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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 present a new type of monotone submodular functions: \emph{multi-peak submodular functions}. Roughly speaking, given a family of sets $\cF$, we construct a monotone submodular function $f$ with a high value $f(S)$ for every set $S \in…

Data Structures and Algorithms · Computer Science 2015-03-20 Shahar Dobzinski , Jan Vondrak

With the emergence of decentralized finance, new trading mechanisms called Automated Market Makers have appeared. The most popular Automated Market Makers are Constant Function Market Makers. They have been studied both theoretically and…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Philippe Bergault , Louis Bertucci , David Bouba , Olivier Guéant

Many multi-agent socio-technical systems rely on aggregating heterogeneous agents' costs into a social cost function (SCF) to coordinate resource allocation in domains like energy grids, water allocation, or traffic management. The choice…

Optimization and Control · Mathematics 2025-12-04 Ilia Shilov , Ezzat Elokda , Sophie Hall , Heinrich H. Nax , Saverio Bolognani

We consider a simple sequential allocation procedure for sharing indivisible items between agents in which agents take turns to pick items. Supposing additive utilities and independence between the agents, we show that the expected utility…

Artificial Intelligence · Computer Science 2013-04-24 Thomas Kalinowski , Nina Nardoytska , Toby Walsh

Automated market makers (AMMs) are a new prototype of decentralised exchanges which are revolutionising market interactions. The majority of AMMs are constant product markets (CPMs) where exchange rates are set by a trading function. This…

Trading and Market Microstructure · Quantitative Finance 2025-06-19 Álvaro Cartea , Fayçal Drissi , Marcello Monga

We study fair and economically efficient allocation of indivisible goods among agents whose valuations are rank functions of matroids. Such valuations constitute a well-studied class of submodular functions (i.e., they exhibit a diminishing…

Computer Science and Game Theory · Computer Science 2021-02-05 Siddharth Barman , Paritosh Verma

Market-based mechanisms such as auctions are being studied as an appropriate means for resource allocation in distributed and mulitagent decision problems. When agents value resources in combination rather than in isolation, they must often…

Artificial Intelligence · Computer Science 2013-01-30 Craig Boutilier , Moises Goldszmidt , Bikash Sabata

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identically distributed random valuations and costs, respectively. When the number of buyers and sellers is large, we…

Probability · Mathematics 2017-03-02 Ellen V. Muir , Konstantin Borovkov

A number of goods are called identical if they provide the same level of utility to each agent. In various real-world instances of fair division scenarios, identical indivisible items are allocated to consumers and demandants with different…

Optimization and Control · Mathematics 2026-05-28 Manouchehr Zaker

In several socioeconomic-critical decision-making settings, such as fair resource allocation, climate policy, or AI alignment, multiple principals interact within a common arena. While it is well established that these principals may have…

Computer Science and Game Theory · Computer Science 2026-05-13 Sarvin Bahmani , Soumyajit Paul , Sven Schewe , Shadi Tasdighi Kalat , Ashutosh Trivedi

A major problem in fair division is how to allocate a set of indivisible resources among agents fairly and efficiently. The goal of this work is to characterize the tradeoffs between two well-studied measures of fairness and efficiency --…

Computer Science and Game Theory · Computer Science 2024-01-17 Michal Feldman , Simon Mauras , Tomasz Ponitka

Consider a setting where selfish agents are to be assigned to coalitions or projects from a fixed set P. Each project k is characterized by a valuation function; v_k(S) is the value generated by a set S of agents working on project k. We…

Computer Science and Game Theory · Computer Science 2015-08-28 Elliot Anshelevich , Shreyas Sekar

We study the power and limitations of posted prices in multi-unit markets, where agents arrive sequentially in an arbitrary order. We prove upper and lower bounds on the largest fraction of the optimal social welfare that can be guaranteed…

Computer Science and Game Theory · Computer Science 2020-02-18 Tomer Ezra , Michal Feldman , Tim Roughgarden , Warut Suksompong

Decentralised automated market makers (AMMs) have gained significant attention recently. We propose an adaptive and automated Dynamic Function Market Maker (DFMM) that addresses challenges in this space. Our DFMM protocol includes a data…

General Finance · Quantitative Finance 2023-07-26 Arman Abgaryan , Utkarsh Sharma

Researchers do not know what the framers of the United States Constitution intended when they wrote of the general Welfare. Nevertheless, economists can conjecture by specifying social welfare functions that aim to express the preferences…

General Economics · Economics 2025-10-16 Charles F. Manski

In this paper, we study multi-agent systems with decentralized resource allocations. Agents have local demand and resource supply, and are interconnected through a network designed to support sharing of the local resource; and the network…

Optimization and Control · Mathematics 2021-03-25 Yijun Chen , Razibul Islam , Elizabeth Ratnam , Ian R. Petersen , Guodong Shi

Automated market makers (AMMs) are a new type of trading venues which are revolutionising the way market participants interact. At present, the majority of AMMs are constant function market makers (CFMMs) where a deterministic trading…

Trading and Market Microstructure · Quantitative Finance 2024-07-25 Marcello Monga

Daily deals platforms such as Amazon Local, Google Offers, GroupOn, and LivingSocial have provided a new channel for merchants to directly market to consumers. In order to maximize consumer acquisition and retention, these platforms would…

Computer Science and Game Theory · Computer Science 2013-10-03 Yang Cai , Mohammad Mahdian , Aranyak Mehta , Bo Waggoner

We study social welfare in one-sided matching markets where the goal is to efficiently allocate n items to n agents that each have a complete, private preference list and a unit demand over the items. Our focus is on allocation mechanisms…

Computer Science and Game Theory · Computer Science 2011-04-18 Anand Bhalgat , Deeparnab Chakrabarty , Sanjeev Khanna
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