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In today's economy, selling a new zero-marginal cost product is a real challenge, as it is difficult to determine a product's "correct" sales price based on its profit and dissemination. As an example, think of the price of a new app or…

Trading and Market Microstructure · Quantitative Finance 2021-08-03 Daniel Fraiman

We model a delivery platform facilitating transactions among three sides: buyers, stores, and couriers. In addition to buyers paying store-specific purchase prices and couriers receiving store--buyer-specific delivery compensation from the…

Computer Science and Game Theory · Computer Science 2025-07-16 Yannai A. Gonczarowski , Gary Qiurui Ma , David C. Parkes

We study a two-sided online data ecosystem comprised of an online platform, users on the platform, and downstream learners or data buyers. The learners can buy user data on the platform (to run a statistic or machine learning task).…

Computer Science and Game Theory · Computer Science 2025-10-13 Diptangshu Sen , Jingyan Wang , Juba Ziani

Linear Fisher market is one of the most fundamental economic models. The market is traditionally examined on the basis of individual's price-taking behavior. However, this assumption breaks in markets such as online advertising and…

Computer Science and Game Theory · Computer Science 2024-07-17 Juncheng Li , Pingzhong Tang

A new class of multi agent single machine scheduling problems is introduced, where each job is associated with a self interested agent with a utility function decreasing in completion time. We aim to achieve a fair solution by maximizing…

Computer Science and Game Theory · Computer Science 2026-04-01 Gaia Nicosia , Andrea Pacifici , Ulrich Pferschy

This paper studies a spatial competition game between two firms that sell a homogeneous good at some pre-determined fixed price. A population of consumers is spread out over the real line, and the two firms simultaneously choose location in…

Optimization and Control · Mathematics 2020-01-31 Gaëtan Fournier , Karine Van Der Straeten , Jörgen Weibull

Auctions are widely used in exchanges to match buy and sell requests. Once the buyers and sellers place their requests, the exchange determines how these requests are to be matched. The two most popular objectives used while determining the…

Data Structures and Algorithms · Computer Science 2024-03-06 Mohit Garg , Suneel Sarswat

We study the optimal dynamic pricing of an expiring ticket or voucher, sold by a time-sensitive seller to strategic buyers who arrive stochastically with private values. The expiring nature creates a conflict: the seller's urgency to sell…

Computer Science and Game Theory · Computer Science 2025-09-30 Suyeon Choi , Changhyun Kwon , Seungki Min

We consider a queuing network that opens at a specified time, where customers are non-atomic and belong to different classes. Each class has its own route, and as is typical in the literature, the costs are a linear function of waiting and…

Performance · Computer Science 2025-12-09 Agniv Bandyopadhyay , Sandeep Juneja

This two-part paper addresses the design of retail electricity tariffs for distribution systems with distributed energy resources such as solar power and storage. In particular, the optimal design of dynamic two-part tariffs for a regulated…

Optimization and Control · Mathematics 2017-02-08 Daniel Munoz-Alvarez , Lang Tong

This paper studies matching markets in the presence of middlemen. In our framework, a buyer-seller pair may either trade directly or use the services of a middleman; and a middleman may serve multiple buyer-seller pairs. Direct trade…

Theoretical Economics · Economics 2022-01-25 Ata Atay , Eric Bahel , Tamás Solymosi

Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it…

Statistical Mechanics · Physics 2009-10-31 Yi-Cheng Zhang

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study…

Systems and Control · Computer Science 2018-02-13 Florian Kühnlenz , Pedro H. J. Nardelli , Santtu Karhinen , Rauli Svento

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

Modern business models have enabled service systems to leverage a large pool of casual employees with flexible hours, paid based on piece rates, to fulfill on-demand work. These systems have been successfully implemented in sectors such as…

Optimization and Control · Mathematics 2025-04-09 Prakash Gawas , Antoine Legrain , Louis-Martin Rousseau

How can a social planner adaptively incentivize selfish agents who are learning in a strategic environment to induce a socially optimal outcome in the long run? We propose a two-timescale learning dynamics to answer this question in both…

Computer Science and Game Theory · Computer Science 2022-04-13 Chinmay Maheshwari , Kshitij Kulkarni , Manxi Wu , Shankar Sastry

A fundamental decision faced by a firm hiring employees - and a familiar one to anyone who has dealt with the academic job market, for example - is deciding what caliber of candidates to pursue. Should the firm try to increase its…

Computer Science and Game Theory · Computer Science 2014-12-08 Jon Kleinberg , Sigal Oren

This work studies equilibrium problems under uncertainty where firms maximize their profits in a robust way when selling their output. Robust optimization plays an increasingly important role when best guaranteed objective values are to be…

Optimization and Control · Mathematics 2022-02-24 Christian Biefel , Frauke Liers , Jan Rolfes , Lars Schewe , Gregor Zöttl

The aim of the paper is to extend the model of "fishing problem". The simple formulation is following. The angler goes to fishing. He buys fishing ticket for a fixed time. There are two places for fishing at the lake. The fishes are caught…

Probability · Mathematics 2008-12-19 Anna Karpowicz , Krzysztof Szajowski

We study the problem of online learning in competitive settings in the context of two-sided matching markets. In particular, one side of the market, the agents, must learn about their preferences over the other side, the firms, through…

Artificial Intelligence · Computer Science 2022-06-07 Chinmay Maheshwari , Eric Mazumdar , Shankar Sastry
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