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This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner…

Machine Learning · Computer Science 2023-07-27 Awadelrahman M. A. Ahmed , Frank Eliassen , Yan Zhang

We study a heterogeneous agent macroeconomic model with an infinite number of households and firms competing in a labor market. Each household earns income and engages in consumption at each time step while aiming to maximize a concave…

General Economics · Economics 2023-03-10 Ruitu Xu , Yifei Min , Tianhao Wang , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

This paper develops algorithms to solve strong-substitutes product-mix auctions. That is, it finds competitive equilibrium prices and quantities for agents who use this auction's bidding language to truthfully express their…

Computer Science and Game Theory · Computer Science 2023-07-11 Elizabeth Baldwin , Paul W. Goldberg , Paul Klemperer , Edwin Lock

We study algorithms for combinatorial market design problems, where a set of heterogeneous and indivisible objects are priced and sold to potential buyers subject to equilibrium constraints. Extending the CWE notion introduced by Feldman et…

Computer Science and Game Theory · Computer Science 2014-01-20 Michal Feldman , Brendan Lucier

We study the computation of competitive equilibrium for Fisher markets with $n$ agents and $m$ divisible chores. Competitive equilibria for chores are known to correspond to the nonzero KKT points of a program that minimizes the product of…

Computer Science and Game Theory · Computer Science 2024-11-21 Bhaskar Ray Chaudhury , Christian Kroer , Ruta Mehta , Tianlong Nan

We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…

Economics · Quantitative Finance 2016-11-08 Wolfgang Kuhle

The European power grid can be divided into several market areas where the price of electricity is determined in a day-ahead auction. Market participants can provide continuous hourly bid curves and combinatorial bids with associated…

Optimization and Control · Mathematics 2015-03-02 Alexander Martin , Johannes C. Müller , Sebastian Pokutta

We consider a market setting of agents with additive valuations over heterogeneous divisible resources. Agents are assigned a budget of tokens (possibly unequal budgets) they can use to obtain resources; leftover tokens are worthless. We…

Computer Science and Game Theory · Computer Science 2021-03-17 Nir Andelman , Michal Feldman , Amos Fiat , Yishay Mansour

The incentive ratio measures the utility gains from strategic behaviour. Without any restrictions on the setup, ratios for linear, Leontief and Cobb-Douglas exchange markets are unbounded, showing that manipulating the equilibrium is a…

Computer Science and Game Theory · Computer Science 2017-05-01 Ido Polak

In settings where players have a limited access to liquidity, represented in the form of budget constraints, efficiency maximization has proven to be a challenging goal. In particular, the social welfare cannot be approximated by a better…

Computer Science and Game Theory · Computer Science 2013-04-29 Shahar Dobzinski , Renato Paes Leme

We consider the problem of computing a (pure) Bayes-Nash equilibrium in the first-price auction with continuous value distributions and discrete bidding space. We prove that when bidders have independent subjective prior beliefs about the…

Computer Science and Game Theory · Computer Science 2023-03-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Philip Lazos , Diogo Poças

We consider the computational complexity of computing Bayes-Nash equilibria in first-price auctions, where the bidders' values for the item are drawn from a general (possibly correlated) joint distribution. We show that when the values and…

Computer Science and Game Theory · Computer Science 2025-06-06 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Alexandros Hollender , Charalampos Kokkalis

Budget aggregation deals with the social choice problem of distributing an exogenously given budget among a set of public projects, given agents' preferences. Taking a game-theoretic perspective, we study budget-aggregation games where each…

Computer Science and Game Theory · Computer Science 2026-02-25 Patrick Becker , Alexander Fries , Matthias Greger , Erel Segal-Halevi

The computation of equilibrium prices at which the supply of goods matches their demand typically relies on complete information on agents' private attributes, e.g., suppliers' cost functions, which are often unavailable in practice.…

Computer Science and Game Theory · Computer Science 2025-06-17 Devansh Jalota , Haoyuan Sun , Navid Azizan

Applications of combinatorial auctions (CA) as market mechanisms are prevalent in practice, yet their Bayesian Nash equilibria (BNE) remain poorly understood. Analytical solutions are known only for a few cases where the problem can be…

Computer Science and Game Theory · Computer Science 2021-02-09 Stefan Heidekrüger , Paul Sutterer , Nils Kohring , Maximilian Fichtl , Martin Bichler

We interpret multi-product supply chains (SCs) as coordinated markets; under this interpretation, a SC optimization problem is a market clearing problem that allocates resources and associated economic values (prices) to different…

Optimization and Control · Mathematics 2020-07-03 Philip A. Tominac , Victor M. Zavala

We study the computational complexity of the problem of computing local min-max equilibria of games with a nonconvex-nonconcave utility function $f$. From the work of Daskalakis, Skoulakis, and Zampetakis [DSZ21], this problem was known to…

Computational Complexity · Computer Science 2026-02-05 Martino Bernasconi , Matteo Castiglioni

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

We model real-world data markets, where sellers post fixed prices and buyers are free to purchase from any set of sellers, as a simultaneous game. A key component here is the negative externality buyers induce on one another due to data…

Computer Science and Game Theory · Computer Science 2024-02-16 Safwan Hossain , Yiling Chen

Wireless networks are evolving from radio resource providers to complex systems that also involve computing, with the latter being distributed across edge and cloud facilities. Also, their optimization is shifting more and more from a…

Computer Science and Game Theory · Computer Science 2025-08-08 Mandar Datar , Mattia Merluzzi