English
Related papers

Related papers: Prosumers Participation in Markets: A Scalar-Param…

200 papers

Central results in economics guarantee the existence of efficient equilibria for various classes of markets. An underlying assumption in early work is that agents are price-takers, i.e., agents honestly report their true demand in response…

Computer Science and Game Theory · Computer Science 2013-11-06 Moshe Babaioff , Brendan Lucier , Noam Nisan , Renato Paes Leme

A mechanism is described that addresses the fundamental trade off between media producers who want to increase reach and consumers who provide attention based on the rate of utility received, and where overreach negatively impacts that…

Theoretical Economics · Economics 2024-07-23 Brian McFadden

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

The paper studies an oligopolistic equilibrium model of financial agents who aim to share their random endowments. The risk-sharing securities and their prices are endogenously determined as the outcome of a strategic game played among all…

General Finance · Quantitative Finance 2016-05-18 Michail Anthropelos

In many markets, like electricity or cloud computing markets, providers incur large costs for keeping sufficient capacity in reserve to accommodate demand fluctuations of a mostly fixed user base. These costs are significantly affected by…

Computer Science and Game Theory · Computer Science 2020-04-07 Ludwig Dierks , Sven Seuken

As e-commerce marketplaces continue to grow in popularity, it has become increasingly important to understand the role and impact of marketplace operators on competition and social welfare. We model a marketplace operator as an entity that…

A group of players which contain n sellers and n buyers bargain over the partitions of n pies. A seller(/buyer) has to reach an agreement with a buyer (/seller) on the division of a pie. The players bargain in a system like the stock…

Computer Science and Game Theory · Computer Science 2016-10-10 Jiawei Li

According to the proportional allocation mechanism from the network optimization literature, users compete for a divisible resource -- such as bandwidth -- by submitting bids. The mechanism allocates to each user a fraction of the resource…

Computer Science and Game Theory · Computer Science 2014-02-17 Ioannis Caragiannis , Alexandros A. Voudouris

We study a mechanism design problem where a community of agents wishes to fund public projects via voluntary monetary contributions by the community members. This serves as a model for public expenditure without an exogenously available…

Computer Science and Game Theory · Computer Science 2022-03-09 Florian Brandl , Felix Brandt , Matthias Greger , Dominik Peters , Christian Stricker , Warut Suksompong

Traders constantly consider the price impact associated with changing their positions. This paper seeks to understand how price impact emerges from the quoting strategies of market makers. To this end, market making is modeled as a dynamic…

Mathematical Finance · Quantitative Finance 2021-01-06 Angad Singh

We consider users which may have renewable energy harvesting devices, or distributed generators. Such users can behave as consumer or producer (hence, we denote them as prosumers) at different time instances. A prosumer may sell the energy…

Computer Science and Game Theory · Computer Science 2018-04-24 Arnob Ghosh , Vaneet Aggarwal , Hong Wan

Decentralized decision making in multi--product firms can lead to efficiency losses when autonomous decision makers fail to internalize cross--product demand interactions. This paper quantifies the magnitude of such losses by analyzing the…

Computer Science and Game Theory · Computer Science 2026-01-27 Boxiao Chen , Jiashuo Jiang , Stefanus Jasin

We consider an environment where sellers compete over buyers. All sellers are a-priori identical and strategically signal buyers about the product they sell. In a setting motivated by on-line advertising in display ad exchanges, where firms…

Computer Science and Game Theory · Computer Science 2012-03-30 Gleb Polevoy , Rann Smorodinsky , Moshe Tennenholtz

We study a recommendation system where sellers compete for visibility by strategically offering commissions to a platform that optimally curates a ranked menu of items and their respective prices for each customer. Customers interact…

Theoretical Economics · Economics 2025-10-07 Tushar Shankar Walunj , Veeraruna Kavitha , Jayakrishnan Nair , Priyank Agarwal

We present a recommender system based on the Random Utility Model. Online shoppers are modeled as rational decision makers with limited information, and the recommendation task is formulated as the problem of optimally enriching the…

Computer Science and Game Theory · Computer Science 2024-09-24 Benjamin Heymann , Flavian Vasile , David Rohde

Matching markets are of particular interest in computer science and economics literature as they are often used to model real-world phenomena where we aim to equitably distribute a limited amount of resources to multiple agents and…

Computer Science and Game Theory · Computer Science 2021-10-01 Andrew Yang , Bruce Changlong Xu , Ivan Villa-Renteria

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

Market equilibria of matching markets offer an intuitive and fair solution for matching problems without money with agents who have preferences over the items. Such a matching market can be viewed as a variation of Fisher market, albeit…

Computer Science and Game Theory · Computer Science 2017-04-03 Saeed Alaei , Pooya Jalaly , Eva Tardos

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 a data marketplace where a broker intermediates between buyers, who seek to estimate the mean \(\mu\) of an unknown normal distribution \(\Ncal(\mu, \sigma^2)\), and contributors, who can collect data from this distribution at a…

Computer Science and Game Theory · Computer Science 2026-04-03 Keran Chen , Alex Clinton , Kirthevasan Kandasamy