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This paper studies the topic of cost-efficiency in incomplete markets. A payoff is called cost-efficient if it achieves a given probability distribution at some given investment horizon with a minimum initial budget. Extensive literature…

Portfolio Management · Quantitative Finance 2026-05-13 Carole Bernard , Stephan Sturm

We model competition on a credence goods market governed by an imperfect label, signaling high quality, as a rank-order tournament between firms. In this market interaction, asymmetric firms jointly and competitively control the aggregate…

Theoretical Economics · Economics 2025-08-28 Daniel Rehsmann , Béatrice Roussillon , Paul Schweinzer

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

Optimization and Control · Mathematics 2016-05-17 Monica Patriche

We consider the problem of maximizing an unknown function over a compact and convex set using as few observations as possible. We observe that the optimization of the function essentially relies on learning the induced bipartite ranking…

Machine Learning · Statistics 2017-03-08 Cédric Malherbe , Nicolas Vayatis

We develop a game-theoretic framework for the study of competition between firms who have budgets to "seed" the initial adoption of their products by consumers located in a social network. The payoffs to the firms are the eventual number of…

Computer Science and Game Theory · Computer Science 2012-04-24 Sanjeev Goyal , Michael Kearns

In approval-based budget division, a budget needs to be distributed to candidates based on the voters' approval ballots over these candidates. In the pursuit of a simple, consistent, and approximately fair rule for this setting, we…

Computer Science and Game Theory · Computer Science 2025-10-06 Haris Aziz , Patrick Lederer , Xinhang Lu , Mashbat Suzuki , Jeremy Vollen

A new constructivist approach to modeling in economics and theory of consciousness is proposed. The state of elementary object is defined as a set of its measurable consumer properties. A proprietor's refusal or consent for the offered…

General Physics · Physics 2011-10-25 S. I. Melnyk , I. G. Tuluzov

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

Computer Science and Game Theory · Computer Science 2017-04-17 Nikhil Devanur , Jugal Garg , Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod

It is proved that a convex carrying simplex for a three-dimensional competitive map is a $C^1$ submanifold-with-corners neatly embedded in the non-negative octant.

Classical Analysis and ODEs · Mathematics 2019-08-01 Janusz Mierczyński

We propose a notion of fairness for allocation problems in which different agents may have different reservation utilities, stemming from different outside options, or property rights. Fairness is usually understood as the absence of envy,…

Theoretical Economics · Economics 2020-05-12 Federico Echenique , Antonio Miralles , Jun Zhang

Several structural results for the set of competitive equilibria in trading networks with frictions are established: The lattice theorem, the rural hospitals theorem, the existence of side-optimal equilibria, and a…

Theoretical Economics · Economics 2020-07-01 Jan Christoph Schlegel

We study the equilibria of uniform price auctions where many asymmetric bidders have flat demands up to their respective quantity constraints. We present an iterative procedure that systematically finds an equilibrium outcome as well as an…

Theoretical Economics · Economics 2026-04-09 Kiho Yoon

We consider a single buyer with a combinatorial preference that would like to purchase related products and services from different vendors, where each vendor supplies exactly one product. We study the general case where subsets of products…

Computer Science and Game Theory · Computer Science 2014-01-09 Moshe Babaioff , Noam Nisan , Renato Paes Leme

We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank…

Optimization and Control · Mathematics 2018-11-02 Erhan Bayraktar , Jakša Cvitanić , Yuchong Zhang

In the paper we show that an important class of multistage traffic equillibrium models (including correspondence matrix calculation, traffic assignment problem etc) and their economic generalizations can be considered as proper population…

Optimization and Control · Mathematics 2016-04-19 Alexander Gasnikov

We study the pay-as-bid auction game, a supply function model with discriminatory pricing and asymmetric firms. In this game, strategies are non-decreasing supply functions relating pric to quantity and the exact choice of the strategy…

Optimization and Control · Mathematics 2025-04-23 Martina Vanelli , Giacomo Como , Fabio Fagnani

A statistical generalization is made of microeconomics in the spirit of going from classical to statistical mechanics. The price and quantity of every commodity1 traded in the market, at each instant of time, is considered to be an…

General Finance · Quantitative Finance 2012-12-03 Belal E. Baaquie

In this article, we consider the problem of equilibrium price formation in an incomplete securities market consisting of one major financial firm and a large number of minor firms. They carry out continuous trading via the securities…

Mathematical Finance · Quantitative Finance 2022-02-15 Masaaki Fujii , Akihiko Takahashi

We present a possible kind of generalization of the notion of ordered pairs of cyclic maps and coupled fixed points and its application in modelling of equilibrium in oligopoly markets. We have obtained sufficient conditions for the…

Optimization and Control · Mathematics 2020-09-11 Yulia Dzhabarova , Stanimir Kabaivanov , Margarita Ruseva , Boyan Zlatanov

This paper suggests that business cycles may be a manifestation of coupled real economy and stock market dynamics and describes a mechanism that can generate economic fluctuations consistent with observed business cycles. To this end, we…

General Finance · Quantitative Finance 2019-09-27 Dimitri Kroujiline , Maxim Gusev , Dmitry Ushanov , Sergey V. Sharov , Boris Govorkov