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Sequential fundraising in two sided online platforms enable peer to peer lending by sequentially bringing potential contributors, each of whose decisions impact other contributors in the market. However, understanding the dynamics of…

Machine Learning · Computer Science 2023-08-03 Soumajyoti Sarkar

We study dynamic matching in an infinite-horizon stochastic market. While all agents are potentially compatible with each other, some are hard-to-match and others are easy-to-match. Agents prefer to be matched as soon as possible and…

Data Structures and Algorithms · Computer Science 2017-11-09 Itai Ashlagi , Maximillien Burq , Patrick Jaillet , Vahideh Manshadi

An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the…

Theoretical Economics · Economics 2020-08-27 Alex Suzdaltsev

This paper proposes a two-step framework for techno-economic analysis of a demand-side flexibility service in distribution networks. Step one applies optimization-based modelling to propose a generic problem formulation which determines the…

Systems and Control · Electrical Eng. & Systems 2022-01-10 Timur Sayfutdinov , Charalampos Patsios , David Greenwood , Meltem Peker , Ilias Sarantakos

Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…

Trading and Market Microstructure · Quantitative Finance 2021-01-08 Takanobu Mizuta

Mechanisms such as auctions and pricing schemes are utilized to design strategic (noncooperative) games for networked systems. Although the participating players are selfish, these mechanisms ensure that the game outcome is optimal with…

Computer Science and Game Theory · Computer Science 2010-09-03 Tansu Alpcan , Holger Boche , Siddharth Naik

Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…

Computer Science and Game Theory · Computer Science 2020-03-05 Daniel Lehmann

As large language models (LLMs) increasingly act as autonomous agents in markets and organizations, their behavior in strategic environments becomes economically consequential. We document that off-the-shelf LLM agents exhibit systematic…

General Economics · Economics 2026-03-16 Wei Lu , Amit Dhanda , Daniel L. Chen , Christian B. Hansen

In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

Networking and Internet Architecture · Computer Science 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang

We study core concepts in the Shapley-Scarf housing market model under unrestricted weak preferences. Among standard concepts, the strong core may be empty while the nonempty weak core may contain Pareto inefficient allocations. We propose…

Theoretical Economics · Economics 2026-05-26 Jun Zhang

What should regulators of complex algorithms regulate? We propose a model of oversight over 'black-box' algorithms used in high-stakes applications such as lending, medical testing, or hiring. In our model, a regulator is limited in how…

General Economics · Economics 2024-06-04 Laura Blattner , Scott Nelson , Jann Spiess

Advances in computational optimization allow for the organization of large combinatorial markets. We aim for allocations and competitive equilibrium prices, i.e. outcomes that are in the core. The research is motivated by the design of…

Computer Science and Game Theory · Computer Science 2018-07-24 Martin Bichler , Stefan Waldherr

This research proposes a novel auction mechanism for transactive energy exchange between buyers and sellers, modeled as agents in a microgrid. The mechanism is implemented by a separate microgrid controller (MC) agent, and requires big data…

Computer Science and Game Theory · Computer Science 2016-08-15 M. Nazif Faqiry , Sanjoy Das

Algorithmic monoculture arises when many decision-makers rely on the same algorithm to evaluate applicants. An emerging body of work investigates possible harms of this kind of homogeneity, but has been limited by the challenge of…

Computer Science and Game Theory · Computer Science 2023-12-18 Kenny Peng , Nikhil Garg

Modern AI systems increasingly operate inside markets and institutions where data, behavior, and incentives are endogenous. This paper develops an economic foundation for multi-agent learning by studying a principal-agent interaction in a…

Machine Learning · Statistics 2026-01-08 Nassim Helou

We investigate approximately optimal mechanisms in settings where bidders' utility functions are non-linear; specifically, convex, with respect to payments (such settings arise, for instance, in procurement auctions for energy). We provide…

Computer Science and Game Theory · Computer Science 2017-02-23 Amy Greenwald , Takehiro Oyakawa , Vasilis Syrgkanis

Optimal mechanisms have been provided in quite general multi-item settings, as long as each bidder's type distribution is given explicitly by listing every type in the support along with its associated probability. In the implicit setting,…

Computer Science and Game Theory · Computer Science 2015-03-09 Constantinos Daskalakis , Alan Deckelbaum , Christos Tzamos

Many sequential decision-making tasks require satisfaction of multiple, partially contradictory objectives. Existing approaches are monolithic, namely all objectives are fulfilled using a single policy, which is a function that selects a…

Artificial Intelligence · Computer Science 2024-02-02 Guy Avni , Kaushik Mallik , Suman Sadhukhan

The classic house allocation problem involves assigning $m$ houses to $n$ agents based on their utility functions, ensuring each agent receives exactly one house. A key criterion in these problems is satisfying fairness constraints such as…

Computer Science and Game Theory · Computer Science 2024-08-23 Sijia Dai , Yankai Chen , Xiaowei Wu , Yicheng Xu , Yong Zhang

We introduce a novel family of mechanisms for constrained allocation problems which we call local priority mechanisms. These mechanisms are parameterized by a function which assigns a set of agents, the local compromisers, to every…

Theoretical Economics · Economics 2024-03-01 Joseph Root , David S. Ahn