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We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…

Computer Science and Game Theory · Computer Science 2017-03-29 Yiannis Giannakopoulos , Elias Koutsoupias , Philip Lazos

Matching algorithms have demonstrated great success in several practical applications, but they often require centralized coordination and plentiful information. In many modern online marketplaces, agents must independently seek out and…

Computer Science and Game Theory · Computer Science 2025-01-14 Vade Shah , Bryce L. Ferguson , Jason R. Marden

The author seeks to develop a model to alter the bid-offer spread, currently quoted by market makers, that varies with the market and trading conditions. The dynamic nature of financial markets and trading, as with the rest of social…

Economics · Quantitative Finance 2016-02-03 Ravi Kashyap

We present a dynamical model of web site growth in order to explore the effects of competition among web sites and to determine how they affect the nature of markets. We show that under general conditions, as the competition between sites…

Chaotic Dynamics · Physics 2007-05-23 Sebastian M. Maurer , Bernardo A. Huberman

Large language models provide rich semantic priors and strong reasoning capabilities, making them promising auxiliary signals for recommendation. However, prevailing approaches either deploy LLMs as standalone recommender or apply global…

Information Retrieval · Computer Science 2025-12-29 Shanglin Yang , Zhan Shi

A monopolist sells multiple goods to an uninformed buyer. The buyer chooses to learn any one-dimensional linear signal of their values for the goods, anticipating the seller's mechanism. The seller designs an optimal mechanism, anticipating…

Theoretical Economics · Economics 2025-09-23 Agathe Pernoud , Frank Yang

We consider a setting where $n$ buyers, with combinatorial preferences over $m$ items, and a seller, running a priority-based allocation mechanism, repeatedly interact. Our goal, from observing limited information about the results of these…

Computer Science and Game Theory · Computer Science 2014-08-29 Avrim Blum , Yishay Mansour , Jamie Morgenstern

Driven by the need to capture users' evolving interests and optimize their long-term experiences, more and more recommender systems have started to model recommendation as a Markov decision process and employ reinforcement learning to…

Information Retrieval · Computer Science 2021-11-02 Dell Zhang , Jun Wang

In an A/B test, the typical objective is to measure the total average treatment effect (TATE), which measures the difference between the average outcome if all users were treated and the average outcome if all users were untreated. However,…

Applications · Statistics 2020-04-28 David Holtz , Sinan Aral

We study the problem of learning shared structure \emph{across} a sequence of dynamic pricing experiments for related products. We consider a practical formulation where the unknown demand parameters for each product come from an unknown…

Machine Learning · Computer Science 2021-01-07 Hamsa Bastani , David Simchi-Levi , Ruihao Zhu

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

Social marketing is becoming increasingly important in contemporary business. Central to social marketing is quantifying how consumers choose between alternatives and how they influence each other. This work considers a new but simple…

Social and Information Networks · Computer Science 2014-05-05 Jeremy Chen

We develop a model of algorithmic pricing that shuts down every channel for explicit or implicit collusion while still generating collusive outcomes. We analyze the dynamics of a duopoly market where both firms use pricing algorithms…

Theoretical Economics · Economics 2024-03-13 Inkoo Cho , Noah Williams

This paper systematically analyzes and reviews identification strategies for binary choice logit models with fixed effects in panel and network data settings. We examine both static and dynamic models with general fixed-effect structures,…

Econometrics · Economics 2025-08-18 Kevin Dano , Bo E. Honoré , Martin Weidner

Ordered probit and logit models have been frequently used to estimate the mean ranking of happiness outcomes (and other ordinal data) across groups. However, it has been recently highlighted that such ranking may not be identified in most…

Econometrics · Economics 2022-06-08 Le-Yu Chen , Ekaterina Oparina , Nattavudh Powdthavee , Sorawoot Srisuma

A common phenomena in modern recommendation systems is the use of feedback from one user to infer the `value' of an item to other users. This results in an exploration vs. exploitation trade-off, in which items of possibly low value have to…

Machine Learning · Computer Science 2014-11-11 Siddhartha Banerjee , Sujay Sanghavi , Sanjay Shakkottai

In recommendation settings, there is an apparent trade-off between the goals of accuracy (to recommend items a user is most likely to want) and diversity (to recommend items representing a range of categories). As such, real-world…

Information Retrieval · Computer Science 2023-07-31 Kenny Peng , Manish Raghavan , Emma Pierson , Jon Kleinberg , Nikhil Garg

An important feature of linear mixed models and generalized linear mixed models is that the conditional mean of the response given the random effects, after transformed by a link function, is linearly related to the fixed covariate effects…

Applications · Statistics 2008-12-29 Mingyan Huang , Daowen Zhang

In the rapidly evolving landscape of eCommerce, Artificial Intelligence (AI) based pricing algorithms, particularly those utilizing Reinforcement Learning (RL), are becoming increasingly prevalent. This rise has led to an inextricable…

Machine Learning · Computer Science 2024-06-06 Michael Schlechtinger , Damaris Kosack , Franz Krause , Heiko Paulheim

Large-scale, two-sided matching platforms must find market outcomes that align with user preferences while simultaneously learning these preferences from data. Classical notions of stability (Gale and Shapley, 1962; Shapley and Shubik,…

Machine Learning · Computer Science 2023-02-02 Meena Jagadeesan , Alexander Wei , Yixin Wang , Michael I. Jordan , Jacob Steinhardt