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A buyer and a seller bargain over the price of an object. Both players can build reputations for being obstinate by offering the same price over time. Before players bargain, the seller decides whether to adopt a new technology that can…

Theoretical Economics · Economics 2025-03-17 Harry Pei , Maren Vairo

We study a repeated trading problem in which a mechanism designer facilitates trade between a single seller and multiple buyers. Our model generalizes the classic bilateral trade setting to a multi-buyer environment. Specifically, the…

Computer Science and Game Theory · Computer Science 2025-03-04 Anna Lunghi , Matteo Castiglioni , Alberto Marchesi

Two agents trade an item in a simultaneous offer setting, where the exchange takes place if and only if the buyer's bid price weakly exceeds the seller's ask price. Each agent is randomly assigned the buyer or seller role. Both agents are…

Theoretical Economics · Economics 2025-05-29 José Ignacio Rivero-Wildemauwe

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

Browsing privacy solutions face an uphill battle to deployment. Many operate counter to the economic objectives of popular online services (e.g., by completely blocking ads) and do not provide enough incentive for users who may be subject…

Networking and Internet Architecture · Computer Science 2018-10-05 Arash Molavi Kakhki , Vijay Erramilli , Phillipa Gill , Augustin Chaintreau , Balachander Krishnamurthy

We consider a dynamic pricing problem for repeated contextual second-price auctions with multiple strategic buyers who aim to maximize their long-term time discounted utility. The seller has limited information on buyers' overall demand…

Machine Learning · Computer Science 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang

We consider the impact of incomplete information on incentives for node cooperation in parallel relay networks with one source node, one destination node, and multiple relay nodes. All nodes are selfish and strategic, interested in…

Computer Science and Game Theory · Computer Science 2011-01-24 Hongda Xiao , Edmund M. Yeh

Classical optimal auction theory assumes that bids reach the seller directly. We study how this picture changes when a revenue-maximizing intermediary controls access to the seller's auction. Motivated by blockchain auctions, online…

Computer Science and Game Theory · Computer Science 2026-05-22 Jingyi Liu , Aviad Rubinstein , Ertem Nusret Tas , S. Matthew Weinberg , Qianfan Zhang

We examine receiver-optimal mechanisms for aggregating information divided across many biased senders. Each sender privately observes an unconditionally independent signal about an unknown state, so no sender can verify another's report. A…

Theoretical Economics · Economics 2025-08-05 James Best , Daniel Quigley , Maryam Saeedi , Ali Shourideh

We study super--replication of European contingent claims in an illiquid market with insider information. Illiquidity is captured by quadratic transaction costs and insider information is modeled by an investor who can peek into the future.…

Mathematical Finance · Quantitative Finance 2020-10-01 Yan Dolinsky , Jonathan Zouari

Motivated by the problem of selling large, proprietary data, we consider an information pricing problem proposed by Bergemann et al. that involves a decision-making buyer and a monopolistic seller. The seller has access to the underlying…

Computer Science and Game Theory · Computer Science 2026-03-26 Andrew Li , R. Ravi , Karan Singh , Zihong Yi , Weizhong Zhang

A seller with one unit of a good faces N\geq3 buyers and a single competitor who sells one other identical unit in a second-price auction with a reserve price. Buyers who do not get the seller's good will compete in the competitor's…

Theoretical Economics · Economics 2021-10-26 Kenneth Hendricks , Thomas Wiseman

We study information elicitation in cost-function-based combinatorial prediction markets when the market maker's utility for information decreases over time. In the sudden revelation setting, it is known that some piece of information will…

Computer Science and Game Theory · Computer Science 2014-07-31 Miroslav Dudík , Rafael Frongillo , Jennifer Wortman Vaughan

We study a contextual version of the repeated brokerage problem. In each interaction, two traders with private valuations for an item seek to buy or sell based on the learner's-a broker-proposed price, which is informed by some contextual…

Machine Learning · Statistics 2025-03-11 François Bachoc , Tommaso Cesari , Roberto Colomboni

When different information sources on a given topic are combined, they interact in a nontrivial manner for a rational receiver of these information sources. Suppose that there are two information sources, one is genuine and the other…

Physics and Society · Physics 2026-03-17 Dorje C. Brody , Tomooki Yuasa

We propose a new notion of credibility for Bayesian persuasion problems. A disclosure policy is credible if the sender cannot profit from tampering with her messages while keeping the message distribution unchanged. We show that the…

Theoretical Economics · Economics 2022-05-10 Xiao Lin , Ce Liu

The goal of this paper is to provide an insight into the equilibrium of the Internet market, when the current balance of the market is disrupted, and one of the ISPs switches to a non-neutral regime. We consider a content provider with a…

Networking and Internet Architecture · Computer Science 2014-04-09 Mohammad Hassan Lotfi , George Kesidis , Saswati Sarkar

When information acquisition is costly but flexible, a principal may rationally acquire information that favors one group over another. The former group faces incentives to invest in becoming productive, while the latter is discouraged from…

Theoretical Economics · Economics 2024-09-10 Federico Echenique , Anqi Li

We study a general class of repeated auctions, such as the ones found in electricity markets, as multi-agent games between the bidders. In such a repeated setting, bidders can adapt their strategies online based on the data observed in the…

Computer Science and Game Theory · Computer Science 2021-07-14 Orcun Karaca , Pier Giuseppe Sessa , Anna Leidi , Maryam Kamgarpour

We study the informational efficiency of a market with a single traded asset. The price initially differs from the fundamental value, about which the agents have noisy private information (which is, on average, correct). A fraction of…

Trading and Market Microstructure · Quantitative Finance 2014-01-10 Gani Aldashev , Timoteo Carletti , Simone Righi
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