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We formulate an equilibrium model of intraday trading in electricity markets. Agents face balancing constraints between their customers consumption plus intraday sales and their production plus intraday purchases. They have continuously…

Computational Finance · Quantitative Finance 2020-10-20 René Aid , Andrea Cosso , Huyên Pham

Matching markets involve heterogeneous agents (typically from two parties) who are paired for mutual benefit. During the last decade, matching markets have emerged and grown rapidly through the medium of the Internet. They have evolved into…

Computer Science and Game Theory · Computer Science 2021-09-28 Will Ma , Pan Xu , Yifan Xu

We study the price competition in a duopoly with an arbitrary number of buyers. Each seller can offer multiple units of a commodity depending on the availability of the commodity which is random and may be different for different sellers.…

Computer Science and Game Theory · Computer Science 2016-11-15 Mohammad Hassan Lotfi , Saswati Sarkar

Two-sided online matching platforms are employed in various markets. However, agents' preferences in the current market are usually implicit and unknown, thus needing to be learned from data. With the growing availability of dynamic side…

Machine Learning · Computer Science 2024-05-30 Yuantong Li , Chi-hua Wang , Guang Cheng , Will Wei Sun

Stability is crucial in matching markets, yet in many real-world settings - from hospital residency allocations to roommate assignments - full stability is either impossible to achieve or can come at the cost of leaving many agents…

Computer Science and Game Theory · Computer Science 2026-01-21 Frederik Glitzner , David Manlove

We study partial identification of the preference parameters in the one-to-one matching model with perfectly transferable utilities. We do so without imposing parametric distributional assumptions on the unobserved heterogeneity and with…

Econometrics · Economics 2022-07-28 Cristina Gualdani , Shruti Sinha

We consider a market in which both suppliers and consumers compete for a product via scalar-parameterized supply offers and demand bids. Scalar-parameterized offers/bids are appealing due to their modeling simplicity and desirable…

General Economics · Economics 2020-03-04 Mariola Ndrio , Khaled Alshehri , Subhonmesh Bose

Recent advancements in bipartite consensus, a scenario where agents are divided into two disjoint sets with agents in the same set agreeing on a certain value and those in different sets agreeing on opposite or specifically related values,…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Chongzhi Wang , Haibin Shao , Ying Tan , Dewei Li

We consider two-sided matching markets, and study the incentives of agents to circumvent a centralized clearing house by signing binding contracts with one another. It is well-known that if the clearing house implements a stable match and…

Computer Science and Game Theory · Computer Science 2015-04-14 Nick Arnosti , Nicole Immorlica , Brendan Lucier

This paper studies matching markets in the presence of middlemen. In our framework, a buyer-seller pair may either trade directly or use the services of a middleman; and a middleman may serve multiple buyer-seller pairs. Direct trade…

Theoretical Economics · Economics 2022-01-25 Ata Atay , Eric Bahel , Tamás Solymosi

Online platforms in the Internet Economy commonly incorporate recommender systems that recommend products (or "arms") to users (or "agents"). A key challenge in this domain arises from myopic agents who are naturally incentivized to exploit…

Information Retrieval · Computer Science 2024-06-19 Xiaowu Dai , Wenlu Xu , Yuan Qi , Michael I. Jordan

We consider a situation where wireless service providers compete for heterogenous wireless users. The users differ in their willingness to pay as well as in their individual channel gains. We prove existence and uniqueness of the Nash…

Information Theory · Computer Science 2009-03-12 Vojislav Gajic , Jianwei Huang , Bixio Rimoldi

The efficient computation of large matchings with desirable guarantees is a crucial objective in market design. However, even in simple two-sided matching markets with weak ordinal preferences, finding a maximum-size stable matching is…

Computer Science and Game Theory · Computer Science 2026-02-26 Gergely Csáji , Frederik Glitzner

We study decentralized markets with the presence of middlemen, modeled by a non-cooperative bargaining game in trading networks. Our goal is to investigate how the network structure of the market and the role of middlemen influence the…

Computer Science and Game Theory · Computer Science 2013-07-09 Thanh Nguyen , Vijay G. Subramanian , Randall A. Berry

Energy forecasting has attracted enormous attention over the last few decades, with novel proposals related to the use of heterogeneous data sources, probabilistic forecasting, online learn-ing, etc. A key aspect that emerged is that…

Applications · Statistics 2022-04-05 Pierre Pinson , Liyang Han , Jalal Kazempour

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

Computer Science and Game Theory · Computer Science 2017-04-17 Nikhil Devanur , Jugal Garg , Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod

We study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…

Computer Science and Game Theory · Computer Science 2024-06-21 Moshe Babaioff , Amitai Frey , Noam Nisan

Motivated by electricity markets, this paper studies the impact of forward contracting in situations where firms have capacity constraints and heterogeneous production lead times. We consider a model with two types of firms - leaders and…

Optimization and Control · Mathematics 2016-06-29 Desmond Cai , Anish Agarwal , Adam Wierman

We consider a dynamical network model in which two competitors have fixed and different states, and each normal agent adjusts its state according to a distributed consensus protocol. The state of each normal agent converges to a steady…

Physics and Society · Physics 2014-05-21 Jiuhua Zhao , Qipeng Liu , Xiaofan Wang

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

Computational Finance · Quantitative Finance 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi