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Related papers: Greater search cost reduces prices

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When designing product rankings, online retailers and platforms choose which outcome to maximize: revenues from commissions or markups, the number of transactions, or consumer welfare. These objectives need not align, creating potential…

General Economics · Economics 2026-03-26 Rafael P. Greminger

A shadow price is a process lying within the bid/ask prices of a market with proportional transaction costs, such that maximizing expected utility from consumption in the frictionless market with this price process leads to the same maximal…

Portfolio Management · Quantitative Finance 2010-11-16 Jan Kallsen , Johannes Muhle-Karbe

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

We study the equilibria of uniform price auctions where many asymmetric bidders have flat demands up to their respective quantity constraints. We present an iterative procedure that systematically finds an equilibrium outcome as well as an…

Theoretical Economics · Economics 2026-04-09 Kiho Yoon

According to common understanding, in free completion of a private product, market and price, the two main factors in the competition that leads to economic efficiency, always exist together. This paper, however, points out the phenomenon…

General Economics · Economics 2021-06-30 Vincent Zha

Data regulations increasingly enable consumers to switch among market segments, making segmentation an endogenous outcome of strategic interaction. We study a model in which consumers choose segments before a monopolist sets…

Theoretical Economics · Economics 2026-05-14 Zhonghong Kuang , Sanxi Li , Yi Liu , Yang Yu

The online search problem is a fundamental problem in finance. The numerous direct applications include searching for optimal prices for commodity trading and trading foreign currencies. In this paper, we analyze the advice complexity of…

Data Structures and Algorithms · Computer Science 2017-01-10 Jhoirene Clemente , Juraj Hromkovic , Dennis Komm , Christian Kudahl

We consider the well-studied game-theoretic version of machine scheduling in which jobs correspond to self-interested users and machines correspond to resources. Here each user chooses a machine trying to minimize her own cost, and such…

Computer Science and Game Theory · Computer Science 2019-12-18 Cong Chen , Paolo Penna , Yinfeng Xu

This paper gives an absolute new search system that builds the information retrieval infrastructure for Internet. Now most search engine companies are mainly concerned with how to make profit from company users by advertisement and ranking…

Digital Libraries · Computer Science 2007-05-23 Wang Liang , Guo Yiping , Fang Ming

This paper studies optimal mechanisms for collecting and trading data. Consumers benefit from revealing information about their tastes to a service provider because this improves the service. However, the information is also valuable to a…

Theoretical Economics · Economics 2026-01-29 Jiadong Gu

Unexpected advertising items in sponsored search may reduce users' reliance on organic search, resulting in hidden cost for the e-commerce platform. To address this problem and promote sustainable growth, we propose a dynamic reserve price…

Computer Science and Game Theory · Computer Science 2025-08-26 Mang Li

In search engines, online marketplaces and other human-computer interfaces large collectives of individuals sequentially interact with numerous alternatives of varying quality. In these contexts, trial and error (exploration) is crucial for…

Artificial Intelligence · Computer Science 2017-04-04 Pantelis P. Analytis , Hrvoje Stojic , Alexandros Gelastopoulos , Mehdi Moussaïd

A speculative agent with Prospect Theory preference chooses the optimal time to purchase and then to sell an indivisible risky asset to maximize the expected utility of the round-trip profit net of transaction costs. The optimization…

Mathematical Finance · Quantitative Finance 2022-10-26 Alex S. L. Tse , Harry Zheng

We examine trade-offs among stakeholders in ad auctions. Our metrics are the revenue for the utility of the auctioneer, the number of clicks for the utility of the users and the welfare for the utility of the advertisers. We show how to…

Computer Science and Game Theory · Computer Science 2014-04-22 Yoram Bachrach , Sofia Ceppi , Ian A. Kash , Peter Key , David Kurokawa

We compare the profit of the optimal third-degree price discrimination policy against a uniform pricing policy. A uniform pricing policy offers the same price to all segments of the market. Our main result establishes that for a broad class…

General Economics · Economics 2021-11-16 Dirk Bergemann , Francisco Castro , Gabriel Weintraub

We discuss the problem of setting prices in an electronic market that has more than one buyer. We assume that there are self-interested sellers each selling a distinct item that has an associated cost. Each buyer has a submodular valuation…

Computer Science and Game Theory · Computer Science 2019-09-25 Allan Borodin , Akash Rakheja

In many matching markets, one side "applies" to the other, and these applications are often expensive and time-consuming (e.g. students applying to college). It is tempting to think that making the application process easier should benefit…

Computer Science and Game Theory · Computer Science 2016-12-30 S. Matthew Weinberg , James Zou

We study whether simple algorithmic pricing systems can systematically produce collusive-like prices in multi-firm markets. We consider firms using an explore-then-exploit pipeline: they randomize prices during an initial exploration phase,…

Computer Science and Game Theory · Computer Science 2026-05-18 Jackie Baek , Vivek F. Farias , Farrell Wu

In this work we study for the first time the interaction between marketing and network effects. We build a model in which the online firm starts with an initial user base and controls the growth of the user base by choosing the intensity of…

Optimization and Control · Mathematics 2015-11-02 Kartik Ahuja , Simpson Zhang , Mihaela van der Schaar

In a dynamic matching market, such as a marriage or job market, how should agents balance accepting a proposed match with the cost of continuing their search? We consider this problem in a discrete setting, in which agents have cardinal…

Computer Science and Game Theory · Computer Science 2021-06-16 Ishan Agarwal , Richard Cole , Yixin Tao
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