , Jonas Tornberg

We study the effect of altruism in two simple asset exchange models: the yard sale model (winner gets a random fraction of the poorer player's wealth) and the theft and fraud model (winner gets a random fraction of the loser's wealth). We…

Physics and Society · Physics 2009-11-11 M. Rodriguez-Achach , R. Huerta-Quintanilla

A Markovian modulation captures the trend in the market and influences the market coefficients accordingly. The different scenarios presented by the market are modeled as the distinct states of a discrete-time Markov chain. In our paper, we…

Optimization and Control · Mathematics 2022-02-09 Bernardo D'Auria , José A. Salmerón

We study welfare analysis for policy changes when supply and demand behavior are only partially known. We augment the robust approach pioneered by Kang and Vasserman (2025) by incorporating the supply side. We posit intervals of feasible…

Theoretical Economics · Economics 2026-04-29 Konstantin von Beringe , Mark Whitmeyer

This paper presents a novel way to approximate a distribution governing a system of coupled particles with a product of independent distributions. The approach is an extension of mean field theory that allows the independent distributions…

Statistical Mechanics · Physics 2007-05-23 David H. Wolpert

We introduce a simple framework in which market participants update their prior about an efficient price with a model-based learning process. We show that exponential intensities for the arrival of aggressive orders arise naturally in this…

Trading and Market Microstructure · Quantitative Finance 2021-09-29 Joffrey Derchu

An approximation of strategyproofness in large, two-sided matching markets is highly evident. Through simulations, one can observe that the percentage of agents with useful deviations decreases as the market size grows. Furthermore, there…

Multiagent Systems · Computer Science 2022-11-30 Lars Lien Ankile , Kjartan Krange , Yuto Yagi

We study a combinatorial market design problem, where a collection of indivisible objects is to be priced and sold to potential buyers subject to equilibrium constraints.The classic solution concept for such problems is Walrasian…

Computer Science and Game Theory · Computer Science 2013-04-09 Michal Feldman , Nick Gravin , Brendan Lucier

We consider two models of fair division with indivisible items: one for goods and one for bads. For goods, we study two generalized envy freeness proxies (EF1 and EFX for goods) and three common welfare (utilitarian, egalitarian and Nash)…

Computer Science and Game Theory · Computer Science 2018-08-28 Martin Aleksandrov

We consider a financial market model which consists of a financial asset and a large number of interacting agents classified into many types. Different types of agents are heterogeneous in their price expectations. Each agent can change its…

Probability · Mathematics 2008-12-02 Biao Wu

This paper proposes a framewrok for analyzing how the welfare effects of policy interventions are distributed across individuals when those effects are unobserved. Rather than focusing solely on average outcomes, the approach uses readily…

Econometrics · Economics 2025-12-25 Costas Lambros , Emerson Melo

Equilibrium computation in markets usually considers settings where player valuation functions are known. We consider the setting where player valuations are unknown; using a PAC learning-theoretic framework, we analyze some classes of…

Computer Science and Game Theory · Computer Science 2021-09-10 Vignesh Viswanathan , Omer Lev , Neel Patel , Yair Zick

Generative model ecosystems increasingly operate as competitive multi-platform markets, where platforms strategically select models from a shared pool and users with heterogeneous preferences choose among them. Understanding how platforms…

Computer Science and Game Theory · Computer Science 2026-02-23 Xiukun Wei , Min Shi , Xueru Zhang

We study how to optimally segment monopolistic markets with a redistributive objective. We characterize optimal redistributive segmentations and show that they (i) induce the seller to price progressively, i.e., charge richer consumers…

Theoretical Economics · Economics 2026-05-14 Victor Augias , Alexis Ghersengorin , Daniel M. A. Barreto

In this paper I discuss truthful equilibria in common agency models. Specifically, I provide general conditions under which truthful equilibria are plausible, easy to calculate and efficient. These conditions generalize similar results in…

Theoretical Economics · Economics 2020-08-03 Ilias Boultzis

Classical approaches to experimental design assume that intervening on one unit does not affect other units. There are many important settings, however, where this non-interference assumption does not hold, as when running experiments on…

Optimization and Control · Mathematics 2020-07-01 Stefan Wager , Kuang Xu

We study a data marketplace where a broker intermediates between buyers, who seek to estimate the mean \(\mu\) of an unknown normal distribution \(\Ncal(\mu, \sigma^2)\), and contributors, who can collect data from this distribution at a…

Computer Science and Game Theory · Computer Science 2026-04-03 Keran Chen , Alex Clinton , Kirthevasan Kandasamy

General equilibrium equations in economics play the same role with many-body Newtonian equations in physics. Accordingly, each solution of the general equilibrium equations can be regarded as a possible microstate of the economic system.…

General Finance · Quantitative Finance 2015-06-18 Yong Tao

We continue the study of welfare maximization in unit-demand (matching) markets, in a distributed information model where agent's valuations are unknown to the central planner, and therefore communication is required to determine an…

Computer Science and Game Theory · Computer Science 2015-04-09 Noga Alon , Noam Nisan , Ran Raz , Omri Weinstein