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Related papers: Non-Excludable Bilateral Trade Between Groups

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We study bilateral trade with a broker, where a buyer and seller interact exclusively through the broker. The broker strategically maximizes her payoff through arbitrage by trading with the buyer and seller at different prices. We study…

Computer Science and Game Theory · Computer Science 2025-01-09 Ilya Hajiaghayi , MohammadTaghi Hajiaghayi , Gary Peng , Suho Shin

The celebrated Myerson--Satterthwaite theorem shows that in bilateral trade, no mechanism can be simultaneously fully efficient, Bayesian incentive compatible (BIC), and budget balanced (BB). This naturally raises the question of how…

Machine Learning · Computer Science 2026-03-10 Yang Cai , Vineet Gupta , Zun Li , Aranyak Mehta

Bilateral trade models the problem of intermediating between two rational agents -- a seller and a buyer -- both characterized by a private valuation for an item they want to trade. We study the online learning version of the problem, in…

Computer Science and Game Theory · Computer Science 2024-09-04 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Federico Fusco

We investigate activities that have different periods of duration. We define the profit intensity as a measure of this economic category. The profit intensity in a repeated trading has a unique property of attaining its maximum at a fixed…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 Edward W. Piotrowski , Jan Sladkowski

Barter exchange studies the setting where each agent owns a good, and they can exchange with each other if that gives them more preferred goods. This exchange will give better outcomes if there are more participants. The challenge here is…

Computer Science and Game Theory · Computer Science 2020-10-13 Yue Zheng , Tianyi Yang , Wen Zhang , Dengji Zhao

A celebrated impossibility result by Myerson and Satterthwaite (1983) shows that any truthful mechanism for two-sided markets that maximizes social welfare must run a deficit, resulting in a necessity to relax welfare efficiency and the use…

Computer Science and Game Theory · Computer Science 2024-02-20 Paul Dütting , Federico Fusco , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

The notion that economies should normally be in equilibrium is by now well-established; equally well-established is that economies are almost never precisely in equilibrium. Using a very general formulation, we show that under dynamics that…

General Finance · Quantitative Finance 2012-02-28 Eric Kemp-Benedict

We introduce and analyze a variation of the Bertrand game in which the revenue is shared between two players. This game models situations in which one economic agent can provide goods/services to consumers either directly or through an…

We study balanced exchange problems in which agents with responsive preferences are endowed with multiple indivisible objects and can trade without transfers (e.g. shift exchange, time-banking). Eliciting full preferences over bundles is…

Theoretical Economics · Economics 2026-04-14 Vikram Manjunath , Alexander Westkamp

Loyal buyer-seller relationships can arise by design, e.g. when a seller tailors a product to a specific market niche to accomplish the best possible returns, and buyers respond to the dedicated efforts the seller makes to meet their needs.…

Economics · Quantitative Finance 2017-08-31 Aleksandra Aloric , Peter Sollich , Peter McBurney , Tobias Galla

We consider the fundamental scenario where a single item is to be sold to one of two agents. Both agents draw their valuation for the item from the same probability distribution. However, only one of them submits a bid to the mechanism. The…

Computer Science and Game Theory · Computer Science 2025-08-26 Ioannis Caragiannis , Georgios Kalantzis

Bilateral bargaining under incomplete information provides a controlled testbed for evaluating large language model (LLM) agent capabilities. Bilateral trade demands individual rationality, strategic surplus maximization, and cooperation to…

Computer Science and Game Theory · Computer Science 2026-04-21 Dirk Bergemann , Soheil Ghili , Xinyang Hu , Chuanhao Li , Zhuoran Yang

We study mechanisms for selling a single item when buyers have private costs for participating in the mechanism. An agent's participation cost can also be interpreted as an outside option value that she must forego to participate. This…

Computer Science and Game Theory · Computer Science 2023-11-07 Yannai A. Gonczarowski , Nicole Immorlica , Yingkai Li , Brendan Lucier

A seller is selling a pair of divisible complementary goods to an agent. The agent consumes the goods only in a specific ratio and freely disposes of excess in either goods. The value of the bundle and the ratio are private information of…

Theoretical Economics · Economics 2022-07-15 Komal Malik , Kolagani Paramahamsa

The Walras approach to equilibrium focuses on the existence of market prices at which the total demands for goods are matched by the total supplies. Trading activities that might identify such prices by bringing agents together as potential…

Optimization and Control · Mathematics 2023-05-30 J. Deride , A. Jofré , R. T. Rockafellar

We consider a market where a seller sells multiple units of a commodity in a social network. Each node/buyer in the social network can only directly communicate with her neighbours, i.e. the seller can only sell the commodity to her…

Computer Science and Game Theory · Computer Science 2019-03-08 Dengji Zhao , Bin Li , Junping Xu , Dong Hao , Nicholas R. Jennings

We consider trading indivisible and easily transferable \emph{durable goods}, which are goods that an agent can receive, use, and trade again for a different good. This is often the case with books that can be read and later exchanged for…

Computer Science and Game Theory · Computer Science 2021-10-28 Sigal Oren , Oren Roth

In digital goods auctions, there is an auctioneer who sells an item with unlimited supply to a set of potential buyers, and the objective is to design truthful auction to maximize the total profit of the auctioneer. Motivated from an…

Computer Science and Game Theory · Computer Science 2011-07-27 Nick Gravin , Pinyan Lu

A recent line of work in mechanism design has focused on guaranteeing incentive compatibility for agents without contingent reasoning skills: obviously strategyproof mechanisms guarantee that it is "obvious" for these imperfectly rational…

Computer Science and Game Theory · Computer Science 2023-12-14 Thomas Archbold , Bart de Keijzer , Carmine Ventre

Consider a barter exchange problem over a finite set of agents, where each agent owns an item and is also associated with a (privately known) wish list of items belonging to the other agents. An outcome of the problem is a (re)allocation of…

Computer Science and Game Theory · Computer Science 2024-10-10 Yuval Emek , Matan-El Shpiro