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The use of dynamic pricing by profit-maximizing firms gives rise to demand fairness concerns, measured by discrepancies in consumer groups' demand responses to a given pricing strategy. Notably, dynamic pricing may result in buyer…

Machine Learning · Computer Science 2024-04-24 Jesse Thibodeau , Hadi Nekoei , Afaf Taïk , Janarthanan Rajendran , Golnoosh Farnadi

Distributed renewable resources owned by prosumers can be an effective way of fortifying grid resilience and enhancing sustainability. However, prosumers serve their own interests and their objectives are unlikely to align with that of…

Systems and Control · Electrical Eng. & Systems 2022-09-30 Yihsu Chen , Andrew L. Liu , Makoto Tanaka , Ryuta Takashima

In this work, we consider the problem of minimising the social cost in atomic congestion games. For this problem, we provide tight computational lower bounds along with taxation mechanisms yielding polynomial time algorithms with optimal…

Computer Science and Game Theory · Computer Science 2022-05-23 Dario Paccagnan , Martin Gairing

When sales of a product are affected by randomness in demand, retailers can use dynamic pricing strategies to maximise their profits. In this article the pricing problem is formulated as a stochastic optimal control problem, where the…

Optimization and Control · Mathematics 2017-10-17 Asbjørn N. Riseth , Jeff N. Dewynne , Chris L. Farmer

This paper presents and discusses a mathematical model inspired by control theory to derive optimal public policies for minimizing costs associated with the reduction and control of criminal activity in a population. Specifically, we…

Systems and Control · Electrical Eng. & Systems 2026-05-25 Mariana Álvarez , Alexander Alegría , Andrés Rivera , Sebastián Pedersen

We study the regulation of a monopolistic firm using a robust-design approach. We solve for the policy that minimizes the regulator's worst-case regret, where the regret is the difference between his complete-information payoff minus his…

Theoretical Economics · Economics 2019-10-11 Yingni Guo , Eran Shmaya

We study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…

Computer Science and Game Theory · Computer Science 2024-06-21 Moshe Babaioff , Amitai Frey , Noam Nisan

Selective labels are a common feature of consequential decision-making applications, referring to the lack of observed outcomes under one of the possible decisions. This paper reports work in progress on learning decision policies in the…

Machine Learning · Computer Science 2020-11-04 Dennis Wei

In the present work we tackle the problem of finding the optimal price tariff to be set by a risk-averse electric retailer participating in the pool and whose customers are price-sensitive. We assume that the retailer has access to a…

Optimization and Control · Mathematics 2022-02-24 Román Pérez-Santalla , Miguel Carrión , Carlos Ruiz

Consider the seller's problem of finding optimal prices for her $n$ (divisible) goods when faced with a set of $m$ consumers, given that she can only observe their purchased bundles at posted prices, i.e., revealed preferences. We study…

Computer Science and Game Theory · Computer Science 2018-10-09 Ziwei Ji , Ruta Mehta , Matus Telgarsky

We consider a variation on the classical finance problem of optimal portfolio design. In our setting, a large population of consumers is drawn from some distribution over risk tolerances, and each consumer must be assigned to a portfolio of…

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer

Suppliers of differentiated goods make simultaneous pricing decisions, which are strategically linked. Because of market power, the equilibrium is inefficient. We study how a policymaker should target a budget-balanced tax-and-subsidy…

Theoretical Economics · Economics 2022-06-29 Andrea Galeotti , Benjamin Golub , Sanjeev Goyal , Eduard Talamàs , Omer Tamuz

Mechanism design for a social utility being the sum of agents' utilities (SoU) is a well-studied problem. There are, however, a number of problems of theoretical and practical interest where a designer may have a different objective than…

Computer Science and Game Theory · Computer Science 2015-09-29 Abhinav Sinha , Achilleas Anastasopoulos

Herding, where investors imitate others' decisions rather than relying on their own analysis, is a prevalent phenomenon in financial markets. Excessive herding distorts rational decisions, amplifies volatility, and can be exploited by…

Mathematical Finance · Quantitative Finance 2026-04-14 Huisheng Wang , H. Vicky Zhao

We provide a theoretical framework to examine how carbon pricing policies influence inflation and to estimate the policy-driven impact on goods prices from achieving net-zero emissions. Firms control emissions by adjusting production,…

General Economics · Economics 2025-01-29 René Aïd , Maria Arduca , Sara Biagini , Luca Taschini

In multiplayer games, self-interested behavior among the players can harm the social welfare. Tax mechanisms are a common method to alleviate this issue and induce socially optimal behavior. In this work, we take the initial step of…

Computer Science and Game Theory · Computer Science 2025-01-16 Qiwen Cui , Maryam Fazel , Simon S. Du

We propose a new optimal model of product goodwill in a segmented market where the state variable is described by a partial differential equation of the Lotka--Sharp--McKendrick type. In order to maximize the sum of discounted profits over…

Optimization and Control · Mathematics 2014-11-05 Dominika Bogusz , Mariusz Górajski

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

The $\textit{data market design}$ problem is a problem in economic theory to find a set of signaling schemes (statistical experiments) to maximize expected revenue to the information seller, where each experiment reveals some of the…

Computer Science and Game Theory · Computer Science 2023-11-01 Sai Srivatsa Ravindranath , Yanchen Jiang , David C. Parkes