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Related papers: Computing Equilibrium in Matching Markets

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According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

Computer Science and Game Theory · Computer Science 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

Competitive equilibrium is a central concept in economics with numerous applications beyond markets, such as scheduling, fair allocation of goods, or bandwidth distribution in networks. Computation of competitive equilibria has received a…

Computer Science and Game Theory · Computer Science 2018-04-24 Yun Kuen Cheung , Martin Hoefer , Paresh Nakhe

We consider the fair allocation of indivisible items to several agents with additional conflict constraints. These are represented by a conflict graph where each item corresponds to a vertex of the graph and edges in the graph represent…

Discrete Mathematics · Computer Science 2023-08-21 Nina Chiarelli , Matjaž Krnc , Martin Milanič , Ulrich Pferschy , Joachim Schauer

We study the problem of computing approximate market equilibria in Fisher markets with separable piecewise-linear concave (SPLC) utility functions. In this setting, the problem was only known to be PPAD-complete for inverse-polynomial…

Computer Science and Game Theory · Computer Science 2026-05-12 Argyrios Deligkas , John Fearnley , Alexandros Hollender , Themistoklis Melissourgos

Incorporating fairness criteria in optimization problems comes at a certain cost, which is measured by the so-called price of fairness. Here we consider the allocation of indivisible goods. For envy-freeness as fairness criterion it is…

Computer Science and Game Theory · Computer Science 2014-06-24 Sascha Kurz

In a dynamic matching market, such as a marriage or job market, how should agents balance accepting a proposed match with the cost of continuing their search? We consider this problem in a discrete setting, in which agents have cardinal…

Computer Science and Game Theory · Computer Science 2021-06-16 Ishan Agarwal , Richard Cole , Yixin Tao

Motivated by the convergence result of mirror-descent algorithms to market equilibria in linear Fisher markets, it is natural for one to consider designing dynamics (specifically, iterative algorithms) for agents to arrive at linear…

Computer Science and Game Theory · Computer Science 2020-03-13 Po-An Chen , Chi-Jen Lu , Yu-Sin Lu

We analyze competition on nonlinear prices in homogeneous goods markets with consumer search. In equilibrium firms offer two-part tariffs consisting of a linear price and lump-sum fee. The equilibrium production is socially efficient as the…

Theoretical Economics · Economics 2021-10-01 Atabek Atayev

Classical algorithms for market equilibrium computation such as proportional response dynamics face scalability issues with Internet-based applications such as auctions, recommender systems, and fair division, despite having an almost…

Quantum Physics · Physics 2026-01-06 Po-Wei Huang , Patrick Rebentrost

Market equilibrium is one of the most fundamental solution concepts in economics and social optimization analysis. Existing works on market equilibrium computation primarily focus on settings with relatively few buyers. Motivated by this,…

Computer Science and Game Theory · Computer Science 2025-04-22 Yunxuan Ma , Yide Bian , Hao Xu , Weitao Yang , Jingshu Zhao , Zhijian Duan , Feng Wang , Xiaotie Deng

Large-scale competitive market equilibrium problems arise in a wide range of important applications, including economic decision-making and intelligent manufacturing. Traditional solution methods, such as interior-point algorithms and…

Optimization and Control · Mathematics 2025-06-09 Huikang Liu , Yicheng Huang , Hongpei Li , Dongdong Ge , Yinyu Ye

With the emergence of decentralized finance, new trading mechanisms called Automated Market Makers have appeared. The most popular Automated Market Makers are Constant Function Market Makers. They have been studied both theoretically and…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Philippe Bergault , Louis Bertucci , David Bouba , Olivier Guéant

The European market clearing problem is characterized by a set of heterogeneous orders and rules that force the implementation of heuristic and iterative solving methods. In particular, curtailable block orders and the uniform purchase…

Pricing of Securities · Quantitative Finance 2018-06-15 Iacopo Savelli , Bertrand Cornélusse , Antonio Giannitrapani , Simone Paoletti , Antonio Vicino

The primary contribution of this paper resides in devising constant-factor approximation guarantees for revenue maximization in two-sided matching markets, under general pairwise rewards. A major distinction between our work and…

Computer Science and Game Theory · Computer Science 2024-11-26 Dan Nissim , Danny Segev , Alfredo Torrico

Many matching markets feature unknown, dynamic arrivals of agents that must match immediately. A caseworker must match an abused child to a foster home, a hospital must assign a patient in critical condition to a room, or a city must place…

Theoretical Economics · Economics 2026-04-15 Terence Highsmith

In uniform-price markets, suppliers compete to supply a resource to consumers, resulting in a single market price determined by their competition. For sufficient flexibility, producers and consumers prefer to commit to a function as their…

Computer Science and Game Theory · Computer Science 2024-03-15 Abdullah Alawad , Muhammad Aneeq uz Zaman , Khaled Alshehri , Tamer Başar

We propose a new methodology to compute equilibria for general equilibrium problems on exchange economies with real financial markets, home-production, and retention. We demonstrate that equilibrium prices can be determined by solving a…

Optimization and Control · Mathematics 2025-06-23 Julio Deride

Linear Fisher markets are a fundamental economic model with applications in fair division as well as large-scale Internet markets. In the finite-dimensional case of $n$ buyers and $m$ items, a market equilibrium can be computed using the…

Computer Science and Game Theory · Computer Science 2021-04-06 Yuan Gao , Christian Kroer

Bipartite matching, where agents on one side of a market are matched to agents or items on the other, is a classical problem in computer science and economics, with widespread application in healthcare, education, advertising, and general…

Data Structures and Algorithms · Computer Science 2017-08-17 Faez Ahmed , John P. Dickerson , Mark Fuge

Batch auctions are a classical market microstructure, acclaimed for their fairness properties, and have received renewed interest in the context of blockchain-based financial systems. Constant function market makers (CFMMs) are another…

Computer Science and Game Theory · Computer Science 2024-06-24 Geoffrey Ramseyer , Mohak Goyal , Ashish Goel , David Mazières