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In economics, there are many ways to describe the interaction between a "seller" and a "buyer". The most common one, with which we interact almost every day, is selling for a fixed price. This option is perfect for selling a mass product,…

General Finance · Quantitative Finance 2024-07-10 O. A. Malafeyev , I. E. Khomenko

We study the power of price discrimination via an intermediary in bilateral trade, when there is a revenue-maximizing seller selling an item to a buyer with a private value drawn from a prior. Between the seller and the buyer, there is an…

Computer Science and Game Theory · Computer Science 2023-04-28 Shao-Heng Ko , Kamesh Munagala

Demand response (DR), as one of the important energy resources in the future's grid, provides the services of peak shaving, enhancing the efficiency of renewable energy utilization with a short response period, and low cost. Various…

Artificial Intelligence · Computer Science 2022-02-10 Kuan-Cheng Lee , Hong-Tzer Yang , Wenjun Tang

We study the information design problem in a single-unit auction setting. The information designer controls independent private signals according to which the buyers infer their binary private values. Assuming that the seller adopts the…

Theoretical Economics · Economics 2022-10-28 Yi-Chun Chen , Xiangqian Yang

Traditional communication system design has always been based on the paradigm of first establishing a mathematical model of the communication channel, then designing and optimizing the system according to the model. The advent of modern…

Information Theory · Computer Science 2022-10-07 Wei Yu , Foad Sohrabi , Tao Jiang

Real-time bidding, as one of the most popular mechanisms for selling online ad slots, facilitates advertisers to reach their potential customers. The goal of bidding optimization is to maximize the advertisers' return on investment (ROI)…

Computer Science and Game Theory · Computer Science 2019-03-01 Manxing Du , Alexander I. Cowen-Rivers , Ying Wen , Phu Sakulwongtana , Jun Wang , Mats Brorsson , Radu State

We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…

Computer Science and Game Theory · Computer Science 2019-05-15 Thomas Nedelec , Noureddine El Karoui , Vianney Perchet

We study a data pricing problem, where a seller has access to $N$ homogeneous data points (e.g. drawn i.i.d. from some distribution). There are $m$ types of buyers in the market, where buyers of the same type $i$ have the same valuation…

Machine Learning · Computer Science 2024-11-05 Keran Chen , Joon Suk Huh , Kirthevasan Kandasamy

Data is an increasingly vital component of decision making processes across industries. However, data access raises privacy concerns motivating the need for privacy-preserving techniques such as differential privacy. Data markets provide a…

Machine Learning · Computer Science 2024-12-04 Saurab Chhachhi , Fei Teng

The revenue maximization problem of service provider is considered and different pricing schemes to solve the above problem are implemented. The service provider can choose an apt pricing scheme subjected to limited resources, if he knows…

Networking and Internet Architecture · Computer Science 2014-03-13 Aditya Goyal , Akanksha Tyagi , Manisha Bhende , Swapnil Kawade

Motivated by the recent popularity of machine learning training services, we introduce a contract design problem in which a provider sells a service that results in an outcome of uncertain quality for the buyer. The seller has a set of…

Computer Science and Game Theory · Computer Science 2026-05-06 Krishnamurthy Iyer , Alec Sun , Haifeng Xu , You Zu

In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

Optimization and Control · Mathematics 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

Individuals are often influenced by the behavior of others, for instance because they wish to obtain the benefits of coordinated actions or infer otherwise inaccessible information. In such situations this social influence decreases the ex…

Adaptation and Self-Organizing Systems · Physics 2015-05-14 Richard Colbaugh , Kristin Glass , Paul Ormerod

Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…

Information Retrieval · Computer Science 2023-08-01 Ruiyang Xu , Jalaj Bhandari , Dmytro Korenkevych , Fan Liu , Yuchen He , Alex Nikulkov , Zheqing Zhu

We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and selling assets. However, the increasing complexity of financial…

Trading and Market Microstructure · Quantitative Finance 2023-07-03 Jiafa He , Cong Zheng , Can Yang

Small operators who take part in secondary wireless spectrum markets typically have strict budget limits. In this paper, we study the bidding problem of a budget constrained operator in repeated secondary spectrum auctions. In existing…

Networking and Internet Architecture · Computer Science 2016-08-29 Mehrdad Khaledi , Alhussein Abouzeid

Auction-based Federated Learning (AFL) enables open collaboration among self-interested data consumers and data owners. Existing AFL approaches are commonly under the assumption of sellers' market in that the service clients as sellers are…

Machine Learning · Computer Science 2023-09-12 Jiaxi Yang , Zihao Guo , Sheng Cao , Cuifang Zhao , Li-Chuan Tsai

This study explores the design of an efficient rebate policy in auction markets, focusing on a continuous-time setting with competition among market participants. In this model, a stock exchange collects transaction fees from auction…

Trading and Market Microstructure · Quantitative Finance 2025-01-23 Thibaut Mastrolia , Tianrui Xu

Decentralized data markets can provide more equitable forms of data acquisition for machine learning. However, to realize practical marketplaces, efficient techniques for seller selection need to be developed. We propose and benchmark…

Machine Learning · Computer Science 2024-06-07 Charles Lu , Mohammad Mohammadi Amiri , Ramesh Raskar

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The…

Computer Science and Game Theory · Computer Science 2014-03-05 Jinli Hu , Amos Storkey