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This paper studies a spatial competition game between two firms that sell a homogeneous good at some pre-determined fixed price. A population of consumers is spread out over the real line, and the two firms simultaneously choose location in…

Optimization and Control · Mathematics 2020-01-31 Gaëtan Fournier , Karine Van Der Straeten , Jörgen Weibull

This paper studies repeated games where two players play multiple duopolistic games simultaneously (multimarket contact). A key assumption is that each player receives a noisy and private signal about the other's actions (private monitoring…

Computer Science and Game Theory · Computer Science 2019-11-26 Atsushi Iwasaki , Tadashi Sekiguchi , Shun Yamamoto , Makoto Yokoo

This paper considers the portfolio management problem of optimal investment, consumption and life insurance. We are concerned with time inconsistency of optimal strategies. Natural assumptions, like different discount rates for consumption…

Optimization and Control · Mathematics 2011-07-25 Ivar Ekeland , Oumar Mbodji , Traian A. Pirvu

I study robust comparative statics for risk-averse subjective expected utility (SEU) maximizers. Starting with a finite menu of actions totally ordered by sensitivity to risk, I identify the transformations of her menu that lead a…

Theoretical Economics · Economics 2025-05-27 Mark Whitmeyer

Gallice and Monz\'on (2019) present a natural environment that sustains full co-operation in one-shot social dilemmas among a finite number of self-interested agents. They demonstrate that in a sequential public goods game, where agents…

General Economics · Economics 2026-03-13 Chowdhury Mohammad Sakib Anwar , Konstantinos Georgalos

In credence goods markets such as health care or repair services, consumers rely on experts with superior information to adequately diagnose and treat them. Experts, however, are constrained in their diagnostic abilities, which hurts market…

General Economics · Economics 2025-04-28 Alexander Erlei , Lukas Meub

Understanding the statistical properties of recurrence intervals of extreme events is crucial to risk assessment and management of complex systems. The probability distributions and correlations of recurrence intervals for many systems have…

Statistical Finance · Quantitative Finance 2012-05-10 Hao Meng , Fei Ren , Gao-Feng Gu , Xiong Xiong , Yong-Jie Zhang , Wei-Xing Zhou , Wei Zhang

When playing games in groups, it is an advantage for individuals to have accurate statistical information on the strategies of their opponents. Such information may be obtained by remembering previous interactions. We consider a…

Adaptation and Self-Organizing Systems · Physics 2015-10-14 James Burridge

A Stackelberg game is played between a leader and a follower. The leader first chooses an action, then the follower plays his best response. The goal of the leader is to pick the action that will maximize his payoff given the follower's…

Data Structures and Algorithms · Computer Science 2015-11-19 Aaron Roth , Jonathan Ullman , Zhiwei Steven Wu

I consider the monopolistic pricing of informational good. A buyer's willingness to pay for information is from inferring the unknown payoffs of actions in decision making. A monopolistic seller and the buyer each observes a private signal…

Theoretical Economics · Economics 2018-10-18 Weijie Zhong

This paper considers information sharing in a multi-player repeated game. Every round, each player observes a subset of components of a random vector and then takes a control action. The utility earned by each player depends on the full…

Optimization and Control · Mathematics 2014-12-31 Michael J. Neely

Customer slowdown describes the phenomenon that a customer's service requirement increases with experienced delay. In healthcare settings, there is substantial empirical evidence for slowdown, particularly when a patient's delay exceeds a…

Probability · Mathematics 2017-03-20 Jori Selen , Ivo Adan , Vidyadhar Kulkarni , Johan van Leeuwaarden

A dynamic memory model is proposed in which an agent ``learns'' a new agent by means of recommendation. The agents can also ``remember'' and ``forget''. The memory size is decreased while the population size is kept constant. ``Fame''…

Adaptation and Self-Organizing Systems · Physics 2008-08-07 Haluk Bingol

Keeping a memory of evolving stimuli is ubiquitous in biology, an example of which is immune memory for evolving pathogens. However, learning and memory storage for dynamic patterns still pose challenges in machine learning. Here, we…

Biological Physics · Physics 2021-10-29 Oskar H Schnaack , Luca Peliti , Armita Nourmohammad

We study the interpersonal trust of a population of agents, asking whether chance may decide if a population ends up in a high trust or low trust state. We model this by a discrete time, random matching stochastic coordination game. Agents…

Physics and Society · Physics 2024-05-20 Benedikt V. Meylahn , Arnoud V. den Boer , Michel Mandjes

In games with incomplete and ambiguous information, rational behavior depends not only on fundamental ambiguity (ambiguity about states) but also on strategic ambiguity (ambiguity about others' actions), which further induces hierarchies of…

Theoretical Economics · Economics 2024-11-22 Takashi Ui

Many applications of RCTs involve the presence of multiple treatment administrators -- from field experiments to online advertising -- that compete for the subjects' attention. In the face of competition, estimating a causal effect becomes…

Computer Science and Game Theory · Computer Science 2024-06-06 Ana-Andreea Stoica , Vivian Y. Nastl , Moritz Hardt

This paper demonstrates how reinforcement learning can explain two puzzling empirical patterns in household consumption behavior during economic downturns. I develop a model where agents use Q-learning with neural network approximation to…

General Economics · Economics 2025-10-24 Brandon Kaplowitz

Experience replay enables reinforcement learning agents to memorize and reuse past experiences, just as humans replay memories for the situation at hand. Contemporary off-policy algorithms either replay past experiences uniformly or utilize…

Machine Learning · Computer Science 2019-06-21 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

Automated recommendations can nowadays be found on many e-commerce platforms, and such recommendations can create substantial value for consumers and providers. Often, however, not all recommendable items have the same profit margin, and…

Social and Information Networks · Computer Science 2022-09-12 Nada Ghanem , Stephan Leitner , Dietmar Jannach
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