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We study the behavior of simple models for financial markets with widely spread frequency either in the trading activity of agents or in the occurrence of basic events. The generic picture of a phase transition between information efficient…

Statistical Mechanics · Physics 2009-11-07 Matteo Marsili , Maurizio Piai

Recommender systems play an increasingly crucial role in shaping people's opportunities, particularly in online dating platforms. It is essential from the user's perspective to increase the probability of matching with a suitable partner…

Information Retrieval · Computer Science 2024-09-04 Yoji Tomita , Tomohiki Yokoyama

We study risk-sharing economies where heterogenous agents trade subject to quadratic transaction costs. The corresponding equilibrium asset prices and trading strategies are characterised by a system of nonlinear, fully-coupled…

Portfolio Management · Quantitative Finance 2020-10-01 Martin Herdegen , Johannes Muhle-Karbe , Dylan Possamaï

We propose and compare new global solution algorithms for continuous time heterogeneous agent economies with aggregate shocks. First, we approximate the agent distribution so that equilibrium in the economy can be characterized by a high,…

Optimization and Control · Mathematics 2024-06-21 Zhouzhou Gu , Mathieu Laurière , Sebastian Merkel , Jonathan Payne

The paper explores a consumer search setting where the sellers have asymmetries. The model is an extension of the popular Stahl Model, which is widely used in the literature. The extension introduces sellers with heterogeneous stores…

Computer Science and Game Theory · Computer Science 2015-03-20 Sergey Kuniavsky

Which and how many attributes are relevant for the sorting of agents in a matching market? This paper addresses these questions by constructing indices of mutual attractiveness that aggregate information about agents' attributes. The first…

General Economics · Economics 2021-02-16 Arnaud Dupuy , Alfred Galichon

We study multi-type housing markets, where there are $p\ge 2$ types of items, each agent is initially endowed one item of each type, and the goal is to design mechanisms without monetary transfer to (re)allocate items to the agents based on…

Computer Science and Game Theory · Computer Science 2016-11-24 Sibel Adali , Sujoy Sikdar , Lirong Xia

The ongoing debate over net neutrality covers a broad set of issues related to the regulation of public networks. In two ways, we extend an idealized usage-priced game-theoretic framework based on a common linear demand-response model.…

Networking and Internet Architecture · Computer Science 2010-10-22 Eitan Altman , Stéphane Caron , George Kesidis

Multivariate spatial phenomena are ubiquitous, spanning domains such as climate, pandemics, air quality, and social economy. Cross-correlation between different quantities of interest at different locations is asymmetric in general. This…

Methodology · Statistics 2026-01-27 Xiaoqing Chen

Multiobjective optimization problems with heterogeneous objectives are defined as those that possess significantly different types of objective function components (not just incommensurable in units or scale). For example, in a…

Neural and Evolutionary Computing · Computer Science 2021-03-30 Richard Allmendinger , Joshua Knowles

Two-sided matching markets, environments in which two disjoint groups of agents seek to partner with one another, arise in several contexts. In static, centralized markets where agents know their preferences, standard algorithms can yield a…

Computer Science and Game Theory · Computer Science 2025-04-08 Vade Shah , Bryce L. Ferguson , Jason R. Marden

This paper studies an online variant of the celebrated housing market problem, where each agent has a single house and seeks to exchange it for another based on her preferences. In this online setting, agents may arrive and depart at any…

Computer Science and Game Theory · Computer Science 2025-07-25 Julien Lesca

As LLM agents advance, they are increasingly mediating economic decisions, ranging from product discovery to transactions, on behalf of users. Such applications promise benefits but also raise many questions about agent accountability and…

Social storage systems are becoming increasingly popular compared to the existing data backup systems like local, centralized and P2P systems. An endogenously built symmetric social storage model and its aspects like the utility of each…

Multiagent Systems · Computer Science 2017-11-29 Harshit Jain , Guduru Sai Teja , Pramod Mane , Kapil Ahuja , Nagarajan Krishnamurthy

Fairness in multiwinner elections is studied in varying contexts. For instance, diversity of candidates and representation of voters are both separately termed as being fair. A common denominator to ensure fairness across all such contexts…

Computer Science and Game Theory · Computer Science 2022-11-24 Kunal Relia

We consider the two-sided stable matching setting in which there may be uncertainty about the agents' preferences due to limited information or communication. We consider three models of uncertainty: (1) lottery model --- in which for each…

Computer Science and Game Theory · Computer Science 2016-07-12 Haris Aziz , Péter Biró , Serge Gaspers , Ronald de Haan , Nicholas Mattei , Baharak Rastegari

This paper studies how a fixed flexibility budget should be allocated across the two sides of a balanced bipartite matching market. We model compatibilities via a sparse bipartite stochastic block model in which flexible agents are more…

Probability · Mathematics 2026-05-29 Taha Ameen , Flore Sentenac , Sophie H. Yu

Given a network of agents, we study the problem of designing a distributed algorithm that computes k independent weighted means of the network's initial conditions (namely, the agents agree on a k-dimensional space). Akin to average…

Optimization and Control · Mathematics 2024-10-23 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

In this paper, we propose an online-matching-based model to study the assignment problems arising in a wide range of online-matching markets, including online recommendations, ride-hailing platforms, and crowdsourcing markets. It features…

Computer Science and Game Theory · Computer Science 2022-09-19 Pan Xu

The classic two-sided many-to-one job matching model assumes that firms treat workers as substitutes and workers ignore colleagues when choosing where to work. Relaxing these assumptions may lead to nonexistence of stable matchings.…

Theoretical Economics · Economics 2023-08-29 Ce Liu , Ziwei Wang , Hanzhe Zhang
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