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In a two node tandem network, customers decide to join or balk by maximizing a given profit function whose costs are proportional to the sojourn time they spend at each queue. Assuming that their choices are taken without knowing the…

Probability · Mathematics 2015-11-05 Bernardo D'Auria , Spyridoula Kanta

Researchers have long proposed using economic approaches to resource allocation in computer systems. However, few of these proposals became operational, let alone commercial. Questions persist about the economic approach regarding its…

Operating Systems · Computer Science 2007-05-23 Kevin Lai

In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme under single-contract and multi-contract market setups, both as an assignment game, and a special class of coalitional games. {The proposed market formulation…

Computer Science and Game Theory · Computer Science 2023-01-31 Aitazaz Ali Raja , Sergio Grammatico

Exploring complex adaptive financial trading environments through multi-agent based simulation methods presents an innovative approach within the realm of quantitative finance. Despite the dominance of multi-agent reinforcement learning…

Computational Finance · Quantitative Finance 2024-05-07 Alicia Vidler , Toby Walsh

We present a multi-agent system where agents can cooperate to solve a system of dependent tasks, with agents having the capability to explore a solution space, make inferences, as well as query for information under a limited budget.…

Multiagent Systems · Computer Science 2024-05-21 Karishma , Shrisha Rao

We consider multi-item exchange markets in which agents want to receive one of their target bundles of resources. The model encompasses well-studied markets for kidney exchange, lung exchange, and multi-organ exchange. We identify a general…

Computer Science and Game Theory · Computer Science 2020-07-10 Haris Aziz

Generative AI has transformed human-computer interaction by enabling natural language interfaces and the emergence of autonomous agents capable of acting on users' behalf. While early applications have improved individual productivity,…

We construct a model of an exchange economy in which agents trade assets contingent on an observable signal, the probability of which depends on public opinion. The agents in our model are replaced occasionally and each person updates…

Theoretical Economics · Economics 2022-04-28 Jean-Philippe Bouchaud , Roger Farmer

Cryptocurrency networks such as Bitcoin have emerged as a distributed alternative to traditional centralized financial transaction networks. However, there are major challenges in scaling up the throughput of such networks. Lightning…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-25 Sushil Mahavir Varma , Siva Theja Maguluri

A kidney exchange is an organized barter market where patients in need of a kidney swap willing but incompatible donors. Determining an optimal set of exchanges is theoretically and empirically hard. Traditionally, exchanges took place in…

Data Structures and Algorithms · Computer Science 2016-06-14 John P. Dickerson , David F. Manlove , Benjamin Plaut , Tuomas Sandholm , James Trimble

We study the efficiency of allocations in large markets with a network structure where every seller owns an edge in a graph and every buyer desires a path connecting some nodes. While it is known that stable allocations in such settings can…

Computer Science and Game Theory · Computer Science 2015-10-06 Elliot Anshelevich , Shreyas Sekar

We develop a cross-border market model for two countries based on a continuous trading mechanism, in which the transmission capacities that enable transactions between market participants from different countries are limited. Our market…

Probability · Mathematics 2024-11-26 Cassandra Milbradt , Dörte Kreher

Horizontal agreements can fall within the scope of exemptions to antitrust competition if they are expected to create pro-consumer benefits. Inspired by such horizontal agreements, we introduce a cooperative game in which a set of transport…

Optimization and Control · Mathematics 2021-09-09 Loe Schlicher , Virginie Lurkin

This paper studies queueing problems with an endogenous number of machines with and without an initial queue, the novelty being that coalitions not only choose how to queue, but also on how many machines. For a given problem, agents can…

Theoretical Economics · Economics 2022-12-01 Ata Atay , Christian Trudeau

Digital currencies primarily operate online, but there is growing interest in enabling offline transactions to improve digital inclusion. Existing offline methods struggle with double-spending risks, often limiting transaction amounts. In…

Quantum Physics · Physics 2025-02-26 Yichi Zhang , Siyuan Jin , Yuhan Huang , Qiming Shao

We consider repeated allocation of a shared resource via a non-monetary mechanism, wherein a single item must be allocated to one of multiple agents in each round. We assume that each agent has i.i.d. values for the item across rounds, and…

Computer Science and Game Theory · Computer Science 2025-11-07 David X. Lin , Siddhartha Banerjee , Giannis Fikioris , Éva Tardos

In this work, we investigate a biased dollar exchange model with collective debt limit, in which agents picked at random (with a rate depending on the amount of dollars they have) give at random time a dollar to another agent being picked…

Probability · Mathematics 2023-11-15 Fei Cao , Stephanie Reed

We study a simple exchange model in which price is fixed and the amount of a good transferred between actors depends only on the actors' respective budgets and the existence of a link between transacting actors. The model induces a…

Trading and Market Microstructure · Quantitative Finance 2010-02-26 Vitus J. Leung , Randall A. LaViolette

Economic mechanisms administer the allocation of resources to interested agents based on their self-reported types. One objective in mechanism design is to design a strategyproof process so that no agent will have an incentive to misreport…

Computer Science and Game Theory · Computer Science 2014-09-19 Panos Toulis , David C. Parkes

Exchange of resources among individual components of a system is fundamental to systems like a social network of humans and a network of cities and villages. For various reasons, the human society has come up with the notion of money as a…

Social and Information Networks · Computer Science 2022-08-29 Harshit Agrawal , Ashwin Lahorkar , Snehal M. Shekatkar