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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

There has been substantial recent concern that pricing algorithms might learn to ``collude.'' Supra-competitive prices can emerge as a Nash equilibrium of repeated pricing games, in which sellers play strategies which threaten to punish…

Computer Science and Game Theory · Computer Science 2024-12-17 Eshwar Ram Arunachaleswaran , Natalie Collina , Sampath Kannan , Aaron Roth , Juba Ziani

Competitive equilibrium (CE) is a fundamental concept in market economics. Its efficiency and fairness properties make it particularly appealing as a rule for fair allocation of resources among agents with possibly different entitlements.…

Computer Science and Game Theory · Computer Science 2020-10-21 Erel Segal-Halevi

We study the competition for partners in two-sided matching markets with heterogeneous agent preferences, with a focus on how the equilibrium outcomes depend on the connectivity in the market. We model random partially connected markets,…

Computer Science and Game Theory · Computer Science 2023-01-12 Yash Kanoria , Seungki Min , Pengyu Qian

We analyze a two-period, two-market chain-store game in which an incumbent's conduct in one market is only sometimes seen in the other. This partial observability generates reputational spillovers across markets. We characterize equilibrium…

Theoretical Economics · Economics 2025-10-28 Rubik Khachatryan , Georgy Lukyanov

We consider the process of bidding by electricity suppliers in a day-ahead market context where each supplier bids a linear non-decreasing function of her generating capacity with the goal of maximizing her individual profit given other…

Optimization and Control · Mathematics 2018-11-16 Ruidi Chen , Ioannis Ch. Paschalidis , Michael C. Caramanis , Panagiotis Andrianesis

We study a networked economic system composed of $n$ producers supplying a single homogeneous good to a number of geographically separated markets and of a centralized authority, called the market maker. Producers compete \`a la Cournot, by…

Computer Science and Game Theory · Computer Science 2026-03-31 Giacomo Como , Fabio Fagnani , Leonardo Massai , Martina Vanelli

Fisher markets are those where buyers with budgets compete for scarce items, a natural model for many real world markets including online advertising. A market equilibrium is a set of prices and allocations of items such that supply meets…

Computer Science and Game Theory · Computer Science 2023-03-14 Alexander Peysakhovich , Christian Kroer , Nicolas Usunier

The partition of society into groups, polarization, and social networks are part of most conversations today. How do they influence price competition? We discuss Bertrand duopoly equilibria with demand subject to network effects. Contrary…

Theoretical Economics · Economics 2021-10-13 Renato Soeiro , Alberto Pinto

I propose a flexible structural model to estimate peer effects across various quantiles of the peer outcome distribution. The model allows peers with low, intermediate, and high outcomes to exert distinct influences, thereby capturing more…

Econometrics · Economics 2025-06-17 Aristide Houndetoungan

We study how loyalty behavior of customers and differing costs to produce undifferentiated products by firms can influence market outcomes. In prior works that study such markets, firm costs have generally been assumed negligible or equal,…

Theoretical Economics · Economics 2022-01-25 Theja Tulabandhula , Aris Ouksel , Son Nguyen

We study the propensity of independent algorithms to collude in repeated Cournot duopoly games. Specifically, we investigate the predictive power of different oligopoly and bargaining solutions regarding the effect of asymmetry between…

General Economics · Economics 2025-01-14 Simon Martin , Hans-Theo Normann , Paul Püplichhuisen , Tobias Werner

Within the framework of Game Theory, contests study decision-making in those situations or conflicts when rewards depend on the relative rank between contenders rather than their absolute performance. By relying on the formalism of Tullock…

Physics and Society · Physics 2023-04-03 A. de Miguel-Arribas , J. Morón-Vidal , L. M. Floría , C. Gracia-Lázaro , L. Hernández , Y. Moreno

We study a model of competitive information design in an oligopoly search market with heterogeneous consumer search costs. A unique class of equilibria -- upper-censorship equilibria -- emerges under intense competition. In equilibrium,…

Theoretical Economics · Economics 2025-07-23 Dongjin Hwang , Ilwoo Hwang

Locational marginal pricing (LMP) is a widely employed method for pricing electricity in the wholesale electricity market. Although it is well known that the LMP mechanism is vulnerable to market manipulation, there is little literature…

Computer Science and Game Theory · Computer Science 2013-10-17 Wenyuan Tang , Rahul Jain

In this work, the aim is to study the diffusion of innovation of two competing products. The main focus has been to understand the effects of the competitive dynamic market on the diffusion of innovation. The global smartphone operating…

Physics and Society · Physics 2021-03-16 Semra Gunduc

We consider a network of prosumers involved in peer-to-peer energy exchanges, with differentiation price preferences on the trades with their neighbors, and we analyze two market designs: (i) a centralized market, used as a benchmark, where…

Optimization and Control · Mathematics 2018-12-07 Hélène Le Cadre , Paulin Jacquot , Cheng Wan , Clémence Alasseur

We study a general scenario of simultaneous contests that allocate prizes based on equal sharing: each contest awards its prize to all players who satisfy some contest-specific criterion, and the value of this prize to a winner decreases as…

Computer Science and Game Theory · Computer Science 2022-07-19 Edith Elkind , Abheek Ghosh , Paul W. Goldberg

There is growing concern about tacit collusion using algorithmic pricing, and regulators need tools to help detect the possibility of such collusion. This paper studies how to design a hypothesis testing framework in order to decide whether…

Computer Science and Game Theory · Computer Science 2020-03-31 Pedro Hespanhol , Anil Aswani

Our goal in this paper is to study the market impact in a market in which the order flow is autocorrelated. We build a model which explains qualitatively and quantitatively the empirical facts observed so far concerning market impact. We…

Trading and Market Microstructure · Quantitative Finance 2012-12-20 Jonathan Donier