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A buyer wishes to purchase a durable good from a seller who in each period chooses a mechanism under limited commitment. The buyer's valuation is binary and fully persistent. We show that posted prices implement all equilibrium outcomes of…

Theoretical Economics · Economics 2021-06-01 Laura Doval , Vasiliki Skreta

We study information disclosure in competitive markets with adverse selection. Sellers privately observe product quality, with higher quality entailing higher production costs, while buyers trade at the market-clearing price after observing…

Theoretical Economics · Economics 2025-10-03 Andrea Di Giovan Paolo , Jose Higueras

We consider a dynamic pricing problem where customer response to the current price is impacted by the customer price expectation, aka reference price. We study a simple and novel reference price mechanism where reference price is the…

Machine Learning · Computer Science 2024-07-23 Shipra Agrawal , Wei Tang

We study the pricing behavior of third-party platforms facing strategic agents. Assuming the platform is a revenue maximizer, it observes market features that generally affect demand. Since only the equilibrium price and quantity are…

Machine Learning · Computer Science 2025-12-30 Rui Ai , David Simchi-Levi , Feng Zhu

Traditional user profiling techniques rely on browsing history or purchase records to identify users' willingness to pay. This enables sellers to offer personalized prices to profiled users while charging only a uniform price to…

Computer Science and Game Theory · Computer Science 2026-02-17 Qinqi Lin , Lingjie Duan , Jianwei Huang

We study the ramifications of increased commitment power for information provision in an oligopolistic market with search frictions. Although prices are posted and, therefore, guide search, if firms cannot commit to information provision…

Theoretical Economics · Economics 2024-02-20 Pak Hung Au , Mark Whitmeyer

This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe…

Theoretical Economics · Economics 2024-05-28 Duarte Gonçalves , Bruno A. Furtado

We study a multi-agent setting in which brokers transact with an informed trader. Through a sequential Stackelberg-type game, brokers manage trading costs and adverse selection with an informed trader. In particular, supplying liquidity to…

Trading and Market Microstructure · Quantitative Finance 2025-11-13 Ryan Donnelly , Zi Li

We consider a setting where $n$ buyers, with combinatorial preferences over $m$ items, and a seller, running a priority-based allocation mechanism, repeatedly interact. Our goal, from observing limited information about the results of these…

Computer Science and Game Theory · Computer Science 2014-08-29 Avrim Blum , Yishay Mansour , Jamie Morgenstern

In contextual dynamic pricing, a seller sequentially prices goods based on contextual information. Buyers will purchase products only if the prices are below their valuations. The goal of the seller is to design a pricing strategy that…

Machine Learning · Statistics 2025-02-14 Matilde Tullii , Solenne Gaucher , Nadav Merlis , Vianney Perchet

We consider a seller who offers services to a buyer with multi-unit demand. Prior to the realization of demand, the buyer receives a noisy signal of their future demand, and the seller can design contracts based on the reported value of…

Theoretical Economics · Economics 2025-02-13 Dirk Bergemann , Michael C. Wang

In the Learning to Price setting, a seller posts prices over time with the goal of maximizing revenue while learning the buyer's valuation. This problem is very well understood when values are stationary (fixed or iid). Here we study the…

Computer Science and Game Theory · Computer Science 2021-06-10 Renato Paes Leme , Balasubramanian Sivan , Yifeng Teng , Pratik Worah

We study statistical parameter estimation in the setting of data markets. A buyer seeks to estimate a parameter based on samples that can be purchased from competing providers that differ in their data quality and provision costs. When…

Computer Science and Game Theory · Computer Science 2026-04-13 Yuchen Hu , Martin J. Wainwright , Stephen Bates

When selling information products, the seller can provide some free partial information to change people's valuations so that the overall revenue can possibly be increased. We study the general problem of advertising information products by…

Computer Science and Game Theory · Computer Science 2021-09-24 Shuran Zheng , Yiling Chen

We study how privacy technologies affect user and advertiser behavior in a simple economic model of targeted advertising. In our model, a consumer first decides whether or not to buy a good, and then an advertiser chooses an advertisement…

Computer Science and Game Theory · Computer Science 2015-08-14 Rachel Cummings , Katrina Ligett , Mallesh M. Pai , Aaron Roth

The rise of big data analytics has automated the decision-making of companies and increased supply chain agility. In this paper, we study the supply chain contract design problem faced by a data-driven supplier who needs to respond to the…

Machine Learning · Computer Science 2022-11-10 Xuejun Zhao , Ruihao Zhu , William B. Haskell

A platform charges a producer for disclosing quality evidence to consumers before trade. It aims to maximize its revenue guarantee across potentially multiple equilibria which arise from the interdependence of producer purchase decisions…

Theoretical Economics · Economics 2025-06-17 Tan Gan , Hongcheng Li

Proportional dynamics, originated from peer-to-peer file sharing systems, models a decentralized price-learning process in Fisher markets. Previously, items in the dynamics operate independently of one another, and each is assumed to belong…

Computer Science and Game Theory · Computer Science 2024-07-17 Juncheng Li , Pingzhong Tang

The "free trial" followed by automatic renewal is a dominant business model in the digital economy. Standard models explain trials as a mechanism for consumers to learn their valuation for a product. We propose a complementary theory based…

General Economics · Economics 2025-09-18 F. Nguyen

We consider a model of oligopolistic competition in a market with search frictions, in which competing firms with products of unknown quality advertise how much information a consumer's visit will glean. In the unique symmetric equilibrium…

Probability · Mathematics 2022-05-27 Pak Hung Au , Mark Whitmeyer