Related papers: Statistical Inference for Fisher Market Equilibriu…
We study resource allocation in two-sided markets from a fundamental perspective and introduce a general modeling and algorithmic framework to effectively incorporate the complex and multidimensional aspects of fairness. Our main technical…
A major goal in Algorithmic Game Theory is to justify equilibrium concepts from an algorithmic and complexity perspective. One appealing approach is to identify robust natural distributed algorithms that converge quickly to an equilibrium.…
As data plays an increasingly pivotal role in decision-making, the emergence of data markets underscores the growing importance of data valuation. Within the machine learning landscape, Data Shapley stands out as a widely embraced method…
With recent development of artificial intelligence, it is more common to adopt AI agents in economic activities. This paper explores the economic actions of agents, including human agents and AI agents, in an economic game of trading…
In uniform-price markets, suppliers compete to supply a resource to consumers, resulting in a single market price determined by their competition. For sufficient flexibility, producers and consumers prefer to commit to a function as their…
We study the problem of market equilibrium (ME) in future wireless networks, with multiple actors competing and negotiating for a pool of heterogeneous resources (communication and computing) while meeting constraints in terms of global…
We investigate stochastic differential games of optimal trading comprising a finite population. There are market frictions in the present framework, which take the form of stochastic permanent and temporary price impacts. Moreover,…
A public decision-making problem consists of a set of issues, each with multiple possible alternatives, and a set of competing agents, each with a preferred alternative for each issue. We study adaptations of market economies to this…
This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe…
It is a common belief that computing a market equilibrium in Fisher's spending model is easier than computing a market equilibrium in Arrow-Debreu's exchange model. This belief is built on the fact that we have more algorithmic success in…
Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…
In ecological studies niche overlap is often used to quantify species interaction and dynamics. This paper develops a robust, nonparametric statistical framework for quantifying and analyzing multivariate niche overlap. Parametric methods…
T\^atonnement is a simple, intuitive market process where prices are iteratively adjusted based on the difference between demand and supply. Many variants under different market assumptions have been studied and shown to converge to a…
That science and other domains are now largely data-driven means virtually unlimited opportunities for statisticians. With great power comes responsibility, so it's imperative that statisticians ensure that the methods being developing to…
We study the equilibrium computation problem in the Fisher market model with constrained piecewise linear concave (PLC) utilities. This general class captures many well-studied special cases, including markets with PLC utilities, markets…
There are several aspects of data markets that distinguish them from a typical commodity market: asymmetric information, the non-rivalrous nature of data, and informational externalities. Formally, this gives rise to a new class of games…
Market equilibrium is one of the most fundamental solution concepts in economics and social optimization analysis. Existing works on market equilibrium computation primarily focus on settings with relatively few buyers. Motivated by this,…
We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…
Individuals are often influenced by the behavior of others, for instance because they wish to obtain the benefits of coordinated actions or infer otherwise inaccessible information. In such situations this social influence decreases the ex…
The importance of the quantum Fisher information metric is testified by the number of applications that this has in very different fields, ranging from hypothesis testing to metrology, passing through thermodynamics. Still, from the rich…