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We develop a framework for the analysis of large-scale Ad-auctions where adverts are assigned over a continuum of search types. For this pay-per-click market, we provide an efficient mechanism that maximizes social welfare. In particular,…

Computer Science and Game Theory · Computer Science 2016-06-03 Frank Kelly , Peter Key , Neil Walton

Since they were authorized by the U.S. Security and Exchange Commission in 1998, electronic exchanges have boomed, and by 2010 high frequency trading accounted for over 70% of equity trades in the US. Such markets are thought to increase…

Trading and Market Microstructure · Quantitative Finance 2012-10-23 Rene Carmona , Kevin Webster

Auction is the common paradigm for resource allocation which is a fundamental problem in human society. Existing research indicates that the two primary objectives, the seller's revenue and the allocation efficiency, are generally…

Computer Science and Game Theory · Computer Science 2019-05-27 Bin Li , Dong Hao , Dengji Zhao , Makoto Yokoo

It has been assumed that arbitrage profits are not possible in efficient markets, because future prices are not predictable. Here we show that predictability alone is not a sufficient measure of market efficiency. We instead propose to…

Statistical Mechanics · Physics 2009-11-10 R. Rothenstein , K. Pawelzik

Public goods games study the incentives of individuals to contribute to a public good and their behaviors in equilibria. In this paper, we examine a specific type of public goods game where players are networked and each has binary actions,…

Computer Science and Game Theory · Computer Science 2022-04-04 Sixie Yu , Kai Zhou , P. Jeffrey Brantingham , Yevgeniy Vorobeychik

City road infrastructure is a public good, and over-consumption by self-interested, rational individuals leads to traffic jams. Congestion pricing is effective in reducing demand to sustainable levels, but also controversial, as it…

Multiagent Systems · Computer Science 2026-04-14 Kevin Riehl , Anastasios Kouvelas , Michail Makridis

In this paper we study the problem of allocating a scarce resource among several players (or agents). A central decision maker wants to maximize the total utility of all agents. However, such a solution may be unfair for one or more agents…

Computer Science and Game Theory · Computer Science 2016-11-21 Gaia Nicosia , Andrea Pacifici , Ulrich Pferschy

We study fair division of divisible goods under generalized assignment constraints. Here, each good has an agent-specific value and size, and every agent has a budget constraint that limits the total size of the goods she can receive. Since…

Computer Science and Game Theory · Computer Science 2026-03-03 Siddharth Barman , Ioannis Caragiannis , Sudarshan Shyam

Mature internet advertising platforms offer high-level campaign management tools to help advertisers run their campaigns, often abstracting away the intricacies of how each ad is placed and focusing on aggregate metrics of interest to…

Computer Science and Game Theory · Computer Science 2021-09-07 Vincent Conitzer , Christian Kroer , Debmalya Panigrahi , Okke Schrijvers , Eric Sodomka , Nicolas E. Stier-Moses , Chris Wilkens

Electricity storage is used for intertemporal price arbitrage and for ancillary services that balance unforeseen supply and demand fluctuations via frequency regulation. We present an optimization model that computes bids for both arbitrage…

Optimization and Control · Mathematics 2026-05-12 Dirk Lauinger , Luc Coté , Andy Sun

Electricity markets are experiencing a rapid increase in energy storage unit participation. Unlike conventional generation resources, quantifying the competitive operation and identifying if a storage unit is exercising market power is…

Systems and Control · Electrical Eng. & Systems 2025-01-16 Yiqian Wu , Bolun Xu , James Anderson

We consider the problem of fairly and efficiently allocating indivisible items (goods or bads) under capacity constraints. In this setting, we are given a set of categorized items. Each category has a capacity constraint (the same for all…

Computer Science and Game Theory · Computer Science 2023-03-01 Hila Shoshan , Erel Segal-Halevi , Noam Hazon

We present the following results pertaining to Fisher's market model: -We give two natural generalizations of Fisher's market model: In model M_1, sellers can declare an upper bound on the money they wish to earn (and take back their unsold…

Computer Science and Game Theory · Computer Science 2016-03-04 Nikhil R. Devanur , Kamal Jain , Tung Mai , Vijay V. Vazirani , Sadra Yazdanbod

This study introduces a novel cooperative game theory model designed to improve the United Nations' current funding mechanisms, which predominantly rely on voluntary contributions. By shifting from a Nash equilibrium framework, where member…

Physics and Society · Physics 2026-02-18 Labib Shami , Teddy Lazebnik

Throttling is a popular method of budget management for online ad auctions in which the platform modulates the participation probability of an advertiser in order to smoothly spend her budget across many auctions. In this work, we…

Computer Science and Game Theory · Computer Science 2023-02-07 Xi Chen , Christian Kroer , Rachitesh Kumar

We study the problem of allocating indivisible goods among agents with additive valuation functions to achieve both fairness and efficiency under the constraint that each agent receives exactly the same number of goods (the \emph{balanced…

Computer Science and Game Theory · Computer Science 2026-03-09 Yasushi Kawase , Ryoga Mahara

In this paper, we present a resource allocation mechanism for the problem of incentivizing filtering among a finite number of strategic social media platforms. We consider the presence of a strategic government and private knowledge of how…

Computer Science and Game Theory · Computer Science 2022-05-24 Aditya Dave , Ioannis Vasileios Chremos , Andreas A. Malikopoulos

We address formally the problem of opinion dynamics when the agents of a social network (e.g., consumers) are not only influenced by their neighbors but also by an external influential entity referred to as a marketer. The influential…

Systems and Control · Electrical Eng. & Systems 2020-11-18 I. C. Morarescu , V. S. Varma , L. Busoniu , S. Lasaulce

The implementation of electricity markets based on locational marginal pricing in a multi-settlement process has allowed wholesale competition, with pricing mechanisms that incentivize the optimal allocation of generation, transmission, and…

Systems and Control · Electrical Eng. & Systems 2020-12-29 Veronica R. Bosquezfoti , Andrew L. Liu

We study mechanism design for nonexcludable and excludable binary public project problems. We aim to maximize the expected number of consumers and the expected social welfare. For the nonexcludable public project model, we identify a…

Computer Science and Game Theory · Computer Science 2020-02-27 Guanhua Wang , Runqi Guo , Yuko Sakurai , Ali Babar , Mingyu Guo