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We study the conflict between two links in a multiple-input single-output interference channel. This setting is strictly competitive and can be related to perfectly competitive market models. In such models, general equilibrium theory is…

Computer Science and Game Theory · Computer Science 2015-05-30 Rami Mochaourab , Eduard A. Jorswieck

We study the power of item-pricing as a tool for approximately optimizing social welfare in a combinatorial market. We consider markets with $m$ indivisible items and $n$ buyers. The goal is to set prices to the items so that, when agents…

Computer Science and Game Theory · Computer Science 2015-11-10 Michal Feldman , Nick Gravin , Brendan Lucier

We characterize Pareto optimality via "near" weighted utilitarian welfare maximization. One characterization sequentially maximizes utilitarian welfare functions using a finite sequence of nonnegative and eventually positive welfare…

Theoretical Economics · Economics 2023-03-28 Yeon-Koo Che , Jinwoo Kim , Fuhito Kojima , Christopher Thomas Ryan

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

We study the two-times differentiability of the value functions of the primal and dual optimization problems that appear in the setting of expected utility maximization in incomplete markets. We also study the differentiability of the…

Probability · Mathematics 2008-12-10 Dmitry Kramkov , Mihai S\^{ı}rbu

In various markets where sellers compete in price, price oscillations are observed rather than convergence to equilibrium. Such fluctuations have been empirically observed in the retail market for gasoline, in airline pricing and in the…

Computer Science and Game Theory · Computer Science 2015-04-28 Moshe Babaioff , Renato Paes Leme , Balasubramanian Sivan

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

We present the first analysis of Fisher markets with buyers that have budget-additive utility functions. Budget-additive utilities are elementary concave functions with numerous applications in online adword markets and revenue optimization…

Computer Science and Game Theory · Computer Science 2016-05-03 Xiaohui Bei , Jugal Garg , Martin Hoefer , Kurt Mehlhorn

We study algorithms for combinatorial market design problems, where a set of heterogeneous and indivisible objects are priced and sold to potential buyers subject to equilibrium constraints. Extending the CWE notion introduced by Feldman et…

Computer Science and Game Theory · Computer Science 2014-01-20 Michal Feldman , Brendan Lucier

There is a lack of consensus within the literature as to how `fairness' of algorithmic systems can be measured, and different metrics can often be at odds. In this paper, we approach this task by drawing on the ethical frameworks of…

Computers and Society · Computer Science 2023-02-08 Daniel E. Rigobon

In this paper we present a duality theory for the robust utility maximisation problem in continuous time for utility functions defined on the positive real axis. Our results are inspired by -- and can be seen as the robust analogues of --…

Mathematical Finance · Quantitative Finance 2021-06-15 Daniel Bartl , Michael Kupper , Ariel Neufeld

This paper investigates the problem of proportionally fair double sided energy auction involving buying and selling agents. The grid is assumed to be operating under islanded mode. A distributed auction algorithm that can be implemented by…

Computer Science and Game Theory · Computer Science 2016-05-24 M. Nazif Faqiry , Sanjoy Das

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

We study a participatory budgeting problem of aggregating the preferences of agents and dividing a budget over the projects. A budget division solution is a probability distribution over the projects. The main purpose of our study concerns…

Computer Science and Game Theory · Computer Science 2020-11-02 Zhongzheng Tang , Chenhao Wang , Mengqi Zhang

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

In standard Walrasian auctions, the price of a good is defined as the point where the supply and demand curves intersect. Since both curves are generically regular, the response to small perturbations is linearly small. However, a crucial…

Trading and Market Microstructure · Quantitative Finance 2017-01-04 Jonathan Donier , Jean-Philippe Bouchaud

We propose a term structure power price model that, in contrast to widely accepted no-arbitrage based approaches, accounts for the non-storable nature of power. It belongs to a class of equilibrium game theoretic models with players divided…

Optimization and Control · Mathematics 2014-08-12 Miha Troha , Raphael Hauser

We study fair allocation of constrained resources, where a market designer optimizes overall welfare while maintaining group fairness. In many large-scale settings, utilities are not known in advance, but are instead observed after…

Computer Science and Game Theory · Computer Science 2024-11-06 Elita Lobo , Justin Payan , Cyrus Cousins , Yair Zick

We study competitive equilibria in exchange economies when a continuum of goods is conflated into a finite set of commodities. The design of conflation choices affects the allocation of scarce resources among agents, by constraining trading…

Theoretical Economics · Economics 2026-03-17 Niccolò Urbinat , Marco LiCalzi

Consider the seller's problem of finding optimal prices for her $n$ (divisible) goods when faced with a set of $m$ consumers, given that she can only observe their purchased bundles at posted prices, i.e., revealed preferences. We study…

Computer Science and Game Theory · Computer Science 2018-10-09 Ziwei Ji , Ruta Mehta , Matus Telgarsky