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A simple computer simulation model of a closed market on a fixed network with free flow of goods and money is introduced. The model contains only two variables : the amount of goods and money beside the size of the system. An initially flat…

Adaptation and Self-Organizing Systems · Physics 2012-09-25 Marcel Ausloos , Andrzej Pekalski

Envy-freeness and Pareto Efficiency are two major goals in welfare economics. The existence of an allocation that satisfies both conditions has been studied for a long time. Whether items are indivisible or divisible, it is impossible to…

Computer Science and Game Theory · Computer Science 2019-11-11 Richard Cole , Yixin Tao

We study the problem of mechanism design for allocating a set of indivisible items among agents with private preferences on items. We are interested in such a mechanism that is strategyproof (where agents' best strategy is to report their…

Computer Science and Game Theory · Computer Science 2024-08-05 Ankang Sun , Bo Chen

We propose a multi-agent model of an asset market and study conditions that guarantee that the strategy of an individual agent cannot outperform the market. The model assumes a mean-field approximation of the market by considering an…

Mathematical Finance · Quantitative Finance 2022-11-11 Mikhail Zhitlukhin

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Machine Learning · Computer Science 2026-05-14 Michael Vitali , Pierre Pinson

Trades based on bilateral (indivisible) contracts can be represented by a network. Vertices correspond to agents while arcs represent the non-price elements of a bilateral contract. Given prices for each arc, agents choose the incident arcs…

Theoretical Economics · Economics 2020-08-25 Can Kizilkale , Rakesh Vohra

We consider a private variant of the classical allocation problem: given k goods and n agents with individual, private valuation functions over bundles of goods, how can we partition the goods amongst the agents to maximize social welfare?…

Computer Science and Game Theory · Computer Science 2018-03-16 Justin Hsu , Zhiyi Huang , Aaron Roth , Tim Roughgarden , Zhiwei Steven Wu

We construct and study market models admitting optimal arbitrage. We say that a model admits optimal arbitrage if it is possible, in a zero-interest rate setting, starting with an initial wealth of 1 and using only positive portfolios, to…

Pricing of Securities · Quantitative Finance 2013-12-19 Huy N. Chau , Peter Tankov

We study a dynamic non-bipartite matching problem. There is a fixed set of agent types, and agents of a given type arrive and depart according to type-specific Poisson processes. Agent departures are not announced in advance. The value of a…

Computer Science and Game Theory · Computer Science 2021-01-12 Natalie Collina , Nicole Immorlica , Kevin Leyton-Brown , Brendan Lucier , Neil Newman

We consider the problem of fair allocation of indivisible goods to $n$ agents, with no transfers. When agents have equal entitlements, the well established notion of the maximin share (MMS) serves as an attractive fairness criterion, where…

Computer Science and Game Theory · Computer Science 2021-11-16 Moshe Babaioff , Tomer Ezra , Uriel Feige

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…

General Finance · Quantitative Finance 2011-05-11 R. Lopez-Ruiz , E. Shivanian , S. Abbasbandy , J. L. Lopez

We study the problem of fairly allocating indivisible goods to groups of agents. Agents in the same group share the same set of goods even though they may have different preferences. Previous work has focused on unanimous fairness, in which…

Computer Science and Game Theory · Computer Science 2020-01-01 Erel Segal-Halevi , Warut Suksompong

A designer offers vertically-differentiated positions to agents in the absence of transfers. Agents have private outside options and may reject their offers ex-post. The designer has preferences over the quantity of agents who accept each…

Theoretical Economics · Economics 2026-02-12 Morteza Honarvar , Joanna Krysta , Eric Tang

Winners-take-all situations introduce an incentive for agents to diversify their behavior, since doing so will result in splitting an eventual price with fewer people. At the same time, when the payoff of a process depends on a parameter…

Computer Science and Game Theory · Computer Science 2019-06-11 Abel Molina

We consider a novel setting where a set of items are matched to the same set of agents repeatedly over multiple rounds. Each agent gets exactly one item per round, which brings interesting challenges to finding efficient and/or fair {\em…

Computer Science and Game Theory · Computer Science 2022-07-05 Ioannis Caragiannis , Shivika Narang

We consider a monopolist seller with $n$ heterogeneous items, facing a single buyer. The buyer has a value for each item drawn independently according to (non-identical) distributions, and her value for a set of items is additive. The…

Computer Science and Game Theory · Computer Science 2020-08-03 Moshe Babaioff , Nicole Immorlica , Brendan Lucier , S. Matthew Weinberg

In this paper we introduce a capacity allocation game which models the problem of maximizing network utility from the perspective of distributed noncooperative agents. Motivated by the idea of self-managed networks, in the developed…

Computer Science and Game Theory · Computer Science 2013-07-23 Dariusz Gcasior , Maciej Drwal

We consider the fair allocation of indivisible items to several agents and add a graph theoretical perspective to this classical problem. Namely, we introduce an incompatibility relation between pairs of items described in terms of a…

Discrete Mathematics · Computer Science 2022-11-29 Nina Chiarelli , Matjaž Krnc , Martin Milanič , Ulrich Pferschy , Nevena Pivač , Joachim Schauer

We study the fair allocation of indivisible items subject to conflict constraints. In this framework, the items are represented as the vertices of a graph, with edges corresponding to conflicts between pairs of items. Each agent is assigned…

Computer Science and Game Theory · Computer Science 2026-05-12 Sarfaraz Equbal , Rohit Gurjar , Ayumi Igarashi , Yatharth Kumar , Pasin Manurangsi , Swaprava Nath , Raghuvansh Saxena , Rohit Vaish , Hirotaka Yoneda

We consider the task of assigning indivisible goods to a set of agents in a fair manner. Our notion of fairness is Nash social welfare, i.e., the goal is to maximize the geometric mean of the utilities of the agents. Each good comes in…

Data Structures and Algorithms · Computer Science 2019-05-13 Bhaskar Chaudhury , Yun Kuen Cheung , Jugal Garg , Naveen Garg , Martin Hoefer , Kurt Mehlhorn
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