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I study how organisations choose selection procedures in a competitive environment. Two firms compete to hire candidates of unknown productivity from a common pool. Firms simultaneously post a selection procedure which consists of a test…

Theoretical Economics · Economics 2026-05-01 Nathan Hancart

We study how storage, operating as a price maker within a market environment, may be optimally operated over an extended period of time. The optimality criterion may be the maximisation of the profit of the storage itself, where this profit…

Optimization and Control · Mathematics 2016-06-20 James Cruise , Lisa Flatley , Stan Zachary

The billboard advertisement has emerged as an effective out-of-home advertisement technique where the objective is to choose a limited number of slots to play some advertisement content (e.g., animation, video, etc.) with the hope that the…

Databases · Computer Science 2025-10-24 Dildar Ali , Suman Banerjee , Yamuna Prasad

A competing market model with a polyvariant profit function that assumes "zeitnot" stock behavior of clients is formulated within the banking portfolio medium and then analyzed from the perspective of devising optimal strategies. An…

Portfolio Management · Quantitative Finance 2010-05-18 Bohdan Yu. Kyshakevych , Anatoliy K. Prykarpatsky , Denis Blackmore , Ivan P. Tverdokhlib

There are clear benefits associated with a particular consumer choice for many current markets. For example, as we consider here, some products might carry environmental or `green' benefits. Some consumers might value these benefits while…

General Finance · Quantitative Finance 2008-12-02 Gérard Weisbuch , Vincent Buskens , Luat Vuong

We study the relationship between firms' performance and their technological portfolios using tools borrowed from the complexity science. In particular, we ask whether the accumulation of knowledge and capabilities related to a coherent set…

Economics · Quantitative Finance 2017-07-10 Emanuele Pugliese , Lorenzo Napolitano , Andrea Zaccaria , Luciano Pietronero

This paper investigates the problem of ensembling multiple strategies for sequential portfolios to outperform individual strategies in terms of long-term wealth. Due to the uncertainty of strategies' performances in the future market, which…

Portfolio Management · Quantitative Finance 2025-02-07 Duy Khanh Lam

Today, many companies take advantage of viral marketing to promote their new products, and since there are several competing companies in many markets, Competitive Influence Maximization has attracted much attention. Two categories of…

Social and Information Networks · Computer Science 2019-12-30 Amirhossein Ansari , Masoud Dadgar , Ali Hamzeh , Jörg Schlötterer , Michael Granitzer

We investigate an optimal investment problem with a general performance criterion which, in particular, includes discontinuous functions. Prices are modeled as diffusions and the market is incomplete. We find an explicit solution for the…

Probability · Mathematics 2008-12-02 Nikolai Dokuchaev , Ulrich Haussmann

The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…

Optimization and Control · Mathematics 2020-09-01 Saharnaz Mehrani , Jorge A. Sefair

We extend Relative Robust Portfolio Optimisation models to allow portfolios to optimise their distance to a set of benchmarks. Portfolio managers are also given the option of computing regret in a way which is more in line with market…

Portfolio Management · Quantitative Finance 2017-01-12 Gonçalo Simões , Mark McDonald , Stacy Williams , Daniel Fenn , Raphael Hauser

Faced with huge market potential and increasing competition in emerging industries, product manufacturers with key technologies tend to consider whether to implement a component open supply strategy. This study focuses on a pricing game…

Theoretical Economics · Economics 2021-03-16 Peiya Zhu , Xiaofei Qian , Xinbao Liu , Shaojun Lu

The competitive nature of Cloud marketplaces as new concerns in delivery of services makes the pricing policies a crucial task for firms. so that, pricing strategies has recently attracted many researchers. Since game theory can handle such…

Computer Science and Game Theory · Computer Science 2023-09-21 Safiye Ghasemi , Mohammad Reza Meybodi , Mehdi Dehghan Takht-Fooladi , Amir Masoud Rahmani

We analyze characteristics' joint predictive information through the lens of out-of-sample power utility functions. Linking weights to characteristics to form optimal portfolios suffers from estimation error which we mitigate by maximizing…

General Finance · Quantitative Finance 2024-02-05 Christopher G. Lamoureux , Huacheng Zhang

In large-scale games, approximating the opponent's strategy space with a small portfolio of representative strategies is a common and powerful technique. However, the construction of these portfolios often relies on domain-specific…

Computer Science and Game Theory · Computer Science 2025-11-25 Karolina Drabent , Ondřej Kubíček , Viliam Lisý

We study the problem of optimal long term portfolio selection with a view to beat a benchmark. Two kinds of objectives are considered. One concerns the probability of outperforming the benchmark and seeks either to minimise the decay rate…

Probability · Mathematics 2017-12-04 Anatolii A. Puhalskii

This paper studies ranking policies in a stylized trial-offer marketplace model, in which a single firm offers products and has consumers with heterogeneous preferences. Consumer trials are influenced by past purchases and the ranking of…

Social and Information Networks · Computer Science 2021-02-11 Franco Berbeglia , Gerardo Berbeglia , Pascal Van Hentenryck

Cloud computing as a fairly new commercial paradigm, widely investigated by different researchers, already has a great range of challenges. Pricing is a major problem in Cloud computing marketplace; as providers are competing to attract…

Computer Science and Game Theory · Computer Science 2023-09-21 S. Ghasemi , M. R. Meybodi , M. Dehghan , A. M. Rahmani

In this paper, we propose an online-matching-based model to study the assignment problems arising in a wide range of online-matching markets, including online recommendations, ride-hailing platforms, and crowdsourcing markets. It features…

Computer Science and Game Theory · Computer Science 2022-09-19 Pan Xu

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li