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We consider a scenario where a retailer can set different prices for different consumers in a smart grid. The retailer's objective is to maximize the revenue, minimize the operating cost, and maximize the consumer's welfare. The retailer…

Optimization and Control · Mathematics 2021-11-09 Diptangshu Sen , Kushaagra Goyal , Varun Ramamohan , Arnob Ghosh

Repeated multi-unit auctions, where a seller allocates multiple identical items over many rounds, are common mechanisms in electricity markets and treasury auctions. We compare the two predominant formats: uniform-price and discriminatory…

Computer Science and Game Theory · Computer Science 2025-10-23 Marius Potfer , Vianney Perchet

We study the power and limitations of posted prices in multi-unit markets, where agents arrive sequentially in an arbitrary order. We prove upper and lower bounds on the largest fraction of the optimal social welfare that can be guaranteed…

Computer Science and Game Theory · Computer Science 2020-02-18 Tomer Ezra , Michal Feldman , Tim Roughgarden , Warut Suksompong

In the quest for market mechanisms that are easy to implement, yet close to optimal, few seem as viable as posted pricing. Despite the growing body of impressive results, the performance of most posted price mechanisms however, rely…

Computer Science and Game Theory · Computer Science 2016-09-23 Shreyas Sekar

This paper studies the efficiency of battery storage operations in electricity markets by comparing the social welfare gain achieved by a central planner to that of a decentralized profit-maximizing operator. The problem is formulated in a…

Computer Science and Game Theory · Computer Science 2026-02-24 Zhile Jiang , Xinhao Nie , Stratis Skoulakis

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 nonlinear pricing environment with private information. We provide profit guarantees (and associated mechanisms) that the seller can achieve across all possible distributions of willingness to pay of the buyers. With a…

Theoretical Economics · Economics 2023-02-01 Dirk Bergemann , Tibor Heumann , Stephen Morris

Alignment with human preferences is commonly framed using a universal reward function, even though human preferences are inherently heterogeneous. We formalize this heterogeneity by introducing user types and examine the limits of the…

Artificial Intelligence · Computer Science 2025-02-25 Ali Shirali , Arash Nasr-Esfahany , Abdullah Alomar , Parsa Mirtaheri , Rediet Abebe , Ariel Procaccia

We study the optimal pricing strategies of a monopolist selling a divisible good (service) to consumers that are embedded in a social network. A key feature of our model is that consumers experience a (positive) local network effect. In…

Computer Science and Game Theory · Computer Science 2011-01-31 Ozan Candogan , Kostas Bimpikis , Asuman Ozdaglar

We study the revenue guarantees and approximability of item pricing. Recent work shows that with $n$ heterogeneous items, item-pricing guarantees an $O(\log n)$ approximation to the optimal revenue achievable by any (buy-many) mechanism,…

Computer Science and Game Theory · Computer Science 2021-11-08 Shuchi Chawla , Rojin Rezvan , Yifeng Teng , Christos Tzamos

We develop a model of inter-temporal and intra-temporal price discrimination by monopoly airlines to study the ability of different discriminatory pricing mechanisms to increase efficiency and the associated distributional implications. To…

General Economics · Economics 2022-12-07 Gaurab Aryal , Charles Murry , Jonathan W. Williams

We study the optimal usage-based pricing problem in a resource-constrained network with one profit-maximizing service provider and multiple groups of surplus-maximizing users. With the assumption that the service provider knows the utility…

Networking and Internet Architecture · Computer Science 2015-03-17 Shuqin Li , Jianwei Huang

This study constructs a novel analytical general equilibrium model to compare environmental policies in a setting where oligopolistic energy firms engage in third-degree price discrimination across residential consumers and industrial…

General Economics · Economics 2025-01-07 Tengjiao Chen , Daniel H. Karney

We study a seller who sells a single good to multiple bidders with uncertainty over the joint distribution of bidders' valuations, as well as bidders' higher-order beliefs about their opponents. The seller only knows the (possibly…

Theoretical Economics · Economics 2022-02-16 Ethan Che

In this paper, we consider the problem of equal risk pricing and hedging in which the fair price of an option is the price that exposes both sides of the contract to the same level of risk. Focusing for the first time on the context where…

Optimization and Control · Mathematics 2020-09-17 Saeed Marzban , Erick Delage , Jonathan Yumeng Li

We study revenue maximization when a seller offers $k$ identical units to ex ante heterogeneous, unit-demand buyers. While anonymous pricing can be $\Theta(\log k)$ worse than optimal in general multi-unit environments, we show that this…

Computer Science and Game Theory · Computer Science 2026-01-26 Yaonan Jin , Yingkai Li

In the context of nonlinear prices, the empirical evidence suggests that the consumers have cognitive biases represented in a limited understanding of nonlinear price structures, and they respond to some alternative perceptions of the…

General Economics · Economics 2021-04-22 Diego Alejandro Murillo Taborda

Central to privacy concerns is that firms may use consumer data to price discriminate. A common policy response is that consumers should be given control over which firms access their data and how. Since firms learn about a consumer's…

Theoretical Economics · Economics 2020-08-18 S. Nageeb Ali , Greg Lewis , Shoshana Vasserman

We study optimal bundling when consumers differ in one dimension. We introduce a partial order on the set of bundles defined by (i) set inclusion and (ii) sales volumes (if sold alone and priced optimally). We show that if the undominated…

Theoretical Economics · Economics 2023-04-11 Frank Yang

Posted price mechanisms (PPM) constitute one of the predominant practices to price goods in online marketplaces and their revenue guarantees have been a central object of study in the last decade. We consider a basic setting where the…

Optimization and Control · Mathematics 2021-08-24 José Correa , Dana Pizarro , Victor Verdugo