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Cournot competition is a fundamental economic model that represents firms competing in a single market of a homogeneous good. Each firm tries to maximize its utility---a function of the production cost as well as market price of the…

Computer Science and Game Theory · Computer Science 2014-07-25 Melika Abolhassani , MohammadHossein Bateni , MohammadTaghi Hajiaghayi , Hamid Mahini , Anshul Sawant

Firms typically cannot observe key consumer actions: whether customers buy from a competitor, choose not to buy, or even fully consider the firm's offer. This missing outside-option information makes market-size and preference estimation…

Machine Learning · Computer Science 2026-02-16 Jiangkai Xiong , Kalyan Talluri , Hanzhao Wang

We consider the process of bidding by electricity suppliers in a day-ahead market context where each supplier bids a linear non-decreasing function of her generating capacity with the goal of maximizing her individual profit given other…

Optimization and Control · Mathematics 2018-11-16 Ruidi Chen , Ioannis Ch. Paschalidis , Michael C. Caramanis , Panagiotis Andrianesis

We study a problem of an online retailer who observes the unit sales of a product, and dynamically changes the retail price, in order to maximize the expected revenue. Assuming the demand of the product is price sensitive, we are interested…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Chengcheng Liu , Mátyás A. Sustik

Price determination is a central research topic of revenue management in marketing. The important aspect in pricing is controlling the stochastic behavior of demand, and the previous studies have tackled price optimization problems with…

Optimization and Control · Mathematics 2024-01-04 Yuya Hikima , Akiko Takeda

The mixed logit model is a flexible and widely used demand model in pricing and revenue management. However, existing work on mixed-logit pricing largely focuses on unconstrained settings, limiting its applicability in practice where prices…

Optimization and Control · Mathematics 2026-02-10 Hoang Giang Pham , Tien Mai

As a firm varies the price of a product, consumers exhibit reference effects, making purchase decisions based not only on the prevailing price but also the product's price history. We consider the problem of learning such behavioral…

Computer Science and Game Theory · Computer Science 2017-08-31 Abbas Kazerouni , Benjamin Van Roy

In the present work, we study the advertising competition of several marketing campaigns who need to determine how many resources to allocate to potential customers to advertise their products through direct marketing while taking into…

Computer Science and Game Theory · Computer Science 2016-08-10 Antonia Masucci , Alonso Silva

There has been substantial recent concern that pricing algorithms might learn to ``collude.'' Supra-competitive prices can emerge as a Nash equilibrium of repeated pricing games, in which sellers play strategies which threaten to punish…

Computer Science and Game Theory · Computer Science 2024-12-17 Eshwar Ram Arunachaleswaran , Natalie Collina , Sampath Kannan , Aaron Roth , Juba Ziani

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

Optimization and Control · Mathematics 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

This paper considers trial-offer markets where consumer preferences are modeled by a multinomial logit with social influence and position bias. The social signal for a product is given by its current market share raised to power r (or…

Social and Information Networks · Computer Science 2017-11-06 Felipe Maldonado , Pascal Van Hentenryck , Gerardo Berbeglia , Franco Berbeglia

We study an online joint assortment-inventory optimization problem, in which we assume that the choice behavior of each customer follows the Multinomial Logit (MNL) choice model, and the attraction parameters are unknown a priori. The…

Machine Learning · Computer Science 2025-01-03 Yong Liang , Xiaojie Mao , Shiyuan Wang

We study a pricing game in multi-hop relay networks where nodes price their services and route their traffic selfishly and strategically. In this game, each node (1) announces pricing functions which specify the payments it demands from its…

Computer Science and Game Theory · Computer Science 2007-10-15 Yufang Xi , Edmund M. Yeh

We consider an online version of the well-studied network utility maximization problem, where users arrive one by one and an operator makes irrevocable decisions for each user without knowing the details of future arrivals. We propose a…

Data Structures and Algorithms · Computer Science 2021-01-27 Ying Cao , Bo Sun , Danny H. K. Tsang

We study a stylized dynamic assortment planning problem during a selling season of finite length $T$. At each time period, the seller offers an arriving customer an assortment of substitutable products and the customer makes the purchase…

Machine Learning · Statistics 2021-02-22 Xi Chen , Chao Shi , Yining Wang , Yuan Zhou

We consider an online assortment problem with $[n]:=\{1,2,\ldots,n\}$ sellers, each holding exactly one item $i\in[n]$ with initial inventory $c_i\in \mathbb{Z}_+$, and a sequence of homogeneous buyers arriving over a finite time horizon…

Computer Science and Game Theory · Computer Science 2021-12-10 S. Rasoul Etesami

Social marketing is becoming increasingly important in contemporary business. Central to social marketing is quantifying how consumers choose between alternatives and how they influence each other. This work considers a new but simple…

Social and Information Networks · Computer Science 2014-05-05 Jeremy Chen

In this paper, we introduce a preliminary model for interactions in the data market. Recent research has shown ways in which a data aggregator can design mechanisms for users to ensure the quality of data, even in situations where the users…

Computer Science and Game Theory · Computer Science 2017-04-06 Tyler Westenbroek , Roy Dong , Lillian J. Ratliff , S. Shankar Sastry

The paper is motivated by pricing decisions faced by forecourt fuel retailers across their outlets on a road network. Through our modelling approach we are able adapt the network structure to a bipartite graph with demand nodes representing…

Optimization and Control · Mathematics 2025-02-21 Aaditya Bhardwaj , Ben Black , Trivikram Dokka , Christopher Kirkbride

Global supply networks in agriculture, manufacturing, and services are a defining feature of the modern world. The efficiency and the distribution of surpluses across different parts of these networks depend on choices of intermediaries.…

General Finance · Quantitative Finance 2019-06-05 Felipe M. Cardoso , Carlos Gracia-Lazaro , Frederic Moisan , Sanjeev Goyal , Angel Sanchez , Yamir Moreno
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