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As is well known, many classes of markets have efficient equilibria, but this depends on agents being non-strategic, i.e. that they declare their true demands when offered goods at particular prices, or in other words, that they are…

Computer Science and Game Theory · Computer Science 2017-12-18 Richard Cole , Yixin Tao

We present a methodology for representing probabilistic relationships in a general-equilibrium economic model. Specifically, we define a precise mapping from a Bayesian network with binary nodes to a market price system where consumers and…

Computer Science and Game Theory · Computer Science 2013-02-18 David M. Pennock , Michael P. Wellman

To choose between two discrete goods, a consumer pays attention to only those with prices below a threshold. From these, she chooses her most preferred good. We assume consumers in a population have the same preference but may have…

Theoretical Economics · Economics 2025-11-07 Kaushil Patel

We study equilibrium in hedonic markets, when consumers and suppliers have reservation utilities, and the utility functions are separable with respect to price. There is one indivisible good, which comes in different qualities; each…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Ivar Ekeland

Simultaneous item auctions are simple procedures for allocating items to bidders with potentially complex preferences over different item sets. In a simultaneous auction, every bidder submits bids on all items simultaneously. The allocation…

Computer Science and Game Theory · Computer Science 2012-09-24 Michal Feldman , Hu Fu , Nick Gravin , Brendan Lucier

Quasiliearity is a ubiquitous and questionable assumption in the standard study of Walrasian equilibria. Quasilinearity implies that a buyer's value for goods purchased in a Walrasian equilibrium is always additive with goods purchased with…

Computer Science and Game Theory · Computer Science 2016-06-23 Rad Niazadeh , Christopher Wilkens

The goal of an auction is to determine commodity prices such that all participants are perfectly happy. Such a solution is called a competitive equilibrium and does not exist in general. For this reason we are interested in solutions which…

Optimization and Control · Mathematics 2013-09-04 Johannes C. Müller

Computing market equilibria is a problem of both theoretical and applied interest. Much research to date focuses on the case of static Fisher markets with full information on buyers' utility functions and item supplies. Motivated by…

Computer Science and Game Theory · Computer Science 2021-10-05 Yuan Gao , Christian Kroer , Alex Peysakhovich

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

A seller is pricing identical copies of a good to a stream of unit-demand buyers. Each buyer has a value on the good as his private information. The seller only knows the empirical value distribution of the buyer population and chooses the…

Computer Science and Game Theory · Computer Science 2023-05-12 Siddhartha Banerjee , Kamesh Munagala , Yiheng Shen , Kangning Wang

This paper studies Markov perfect equilibria in a repeated duopoly model where sellers choose algorithms. An algorithm is a mapping from the competitor's price to own price. Once set, algorithms respond quickly. Customers arrive randomly…

Theoretical Economics · Economics 2022-07-04 Rohit Lamba , Sergey Zhuk

A special case of Myerson's classic result describes the revenue-optimal equilibrium when a seller offers a single item to a buyer. We study a repeated sales extension of this model: a seller offers to sell a single fresh copy of an item to…

Computer Science and Game Theory · Computer Science 2019-03-12 Nikhil R. Devanur , Yuval Peres , Balasubramanian Sivan

We model real-world data markets, where sellers post fixed prices and buyers are free to purchase from any set of sellers, as a simultaneous game. A key component here is the negative externality buyers induce on one another due to data…

Computer Science and Game Theory · Computer Science 2024-02-16 Safwan Hossain , Yiling Chen

Competition is a main tenet of economics, and the reason is that a perfectly competitive equilibrium is Pareto-efficient in the absence of externalities and public goods. Whether a product is selected in a market crucially relates to its…

Economics · Quantitative Finance 2015-12-09 Su Do Yi , Seung Ki Baek , Guillaume Chevereau , Eric Bertin

In the context of fair division, the concept of price of fairness has been introduced to quantify the loss of welfare when we have to satisfy some fairness condition. In other words, it is the price we have to pay to guarantee fairness.…

Computer Science and Game Theory · Computer Science 2024-02-27 Karen Frilya Celine , Muhammad Ayaz Dzulfikar , Ivan Adrian Koswara

We study linear Fisher markets with satiation. In these markets, sellers have earning limits and buyers have utility limits. Beyond natural applications in economics, these markets arise in the context of maximizing Nash social welfare when…

Data Structures and Algorithms · Computer Science 2019-08-01 Jugal Garg , Martin Hoefer , Kurt Mehlhorn

In this paper, we show that if every consumer in an economy has a quasi-linear utility function, then the normalized equilibrium price is unique, and is locally stable with respect to the t\^atonnement process. Our study can be seen as that…

Theoretical Economics · Economics 2024-04-22 Yuhki Hosoya

In this paper, we study the problem of maximizing social welfare in combinatorial markets through pricing schemes. We consider the existence of prices that are capable to achieve optimal social welfare without a central tie-breaking…

Computer Science and Game Theory · Computer Science 2020-07-20 Kristóf Bérczi , Naonori Kakimura , Yusuke Kobayashi

A collective choice problem is a finite set of social alternatives and a finite set of economic agents with vNM utility functions. We associate a public goods economy with each collective choice problem and establish the existence and…

Theoretical Economics · Economics 2020-08-28 Faruk Gul , Wolfgang Pesendorfer

Dynamic pricing schemes were introduced as an alternative to posted-price mechanisms. In contrast to static models, the dynamic setting allows to update the prices between buyer-arrivals based on the remaining sets of items and buyers, and…

Computer Science and Game Theory · Computer Science 2022-04-27 Kristóf Bérczi , Erika R. Bérczi-Kovács , Evelin Szögi