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A sender with private preferences would like to influence a receiver's action by providing information through a statistical test. The technology for information production is controlled by a monopolist intermediary, who offers a menu of…

Theoretical Economics · Economics 2025-02-18 Raphael Boleslavsky , Aaron Kolb

We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…

Computer Science and Game Theory · Computer Science 2017-03-29 Yiannis Giannakopoulos , Elias Koutsoupias , Philip Lazos

In feature-based dynamic pricing, a seller sets appropriate prices for a sequence of products (described by feature vectors) on the fly by learning from the binary outcomes of previous sales sessions ("Sold" if valuation $\geq$ price, and…

Machine Learning · Computer Science 2022-04-04 Jianyu Xu , Yu-Xiang Wang

An expert seller chooses an experiment to influence a client's purchasing decision, but may manipulate the experiment result for personal gain. When credibility surpasses a critical threshold, the expert chooses a fully-revealing experiment…

Theoretical Economics · Economics 2023-10-17 Xiaoxiao Hu , Haoran Lei

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…

Optimization and Control · Mathematics 2026-01-07 Renyuan Xu , Thaleia Zariphopoulou , Luhao Zhang

Linear Fisher market is one of the most fundamental economic models. The market is traditionally examined on the basis of individual's price-taking behavior. However, this assumption breaks in markets such as online advertising and…

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

Extensive research shows that consumers are generally averse to price discrimination. However, instruments of differential pricing can benefit consumer surplus and alleviate inequity through targeted price discounts. This paper examines how…

General Economics · Economics 2024-04-05 Alexander Erlei , Mattheus Brenig , Nils Engelbrecht

A monopolist sells multiple goods to an uninformed buyer. The buyer chooses to learn any one-dimensional linear signal of their values for the goods, anticipating the seller's mechanism. The seller designs an optimal mechanism, anticipating…

Theoretical Economics · Economics 2025-09-23 Agathe Pernoud , Frank Yang

I study a model of advisors with hidden motives: a seller discloses information about an object's value to a potential buyer, who doesn't know the object's value or how profitable the object's sale is to the seller (the seller's motives). I…

Theoretical Economics · Economics 2023-05-08 Paula Onuchic

When learning is used to inform decisions about humans, such as for loans, hiring, or admissions, this can incentivize users to strategically modify their features, at a cost, to obtain positive predictions. The common assumption is that…

Machine Learning · Computer Science 2025-08-15 Yonatan Sommer , Ivri Hikri , Lotan Amit , Nir Rosenfeld

We consider a platform facilitating trade between sellers and buyers with the objective of maximizing consumer surplus. Even though in many such marketplaces prices are set by revenue-maximizing sellers, platforms can influence prices…

Theoretical Economics · Economics 2022-12-16 Yonatan Gur , Gregory Macnamara , Ilan Morgenstern , Daniela Saban

The rapid expansion of digital commerce platforms has amplified the strategic importance of coordinated pricing and inventory management decisions among competing retailers. Motivated by practices on leading e-commerce platforms, we analyze…

General Economics · Economics 2025-12-02 Hang Wu , Qin Wu , Yue Liu , Mengmeng Shi

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

Data Structures and Algorithms · Computer Science 2014-12-02 Kareem Amin , Rachel Cummings , Lili Dworkin , Michael Kearns , Aaron Roth

Interference between treated and untreated units is a source of bias in marketplace experiments. In this paper, we specifically consider pricing interventions, in which a platform seeks to adjust base pricing levels at the marketplace level…

Optimization and Control · Mathematics 2025-02-27 Arthur Delarue , Kleanthis Karakolios

An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies…

Trading and Market Microstructure · Quantitative Finance 2013-01-31 Dorje C. Brody , Mark H. A. Davis , Robyn L. Friedman , Lane P. Hughston

We consider a generalization of the third degree price discrimination problem studied in Bergemann et al. (2015), where an intermediary between the buyer and the seller can design market segments to maximize any linear combination of…

Computer Science and Game Theory · Computer Science 2019-12-13 Rachel Cummings , Nikhil R. Devanur , Zhiyi Huang , Xiangning Wang

We study market interactions in which buyers are allowed to credibly reveal partial information about their types to the seller. Previous recent work has studied the special case of one buyer and one good, showing that such communication…

Computer Science and Game Theory · Computer Science 2022-05-05 Daniel Halpern , Gregory Kehne , Jamie Tucker-Foltz

We modify the standard model of price competition with horizontally differentiated products, imperfect information, and search frictions by allowing consumers to flexibly acquire information about a product's match value during their…

Theoretical Economics · Economics 2021-04-28 Vasudha Jain , Mark Whitmeyer

A multiproduct seller is more informed than consumers about the value of her products to consumers. The seller posts a price list and segments the market through cheap-talk communication. We find that when both seller's and consumers'…

Theoretical Economics · Economics 2025-03-28 Xiaoxiao Hu , Haoran Lei

A seller offers an asset in a decentralised market. Buyers have private signals about their common value. I study whether the market becomes allocatively more efficient with (i) more buyers, (ii) better-informed buyers. Both increase the…

Theoretical Economics · Economics 2025-08-04 D. Carlos Akkar