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We consider a network of prosumers involved in peer-to-peer energy exchanges, with differentiation price preferences on the trades with their neighbors, and we analyze two market designs: (i) a centralized market, used as a benchmark, where…

Optimization and Control · Mathematics 2018-12-07 Hélène Le Cadre , Paulin Jacquot , Cheng Wan , Clémence Alasseur

Large-scale online recommendation systems must facilitate the allocation of a limited number of items among competing users while learning their preferences from user feedback. As a principled way of incorporating market constraints and…

Machine Learning · Computer Science 2022-12-15 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

Electricity markets typically operate in two stages, day-ahead and real-time. Despite best efforts striving efficiency, evidence of price manipulation has called for system-level market power mitigation (MPM) initiatives that substitute…

Optimization and Control · Mathematics 2023-08-11 Rajni Kant Bansal , Yue Chen , Pengcheng You , Enrique Mallada

We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to…

Computational Engineering, Finance, and Science · Computer Science 2018-07-23 Lorenzo Nespoli , Matteo Salani , Vasco Medici

Much work has been done on the computation of market equilibria. However due to strategic play by buyers, it is not clear whether these are actually observed in the market. Motivated by the observation that a buyer may derive a better…

Computer Science and Game Theory · Computer Science 2015-05-18 Bharat Adsul , Ch. Sobhan Babu , Jugal Garg , Ruta Mehta , Milind Sohoni

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

Computer Science and Game Theory · Computer Science 2014-01-20 Mohammad Rasouli , Demosthenis Teneketzis

Two-sided marketplaces embody heterogeneity in incentives: producers seek exposure while consumers seek relevance, and balancing these competing objectives through constrained optimization is now a standard practice. Yet real platforms face…

Computer Science and Game Theory · Computer Science 2026-02-13 Dominykas Seputis , Alexander Timans , Rajeev Verma

The all-pay auction, a classic competitive model, is widely applied in scenarios such as political elections, sports competitions, and research and development, where all participants pay their bids regardless of winning or losing. However,…

Theoretical Economics · Economics 2025-07-24 Yan Liu , Ying Qin , Zihe Wang

According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

Computer Science and Game Theory · Computer Science 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…

Computer Science and Game Theory · Computer Science 2015-03-14 Mohsen Bayati , Christian Borgs , Jennifer Chayes , Yashodhan Kanoria , Andrea Montanari

The maximum Nash social welfare (NSW) -- which maximizes the geometric mean of agents' utilities -- is a fundamental solution concept with remarkable fairness and efficiency guarantees. The computational aspects of NSW have been extensively…

Computer Science and Game Theory · Computer Science 2023-12-15 Pallavi Jain , Rohit Vaish

Inspired by Internet ad auction applications, we study the problem of allocating a single item via an auction when bidders place very different values on the item. We formulate this as the problem of prior-free auction and focus on…

Computer Science and Game Theory · Computer Science 2009-09-30 Vahab Mirrokni , S. Muthukrishnan , Uri Nadav

We study an energy market composed of producers who compete to supply energy to different markets and want to maximize their profits. The energy market is modeled by a graph representing a constrained power network where nodes represent the…

General Economics · Economics 2022-12-01 Leonardo Massai , Giacomo Como , Fabio Fagnani

We consider auctions in which greedy algorithms, paired with first-price or critical-price payment rules, are used to resolve multi-parameter combinatorial allocation problems. We study the price of anarchy for social welfare in such…

Computer Science and Game Theory · Computer Science 2014-12-02 Brendan Lucier , Allan Borodin

This work is concerned with the application of game theoretic principles to model competition between demand response aggregators for selling excess energy stored in electrochemical storage devices directly to other aggregators in a power…

Systems and Control · Computer Science 2016-12-05 Mahdi Motalleb , Reza Ghorbani

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

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li

Motivated by the emergence of popular service-based two-sided markets where sellers can serve multiple buyers at the same time, we formulate and study the {\em two-sided cost sharing} problem. In two-sided cost sharing, sellers incur…

Computer Science and Game Theory · Computer Science 2021-07-14 Sreenivas Gollapudi , Kostas Kollias , Ali Shameli

The paper deals with a class of parametrized equilibrium problems, where the objectives of the players do possess nonsmooth terms. The respective Nash equilibria can be characterized via a parameter-dependent variational inequality of the…

Optimization and Control · Mathematics 2019-11-06 Jiří V. Outrata , Jan Valdman

We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…

Optimization and Control · Mathematics 2017-10-10 Daniel Huppmann , Sauleh Siddiqui