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Related papers: Selecting a Match: Exploration vs Decision

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We develop a model to study the role of rationality in economics and biology. The model's agents differ continuously in their ability to make rational choices. The agents' objective is to ensure their individual survival over time or,…

Physics and Society · Physics 2015-07-20 Wolfgang Kuhle

We examine two-sided markets where players arrive stochastically over time and are drawn from a continuum of types. The cost of matching a client and provider varies, so a social planner is faced with two contending objectives: a) to reduce…

Computer Science and Game Theory · Computer Science 2020-01-06 Panayotis Mertikopoulos , Heinrich H. Nax , Bary S. R. Pradelski

Dissensus is a modeling framework for networks of dynamic agents in competition for scarce resources. Originally inspired by biological cells behaviors, it fits also marketing, finance and many other application areas. Competition is often…

Optimization and Control · Mathematics 2016-11-17 D. Bauso , L. Giarre' , R. Pesenti

We develop a continuous-time peer-effect discrete choice model where peers that affect the preferences of a given agent are randomly selected based on their previous choices. We characterize the equilibrium behavior and study the empirical…

Econometrics · Economics 2025-11-27 Nail Kashaev , Natalia Lazzati

In this work, we study the multi-agent assortment optimization problem in the two-sided sequential matching model introduced by Ashlagi et al. (2022). The setting is the following: we (the platform) offer a menu of suppliers to each…

Computer Science and Game Theory · Computer Science 2023-09-21 Alfredo Torrico , Margarida Carvalho , Andrea Lodi

We consider a learning problem for the stable marriage model under unknown preferences for the left side of the market. We focus on the centralized case, where at each time step, an online platform matches the agents, and obtains a noisy…

Machine Learning · Computer Science 2025-01-07 Andreas Athanasopoulos , Anne-Marie George , Christos Dimitrakakis

We consider the problem of maximizing portfolio value when an agent has a subjective view on asset value which differs from the traded market price. The agent's trades will have a price impact which affect the price at which the asset is…

Mathematical Finance · Quantitative Finance 2020-10-13 Ryan Donnelly , Matthew Lorig

Different agents need to make a prediction. They observe identical data, but have different models: they predict using different explanatory variables. We study which agent believes they have the best predictive ability -- as measured by…

Theoretical Economics · Economics 2023-02-01 Jose Luis Montiel Olea , Pietro Ortoleva , Mallesh M Pai , Andrea Prat

In many two-sided labor markets, interviews are conducted before matches are formed. The growing number of interviews in medical residency markets has increased demand for signaling mechanisms, where applicants send a limited number of…

Computer Science and Game Theory · Computer Science 2025-10-09 Maxwell Allman , Itai Ashlagi , Amin Saberi , Sophie H. Yu

We study a decentralized matching market in which firms sequentially make offers to potential workers. For each offer, the worker can choose "accept" or "reject," but the decision is irrevocable. The acceptance of an offer guarantees her…

Computer Science and Game Theory · Computer Science 2019-11-19 Yasushi Kawase , Yutaro Yamaguchi , Yu Yokoi

We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…

Economics · Quantitative Finance 2016-11-08 Wolfgang Kuhle

This paper develops a mean field game framework for dynamic two-sided matching markets, extending existing matching theory by integrating micro-macro dynamics in two-sided environments. Unlike traditional matching models focusing on static…

Optimization and Control · Mathematics 2026-05-26 Erhan Bayraktar , Dantong Chu , Bohan Li , Ho Man Tai

People often interact repeatedly: with relatives, through file sharing, in politics, etc. Many such interactions are reciprocal: reacting to the actions of the other. In order to facilitate decisions regarding reciprocal interactions, we…

Computer Science and Game Theory · Computer Science 2016-03-01 Gleb Polevoy , Mathijs de Weerdt , Catholijn Jonker

We introduce a class of learning problems where the agent is presented with a series of tasks. Intuitively, if there is relation among those tasks, then the information gained during execution of one task has value for the execution of…

Machine Learning · Computer Science 2012-09-06 Christos Dimitrakakis

Models of auctions or tendering processes are introduced. In every round of bidding the players select their bid from a probability distribution and whenever a bid is unsuccessful, it is discarded and replaced. For simple models, the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 R. D'Hulst , G. J. Rodgers

All-pay auctions, a common mechanism for various human and agent interactions, suffers, like many other mechanisms, from the possibility of players' failure to participate in the auction. We model such failures, and fully characterize…

Computer Science and Game Theory · Computer Science 2017-02-15 Yoad Lewenberg , Omer Lev , Yoram Bachrach , Jeffrey S. Rosenschein

We study a Markov matching market involving a planner and a set of strategic agents on the two sides of the market. At each step, the agents are presented with a dynamical context, where the contexts determine the utilities. The planner…

Machine Learning · Computer Science 2022-03-09 Yifei Min , Tianhao Wang , Ruitu Xu , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

In most real-world settings, due to limited time or other resources, an agent cannot perform all potentially useful deliberation and information gathering actions. This leads to the metareasoning problem of selecting such actions.…

Artificial Intelligence · Computer Science 2007-05-23 Vincent Conitzer , Tuomas Sandholm

An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Xiang Yu

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Multiagent Systems · Computer Science 2024-09-17 Shinkyu Park