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We provide a strategic model of the formation of production networks that subsumes the standard general equilibrium approach. The objective of firms in our setting is to choose their supply relationships so as to maximize their profit at…

Theoretical Economics · Economics 2025-05-07 Antoine Mandel , Van-Quy Nguyen , Bach Dong-Xuan

In this paper we provide a high performance solution to the problem of committing transactions while enforcing a predefined order. We provide the design and implementation of three algorithms, which deploy a specialized cooperative…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-17 Mohamed M. Saad , Masoomeh Javidi Kishi , Shihao Jing , Sandeep Hans , Roberto Palmieri

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

Central results in economics guarantee the existence of efficient equilibria for various classes of markets. An underlying assumption in early work is that agents are price-takers, i.e., agents honestly report their true demand in response…

Computer Science and Game Theory · Computer Science 2013-11-06 Moshe Babaioff , Brendan Lucier , Noam Nisan , Renato Paes Leme

In the present paper, we study the optimal execution problem under stochastic price recovery based on limit order book dynamics. We model price recovery after execution of a large order by accelerating the arrival of the refilling order,…

Trading and Market Microstructure · Quantitative Finance 2015-02-17 Masashi Ieda

We study partial information Nash equilibrium between a broker and an informed trader. In this setting, the informed trader, who possesses knowledge of a trading signal, trades multiple assets with the broker in a dealer market.…

Mathematical Finance · Quantitative Finance 2025-04-03 Xuchen Wu , Sebastian Jaimungal

This paper focuses on the coordination of a large population of dynamic agents with private information over multiple periods. Each agent maximizes the individual utility, while the coordinator determines the market rule to achieve group…

Systems and Control · Computer Science 2015-10-05 Sen Li , Wei Zhang

We study a toy two-player game for periodic double auction markets to generate liquidity. The game has imperfect information, which allows us to link market spreads with signal strength. We characterize Nash equilibria in cases with or…

Trading and Market Microstructure · Quantitative Finance 2023-08-01 Joffrey Derchu , Dimitrios Kavvathas , Thibaut Mastrolia , Mathieu Rosenbaum

This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Yadh Hafsi , Edoardo Vittori

Tie-line scheduling in multi-area power systems in the US largely proceeds through a market-based mechanism called Coordinated Transaction Scheduling (CTS). We analyze this market mechanism through a game-theoretic lens. Our analysis…

Computer Science and Game Theory · Computer Science 2021-02-02 Mariola Ndrio , Subhonmesh Bose , Lang Tong , Ye Guo

The main goal of this paper is to develop a theory of inference of player valuations from observed data in the generalized second price auction without relying on the Nash equilibrium assumption. Existing work in Economics on inferring…

Computer Science and Game Theory · Computer Science 2015-05-05 Denis Nekipelov , Vasilis Syrgkanis , Eva Tardos

This paper studies the fill probabilities of limit orders placed at different price levels in a limit order book. These probabilities play a central role in execution optimization, as limit orders are not guaranteed to be executed and…

Trading and Market Microstructure · Quantitative Finance 2026-02-09 Felix Lokin , Fenghui Yu

An important part of the Smart Grid literature on residential Demand Response deals with game-theoretic consumption models. Among those papers, the hourly billing model is of special interest as an intuitive and fair mechanism. We focus on…

Optimization and Control · Mathematics 2017-12-27 Paulin Jacquot , Olivier Beaude , Stéphane Gaubert , Nadia Oudjane

We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative upstream firm produces a commodity that is used by a…

Mathematical Finance · Quantitative Finance 2020-06-09 René Aïd , Luciano Campi , Liangchen Li , Mike Ludkovski

In this research, we develop a trading strategy for the discrete-time optimal liquidation problem of large order trading with different market microstructures in an illiquid market. In this framework, the flow of orders can be viewed as a…

Trading and Market Microstructure · Quantitative Finance 2015-12-29 A. Sadoghi , J. Vecer

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

Computer Science and Game Theory · Computer Science 2014-12-10 Joseph Y. Halpern , Rafael Pass

This paper studies a class of network games with linear-quadratic payoffs and externalities exerted through a strictly concave interaction function. This class of game is motivated by the diminishing marginal effects with peer influences.…

Optimization and Control · Mathematics 2024-06-04 Jiamin Cai , Chenyue Zhang , Hoi-To Wai

We analyze a tractable model of a limit order book on short time scales, where the dynamics are driven by stochastic fluctuations between supply and demand. We establish the existence of a limiting distribution for the highest bid, and for…

Trading and Market Microstructure · Quantitative Finance 2017-03-24 Frank Kelly , Elena Yudovina

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li

In network formation games, agents form edges with each other to maximize their utility. Each agent's utility depends on its private beliefs and its edges in the network. Strategic agents can misrepresent their beliefs to get a better…

Optimization and Control · Mathematics 2024-09-04 Akhil Jalan , Deepayan Chakrabarti