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We discuss the stationary states of a model economy in which $N$ heterogeneous adaptive consumers purchase commodity bundles repeatedly from $P$ sellers. The system undergoes a transition from an inefficient to an efficient state as the…

Disordered Systems and Neural Networks · Physics 2009-11-11 Andrea De Martino , Matteo Marsili

A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic…

Computer Science and Game Theory · Computer Science 2021-12-21 Roberto Cominetti , José Correa , Neil Olver

We study equilibria of markets with $m$ heterogeneous indivisible goods and $n$ consumers with combinatorial preferences. It is well known that a competitive equilibrium is not guaranteed to exist when valuations are not gross substitutes.…

Computer Science and Game Theory · Computer Science 2014-06-04 Shahar Dobzinski , Michal Feldman , Inbal Talgam-Cohen , Omri Weinstein

We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…

Theoretical Economics · Economics 2026-04-06 Koji Yokote

We study the existence of equilibrium when agents' preferences may not beconvex. For some specific utility functions, we provide a necessary and sufficientcondition under which there exists an equilibrium. The standard approach cannot be…

Computational Finance · Quantitative Finance 2025-03-24 Cuong Le Van , Ngoc-Sang Pham

Multimodal transportation systems can be represented as time-resolved multilayer networks where different transportation modes connecting the same set of nodes are associated to distinct network layers. Their quantitative description became…

Physics and Society · Physics 2015-09-29 Laura Alessandretti , Márton Karsai , Laetitia Gauvin

Consider a distribution of citizens in an urban area in which some services (supermarkets, post offices...) are present. Each citizen, in order to use a service, spends an amount of time which is due both to the travel time to the service…

Optimization and Control · Mathematics 2008-11-13 Gianluca Crippa , Chloé Jimenez , Aldo Pratelli

We propose a generalized market equilibrium model using assignment game criteria for evaluating transportation systems that consist of both operators' and users' decisions. The model finds stable pricing, in terms of generalized costs, and…

Computational Engineering, Finance, and Science · Computer Science 2020-08-14 Saeid Rasulkhani , Joseph Y. J. Chow

We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility of a general competitive system. The existing literature…

General Economics · Economics 2023-09-21 Liang Chen , Eugene Choo , Alfred Galichon , Simon Weber

Social gravity law widely exists in human travel, population migration, commodity trade, information communication, scientific collaboration and so on. Why is there such a simple law in many complex social systems is an interesting…

Physics and Society · Physics 2021-04-01 Hao Wang , Xiao-Yong Yan , Jinshan Wu

We develop a continuous-time general equilibrium framework for economies with a heterogeneous population -- modeled as a continuum -- that repeatedly optimizes over short horizons under relative-income (Duesenberry-type) criteria. The…

Mathematical Finance · Quantitative Finance 2026-03-19 Jaime Alberto Londoño

In this chapter, an input-output economic model with multiple interactive economic systems is considered. The model captures the multi-dimensional nature of the economic sectors or industries in each economic system, the interdependencies…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Minh Hoang Trinh , Nhat-Minh Le-Phan , Hyo-Sung Ahn

We study the Proportional Response dynamic in exchange economies, where each player starts with some amount of money and a good. Every day, the players bring one unit of their good and submit bids on goods they like, each good gets…

Computer Science and Game Theory · Computer Science 2023-09-13 Simina Brânzei , Nikhil R. Devanur , Yuval Rabani

Models of spatial firm competition assume that customers are distributed in space and transportation costs are associated with their purchases of products from a small number of firms that are also placed at definite locations. It has been…

Trading and Market Microstructure · Quantitative Finance 2017-02-22 Alan Roncoroni , Matus Medo

We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…

Economics · Quantitative Finance 2016-11-08 Wolfgang Kuhle

We revisit the classical topic of quadratic and linear mean-variance equilibria with both financial and real assets. The novelty of our results is that they are the first allowing for equilibrium prices driven by general semimartingales and…

Mathematical Finance · Quantitative Finance 2024-08-07 Christoph Czichowsky , Martin Herdegen , David Martins

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

This paper proposes a spatial model with a realistic geography where a continuous distribution of agents (e.g., farmers) engages in economic interactions with one location from a finite set (e.g., cities). The spatial structure of the…

Theoretical Economics · Economics 2023-06-02 Gianandrea Lanzara , Matteo Santacesaria

We define the model of an abstract economy with private information and a countable set of actions. We generalize the H. Yu and Z. Zhang's model (2007), considering that each agent is characterised by a preference correspondence instead of…

Optimization and Control · Mathematics 2013-04-02 Monica Patriche

The original Deffuant model consists of a finite number of agents whose opinion is a number in $[0,1]$. Two socially connected agents are uniformly randomly selected at each time step and approach each other at a rate $\mu\in [0,1/2]$ if…

Probability · Mathematics 2021-12-07 Hsin-Lun Li
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