English
Related papers

Related papers: Ex-post core, fine core and rational expectations …

200 papers

This paper analyzes a dynamic interaction between a fully rational, privately informed sender and a boundedly rational, uninformed receiver with memory constraints. The sender controls the flow of information, while the receiver designs a…

Theoretical Economics · Economics 2025-11-12 Qingmin Liu , Yuyang Miao

We study the setting of committee elections, where a group of individuals needs to collectively select a given size subset of available objects. This model is relevant for a number of real-life scenarios including political elections,…

Computer Science and Game Theory · Computer Science 2021-08-05 Grzegorz Pierczyński , Piotr Skowron

This paper studies the equilibrium price of an asset that is traded in continuous time between N agents who have heterogeneous beliefs about the state process underlying the asset's payoff. We propose a tractable model where agents maximize…

Mathematical Finance · Quantitative Finance 2020-03-26 Johannes Muhle-Karbe , Marcel Nutz , Xiaowei Tan

We study the role of costly information in non-cooperative two-player games when an extrinsic third party information broker is introduced asymmetrically, allowing one player to obtain information about the other player's action. This…

Computer Science and Game Theory · Computer Science 2020-02-20 Matthew J. Young , Andrew Belmonte

Correlated equilibria arise naturally when agents communicate or rely on intermediaries such as recommendation systems. We study when a given Nash equilibrium can be improved within the set of correlated equilibria for general objectives.…

Theoretical Economics · Economics 2026-05-01 Kirill Rudov , Fedor Sandomirskiy , Leeat Yariv

We consider two sided matching markets consisting of agents with non-transferable utilities; agents from the opposite sides form matching pairs (e.g., buyers-sellers) and negotiate the terms of their math which may include a monetary…

Computer Science and Game Theory · Computer Science 2012-12-05 Saeed Alaei , Kamal Jain , Azarakhsh Malekian

It is the aim of this work provide a rigorous treatment concerning the formation of spatial rational expectations equlibria in a general class of spatial economic models under the effect of externalities, using techniques from the calculus…

Optimization and Control · Mathematics 2017-10-24 Filippo Santambrogio , A Xepapadeas , A Yannacopoulos

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

Computer Science and Game Theory · Computer Science 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

For cheap-talk games with a binary state space in which the sender has state-independent preferences, we characterize equilibria that are robust to introducing slight state-dependence on the side of the sender. Not all equilibria are…

Theoretical Economics · Economics 2024-03-18 Jan-Henrik Steg , Elshan Garashli , Michael Greinecker , Christoph Kuzmics

A multi-level model of opinion formation is presented which takes into account that attitudes on different issues are usually not independent. In the model, agents exchange beliefs regarding a series of facts. A cognitive structure of…

Physics and Society · Physics 2021-10-11 Sven Banisch , Eckehard Olbrich

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

There are several aspects of data markets that distinguish them from a typical commodity market: asymmetric information, the non-rivalrous nature of data, and informational externalities. Formally, this gives rise to a new class of games…

Computer Science and Game Theory · Computer Science 2023-03-29 Samir Wadhwa , Roy Dong

This paper proposes an iterative methodology to integrate large-scale behavioral activity-based models with dynamic traffic assignment models. The main novelty of the proposed approach is the decoupling of the two parts, allowing the…

Computers and Society · Computer Science 2024-04-12 Serio Agriesti , Claudio Roncoli , Bat-hen Nahmias-Biran

Empirically, many strategic settings are characterized by stable outcomes in which players' decisions are publicly observed, yet no player takes the opportunity to deviate. To analyze such situations in the presence of incomplete…

Econometrics · Economics 2024-04-12 Paul S. Koh

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

Computer Science and Game Theory · Computer Science 2018-08-17 Pu Yang , Krishnamurthy Iyer , Peter Frazier

People rationalize their past choices, even those that were mistakes in hindsight. We propose a formal theory of this behavior. The theory predicts that sunk costs affect later choices. Its model primitives are identified by choice behavior…

Theoretical Economics · Economics 2022-03-21 Erik Eyster , Shengwu Li , Sarah Ridout

Envy-freeness up to any good (EFX) provides a strong and intuitive guarantee of fairness in the allocation of indivisible goods. But whether such allocations always exist or whether they can be efficiently computed remains an important open…

Computer Science and Game Theory · Computer Science 2020-12-16 Hadi Hosseini , Sujoy Sikdar , Rohit Vaish , Lirong Xia

In the multidimensional stable roommate problem, agents have to be allocated to rooms and have preferences over sets of potential roommates. We study the complexity of finding good allocations of agents to rooms under the assumption that…

Computer Science and Game Theory · Computer Science 2020-05-01 Niclas Boehmer , Edith Elkind

We prove the existence of a competitive equilibrium in a production economy with infinitely many commodities and a measure space of agents whose preferences are price dependent. We employ a saturated measure space for the set of agents and…

Theoretical Economics · Economics 2020-02-06 Hyo Seok Jang , Sangjik Lee

In engineering, it is a common desire to couple existing simulation tools together into one big system by passing information from subsystems as parameters into the subsystems under influence. As executed at fixed time points, this data…

Numerical Analysis · Computer Science 2017-06-23 Thilo Moshagen