English
Related papers

Related papers: Multidimensional free-mobility equilibrium: Tiebou…

200 papers

These notes discuss several topics in neoclassical economics and alternatives, with an aim of reviewing fundamental issues in modeling economic markets. I start with a brief, non-rigorous summary of the basic Arrow-Debreu model of general…

General Finance · Quantitative Finance 2009-02-26 Lee Smolin

This paper revisits the Arrow-Debreu general equilibrium framework through the lens of effective trade, emphasizing the distinction between theoretical and realizable market interactions. We develop the Effective Trade Model (ETM), where…

Theoretical Economics · Economics 2025-12-02 Nizar Riane

Our infrastructure systems enable our well-being by allowing us to move, store, and transform materials and information given considerable social and environmental variation. Critically, this ability is shaped by the degree to which society…

Theoretical Economics · Economics 2025-10-28 Adam Wiechman , John M. Anderies , Margaret Garcia

We consider dominant strategy implementation in private values settings, when agents have multi-dimensional types, the set of alternatives is finite, monetary transfers are allowed, and agents have quasi-linear utilities. We show that any…

Computer Science and Game Theory · Computer Science 2010-03-09 Debasis Mishra , Arunava Sen

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…

Dynamical Systems · Mathematics 2009-09-29 Vladimir Belitsky , Antonio L. Pereira , Fernando P. de Almeida Prado

Different voters behave differently, different governments make different decisions, or different organizations are ruled differently. Many research questions important to political scientists concern choice behavior, which involves dealing…

Methodology · Statistics 2020-11-06 Gerhard Tutz , Ingrid Mauerer

Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…

Econometrics · Economics 2024-02-21 Amandeep Singh , Ye Liu , Hema Yoganarasimhan

The evolution of existing transportation systems, mainly driven by urbanization and increased availability of mobility options, such as private, profit-maximizing ride-hailing companies, calls for tools to reason about their design and…

Computers and Society · Computer Science 2025-02-07 Margarita Zambrano , Xinling Li , Riccardo Fiorista , Gioele Zardini

We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety…

Computer Science and Game Theory · Computer Science 2020-07-08 Shiva Navabi , Ashutosh Nayyar

In this paper, we consider dynamic multi-agent systems (MAS) for decentralized resource allocation. The MAS operates at a competitive equilibrium to ensure supply and demand are balanced. First, we investigate the MAS over a finite horizon.…

Systems and Control · Electrical Eng. & Systems 2022-10-21 Zeinab Salehi , Yijun Chen , Elizabeth L. Ratnam , Ian R. Petersen , Guodong Shi

The notion that economies should normally be in equilibrium is by now well-established; equally well-established is that economies are almost never precisely in equilibrium. Using a very general formulation, we show that under dynamics that…

General Finance · Quantitative Finance 2012-02-28 Eric Kemp-Benedict

Are there multiple equilibria in the spatial economy? This paper develops a unified framework that integrates systems of cities and regional models to address this question within a general geographic space. A key feature is the endogenous…

Theoretical Economics · Economics 2025-05-01 Gianandrea Lanzara , Matteo Santacesaria

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

The random utility model, a cornerstone in economics, is axiomatized by Falmagne (1978) and McFadden and Richter (1990) with the assumption that if a menu is observable, the choice frequencies of all alternatives are also observable.…

Theoretical Economics · Economics 2025-10-07 Haruki Kono , Kota Saito , Alec Sandroni

This paper formulates a model of utility for a continuous time framework that captures the decision-maker's concern with ambiguity about both volatility and drift. Corresponding extensions of some basic results in asset pricing theory are…

Pricing of Securities · Quantitative Finance 2013-01-22 Larry G. Epstein , Shaolin Ji

We study a dynamic generalization of stochastic rationality in consumer behavior, the Dynamic Random Utility Model (DRUM). Under DRUM, a consumer draws a utility function from a stochastic utility process and maximizes this utility subject…

Theoretical Economics · Economics 2022-04-18 Nail Kashaev , Victor H. Aguiar

How robust are socioeconomic agent-based models with respect to the details of the agents' decision rule? We tackle this question by considering an occupation model in the spirit of the Sakoda-Schelling model, historically introduced to…

Statistical Mechanics · Physics 2024-07-01 Ruben Zakine , Jerome Garnier-Brun , Antoine-Cyrus Becharat , Michael Benzaquen

In this paper, we consider a multi-modal mobility system of travelers each with an individual travel budget, and propose a game-theoretic framework to assign each traveler to a ``mobility service" (each one representing a different mode of…

Computer Science and Game Theory · Computer Science 2023-02-28 Ioannis Vasileios Chremos , Andreas Malikopoulos

This paper links matching markets with aligned preferences to optimal transport theory. We show that stability, efficiency, and fairness emerge as solutions to a parametric family of optimal transport problems. The parameter reflects…

Theoretical Economics · Economics 2025-03-17 Federico Echenique , Joseph Root , Fedor Sandomirskiy

This chapter explores the role of substitutability in economic models, particularly in the context of optimal transport and matching models. In equilibrium models with substitutability, market-clearing prices can often be recovered using…

Theoretical Economics · Economics 2024-05-14 Alfred Galichon , Antoine Jacquet