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We introduce an agent-based model, in which agents set their prices to maximize profit. At steady state the market self-organizes into three groups: excess producers, consumers and balanced agents, with prices determined by their own…

General Finance · Quantitative Finance 2018-01-03 Bin Li , K. Y. Michael Wong , Amos H. M. Chan , Tsz Yan So , Hermanni Heimonen , Junyi Wei , David Saad

We study a simple problem of allocating common-value goods. The designer seeks to allocate the goods to as many unit-demand agents as possible without monetary transfers, while agents, who possess partial private information about the…

Theoretical Economics · Economics 2026-04-22 Hiroto Sato , Ryo Shirakawa

We study the problem of selection in the context of Bayesian persuasion. We are given multiple agents with hidden values (or quality scores), to whom resources must be allocated by a welfare-maximizing decision-maker. An intermediary with…

Computer Science and Game Theory · Computer Science 2025-11-18 Yannan Bai , Kamesh Munagala , Yiheng Shen , Davidson Zhu

The problem of computing near-optimal contracts in combinatorial settings has recently attracted significant interest in the computer science community. Previous work has provided a rich body of structural and algorithmic insights into this…

Computer Science and Game Theory · Computer Science 2025-06-26 Michal Feldman , Yoav Gal-Tzur , Tomasz Ponitka , Maya Schlesinger

To choose between two discrete goods, a consumer pays attention to only those with prices below a threshold. From these, she chooses her most preferred good. We assume consumers in a population have the same preference but may have…

Theoretical Economics · Economics 2025-11-07 Kaushil Patel

We consider budget feasible mechanisms for procurement auctions with additive valuation functions. For the divisible case, where agents can be allocated fractionally, there exists an optimal mechanism with approximation guarantee $e/(e-1)$…

Computer Science and Game Theory · Computer Science 2022-09-02 Sophie Klumper , Guido Schäfer

We study a basic auction design problem with online supply. There are two unit-demand bidders and two types of items. The first item type will arrive first for sure, and the second item type may or may not arrive. The auctioneer has to…

Computer Science and Game Theory · Computer Science 2017-07-17 Nikhil R. Devanur , Balasubramanian Sivan , Vasilis Syrgkanis

Fairness in advertising is a topic of particular concern motivated by theoretical and empirical observations in both the computer science and economics literature. We examine the problem of fairness in advertising for general purpose…

Computer Science and Game Theory · Computer Science 2019-08-30 Shuchi Chawla , Christina Ilvento , Meena Jagadeesan

We study multi-unit auctions in which bidders have limited knowledge of opponent strategies and values. We characterize optimal prior-free bids; these bids minimize the maximal loss in expected utility resulting from uncertainty surrounding…

Theoretical Economics · Economics 2023-05-02 Bernhard Kasberger , Kyle Woodward

We study the power and limits of optimal dynamic pricing in combinatorial markets; i.e., dynamic pricing that leads to optimal social welfare. Previous work by Cohen-Addad et al. [EC'16] demonstrated the existence of optimal dynamic prices…

Computer Science and Game Theory · Computer Science 2020-10-16 Ben Berger , Alon Eden , Michal Feldman

We propose a new model for aggregating preferences over a set of indivisible items based on a quantile value. In this model, each agent is endowed with a specific quantile, and the value of a given bundle is defined by the corresponding…

Computer Science and Game Theory · Computer Science 2026-05-06 Haris Aziz , Shivika Narang , Mashbat Suzuki

We consider an online ad network problem in which an ad exchange auctions ad slots and intermediaries called demand side platforms (DSPs) buy these ad slots for their clients (advertisers). An intermediary represents multiple advertisers.…

Computer Science and Game Theory · Computer Science 2019-10-07 Rahul Meshram , Kesav Kaza

We study a market mechanism that sets edge prices to incentivize strategic agents to efficiently share limited network capacity. In this market, agents form coalitions, with each coalition sharing a unit capacity of a selected route and…

Computer Science and Game Theory · Computer Science 2025-11-19 Saurabh Amin , Patrick Jaillet , Haripriya Pulyassary , Manxi Wu

Matching markets are of particular interest in computer science and economics literature as they are often used to model real-world phenomena where we aim to equitably distribute a limited amount of resources to multiple agents and…

Computer Science and Game Theory · Computer Science 2021-10-01 Andrew Yang , Bruce Changlong Xu , Ivan Villa-Renteria

We study the stable marriage problem in two-sided markets with randomly generated preferences. We consider agents on each side divided into a constant number of "soft tiers", which intuitively indicate the quality of the agent.…

Computer Science and Game Theory · Computer Science 2021-01-14 Itai Ashlagi , Mark Braverman , Amin Saberi , Clayton Thomas , Geng Zhao

Recent years have seen the development of methods for multiagent planning under uncertainty that scale to tens or even hundreds of agents. However, most of these methods either make restrictive assumptions on the problem domain, or provide…

Artificial Intelligence · Computer Science 2015-07-21 Frans A. Oliehoek , Matthijs T. J. Spaan , Stefan Witwicki

We model real-world data markets, where sellers post fixed prices and buyers are free to purchase from any set of sellers, as a simultaneous game. A key component here is the negative externality buyers induce on one another due to data…

Computer Science and Game Theory · Computer Science 2024-02-16 Safwan Hossain , Yiling Chen

We study the problem of fairly allocating indivisible goods to agents in an online setting, where goods arrive sequentially and must be allocated irrevocably. Focusing on the popular fairness notions of envy-freeness, proportionality, and…

Computer Science and Game Theory · Computer Science 2026-05-29 Tzeh Yuan Neoh , Jannik Peters , Nicholas Teh

All-pay auctions, a common mechanism for various human and agent interactions, suffers, like many other mechanisms, from the possibility of players' failure to participate in the auction. We model such failures, and fully characterize…

Computer Science and Game Theory · Computer Science 2017-02-15 Yoad Lewenberg , Omer Lev , Yoram Bachrach , Jeffrey S. Rosenschein

Following the recent literature on make take fees policies, we consider an exchange wishing to set a suitable contract with several market makers in order to improve trading quality on its platform. To do so, we use a principal-agent…

Trading and Market Microstructure · Quantitative Finance 2021-03-09 Bastien Baldacci , Dylan Possamaï , Mathieu Rosenbaum