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We investigate activities that have different periods of duration. We define the profit intensity as a measure of this economic category. The profit intensity in a repeated trading has a unique property of attaining its maximum at a fixed…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 Edward W. Piotrowski , Jan Sladkowski

In many shopping scenarios, e.g., in online shopping, customers have a large menu of options to choose from. However, most of the buyers do not browse all the options and make decision after considering only a small part of the menu. To…

Computer Science and Game Theory · Computer Science 2018-02-15 Nick Gravin , Zhihao Gavin Tang

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You

A monopolist offers personalized prices to consumers with unit demand, heterogeneous values, and idiosyncratic costs, who differ in a protected characteristic, such as race or gender. The seller is subject to a non-discrimination…

Theoretical Economics · Economics 2025-06-27 Philipp Strack , Kai Hao Yang

The coordination of actions and the allocation of profit in supply chains under decentralized control play an important role in improving the profits of retailers and suppliers in the chain. We focus on supply chains under decentralized…

Computer Science and Game Theory · Computer Science 2024-02-06 Luis A. Guardiola , Ana Meca , Justo Puerto

Suppose a set of requests arrives online: each request gives some value $v_i$ if accepted, but requires using some amount of each of $d$ resources. Our cost is a convex function of the vector of total utilization of these $d$ resources.…

Data Structures and Algorithms · Computer Science 2018-04-24 Anupam Gupta , Ruta Mehta , Marco Molinaro

We consider markets consisting of a set of indivisible items, and buyers that have {\em sharp} multi-unit demand. This means that each buyer $i$ wants a specific number $d_i$ of items; a bundle of size less than $d_i$ has no value, while a…

Computer Science and Game Theory · Computer Science 2015-03-13 Ning Chen , Xiaotie Deng , Paul. W. Goldberg , Jinshan Zhang

We consider a basic resource allocation game, where the players' strategy spaces are subsets of $R^m$ and cost/utility functions are parameterized by some common vector $u\in R^m$ and, otherwise, only depend on the own strategy choice. A…

Computer Science and Game Theory · Computer Science 2020-02-24 Tobias Harks

Following the work of Babaioff et al, we consider the pricing game with strategic vendors and a single buyer, modeling a scenario in which multiple competing vendors have very good knowledge of a buyer, as is common in online markets. We…

Computer Science and Game Theory · Computer Science 2016-02-10 Allan Borodin , Omer Lev , Tyrone Strangway

We study competitive equilibrium in the canonical Fisher market model, but with indivisible goods. In this model, every agent has a budget of artificial currency with which to purchase bundles of goods. Equilibrium prices match between…

Computer Science and Game Theory · Computer Science 2019-11-25 Moshe Babaioff , Noam Nisan , Inbal Talgam-Cohen

We introduce a combinatorial variant of the cost sharing problem: several services can be provided to each player and each player values every combination of services differently. A publicly known cost function specifies the cost of…

Computer Science and Game Theory · Computer Science 2017-04-28 Shahar Dobzinski , Shahar Ovadia

Recommender systems have emerged as a new weapon to help online firms to realize many of their strategic goals (e.g., to improve sales, revenue, customer experience etc.). However, many existing techniques commonly approach these goals by…

Information Retrieval · Computer Science 2012-12-11 Shuang-Hong Yang

We propose and analyze a day-ahead reserve market model that handles bids from flexible loads. This pool market model takes into account the fact that a load modulation in one direction must usually be compensated later by a modulation of…

Computer Science and Game Theory · Computer Science 2014-05-28 Sébastien Mathieu , Quentin Louveaux , Damien Ernst , Bertrand Cornélusse

Consumers in many markets are uncertain about firms' qualities and costs, so buy based on both the price and the quality inferred from it. Optimal pricing depends on consumer heterogeneity only when firms with higher quality have higher…

Theoretical Economics · Economics 2019-04-12 Sander Heinsalu

We address a new prize-collecting problem of routing commodities in a given network with hub and non-hub nodes, in which the service of the non-hub nodes will be outsourced to third-party carriers. The problem is modeled as a Stackelberg…

Optimization and Control · Mathematics 2025-10-22 Elena Fernandez , Ivana Ljubic , Nicolas Zerega

Motivated by the recent popularity of machine learning training services, we introduce a contract design problem in which a provider sells a service that results in an outcome of uncertain quality for the buyer. The seller has a set of…

Computer Science and Game Theory · Computer Science 2026-05-06 Krishnamurthy Iyer , Alec Sun , Haifeng Xu , You Zu

We study a competitive online optimization problem with multiple inventories. In the problem, an online decision maker seeks to optimize the allocation of multiple capacity-limited inventories over a slotted horizon, while the allocation…

Performance · Computer Science 2022-02-08 Qiulin Lin , Yanfang Mo , Junyan Su , Minghua Chen

In cost sharing games, the existence and efficiency of pure Nash equilibria fundamentally depends on the method that is used to share the resources' costs. We consider a general class of resource allocation problems in which a set of…

Computer Science and Game Theory · Computer Science 2015-02-05 Max Klimm , Daniel Schmand

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

We study the revenue-maximizing mechanism when a buyer's value evolves endogenously because of learning-by-consuming. A seller sells one unit of a divisible good, while the buyer relies on his private, rough valuation to choose his…

Theoretical Economics · Economics 2022-09-07 Huiyi Guo , Wei He , Bin Liu