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We consider an intermediary's problem of dynamically matching demand and supply of heterogeneous types in a periodic-review fashion. More specifically, there are two disjoint sets of demand and supply types, and a reward associated with…

Optimization and Control · Mathematics 2018-11-20 Ming Hu , Yun Zhou

We consider the situation where multiple transportation service providers cooperate to offer an integrated multi-modal platform to enhance the convenience to the passengers through ease in multi-modal journey planning, payment, and first…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Yuntian Deng , Shiping Shao , Archak Mittal , Richard Twumasi-Boakye , James Fishelson , Abhishek Gupta , Ness B. Shroff

We study a model of two-player bargaining game in the shadow of a preventive trade war that examines why states deliberately maintain trade barriers in the age of globalization. Globalization can induce substantial power shifts between…

General Economics · Economics 2023-04-25 Liqun Liu , Tusi , Wen

Bargaining networks model the behavior of a set of players that need to reach pairwise agreements for making profits. Nash bargaining solutions are special outcomes of such games that are both stable and balanced. Kleinberg and Tardos…

Computer Science and Game Theory · Computer Science 2010-05-10 Yashodhan Kanoria , Mohsen Bayati , Christian Borgs , Jennifer Chayes , Andrea Montanari

We study competitive equilibria in exchange economies when a continuum of goods is conflated into a finite set of commodities. The design of conflation choices affects the allocation of scarce resources among agents, by constraining trading…

Theoretical Economics · Economics 2026-03-17 Niccolò Urbinat , Marco LiCalzi

A double auction game with an infinite number of buyers and sellers is introduced. All sellers posses one unit of a good, all buyers desire to buy one unit. Each seller and each buyer has a private valuation of the good. The distribution of…

Computer Science and Game Theory · Computer Science 2012-10-23 Matthijs Ruijgrok

Pair trading is a market-neutral quantitative trading strategy that exploits price anomalies between two correlated assets. By taking simultaneous long and short positions, it generates profits based on relative price movements, independent…

Computational Engineering, Finance, and Science · Computer Science 2024-12-18 Charles Barthelemy , Ruoyu Chen , Edward Lucyszyn

We study the problem of designing revenue-maximizing mechanisms for a selfish mediator who facilitates trade between a buyer and a seller. We consider a setting where the mediator does not have information advantage and the buyer's…

Computer Science and Game Theory · Computer Science 2026-03-10 Zhikang Fan , Weiran Shen , Shaojie Tang , Yao Wang

We describe a competetive equillibrium in a railway cargo transportation model. We reduce the problem of finding this equillibrium to the solution of to mutually dual convex optimization problems. According to L.V. Kantorvich we interpret…

Optimization and Control · Mathematics 2015-01-12 Alexander Shananin , Michael Vaschenko , Alexander Gasnikov , Evgeny Molchanov , Ludmila Pospelova

Traders in a market typically have widely different, private information on the return of an asset. The equilibrium price of the asset may reflect this information more accurately if the number of traders is large enough compared to the…

Statistical Mechanics · Physics 2019-08-17 Johannes Berg , Matteo Marsili , Aldo Rustichini , Riccardo Zecchina

In this paper we consider a stochastic game for modelling the interactions between smugglers and a patroller along a border. The problem we examine involves a group of cooperating smugglers making regular attempts to bring small amounts of…

Computer Science and Game Theory · Computer Science 2022-05-23 Matthew Darlington , Kevin D. Glazebrook , David S. Leslie , Rob Shone , Roberto Szechtman

This research employs quantitative techniques interpreted through relevant economic theories to analyze a proposed U.S. "Discounted Reciprocal Tariff" structure. Statistical modeling (linear regression) quantifies the policy's consistent…

General Economics · Economics 2025-04-07 Muhammad Sukri Bin Ramli

In this paper, we design two chapters to discuss trade dynamics with heterogeneous fluctuations, contributing new insights to macroeconomic issues related to international trade. In the first chapter, we model general exchange rate…

Econometrics · Economics 2026-03-11 Yongheng Hu

Contemporary process industries are constantly confronted with volatile market conditions that jeopardise their financial sustainability. While mature markets transition to oligopoly structures, the supply chain operation should adapt to a…

Optimization and Control · Mathematics 2023-11-20 Asimina Marousi , Karthik Thyagarajan , Jose M. Pinto , Lazaros G. Papageorgiou , Vassilis M. Charitopoulos

This paper models a two-agent economy with production and appropriation as a noncooperative dynamic game, and determines its closed-form Markovian Nash equilibrium. The analysis highlights the para-metric conditions that tip the economy…

Theoretical Economics · Economics 2023-04-05 Julio Huato

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

General Finance · Quantitative Finance 2018-03-14 Carlo Brugna , Giuseppe Toscani

The paper addresses a problem of sequential bilateral bargaining with incomplete information. We proposed a decision model that helps agents to successfully bargain by performing indirect negotiation and learning the opponent's model.…

Computer Science and Game Theory · Computer Science 2024-09-11 Tatiana V. Guy , Jitka Homolová , Aleksej Gaj

This paper models the US-China trade conflict and attempts to analyze the (optimal) strategic choices. In contrast to the existing literature on the topic, we employ the expected utility theory and examine the conflict mathematically. In…

General Economics · Economics 2020-10-26 Yuhan Zhang , Cheng Chang

We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' optimal trading strategies and their equilibrium price impact…

Trading and Market Microstructure · Quantitative Finance 2019-06-06 Sebastian Herrmann , Johannes Muhle-Karbe , Dapeng Shang , Chen Yang

Most products are produced and sold by supply chain networks, where an interconnected network of producers and intermediaries set prices to maximize their profits. I show that there exists a unique equilibrium in a price-setting game on a…

Computer Science and Game Theory · Computer Science 2019-04-16 Toomas Hinnosaar