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The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…

Optimization and Control · Mathematics 2025-02-17 Xinyi Guan , Velibor V. Mišić

Aggregators are playing an increasingly crucial role in the integration of renewable generation in power systems. However, the intermittent nature of renewable generation makes market interactions of aggregators difficult to monitor and…

Computer Science and Game Theory · Computer Science 2016-06-22 Navid Azizan Ruhi , Krishnamurthy Dvijotham , Niangjun Chen , Adam Wierman

Online platforms, such as Airbnb, hotels.com, Amazon, Uber and Lyft, can control and optimize many aspects of product search to improve the efficiency of marketplaces. Here we focus on a common model, called the discriminatory control…

Computer Science and Game Theory · Computer Science 2019-08-21 Zhenzhe Zheng , R. Srikant

We study how to maximize the broker's (expected) profit in a two-sided market, where she buys items from a set of sellers and resells them to a set of buyers. Each seller has a single item to sell and holds a private value on her item, and…

Computer Science and Game Theory · Computer Science 2019-05-24 Jing Chen , Bo Li , Yingkai Li

We consider the problem of devising incentive strategies for viral marketing of a product. In particular, we assume that the seller can influence penetration of the product by offering two incentive programs: a) direct incentives to…

Social and Information Networks · Computer Science 2012-03-02 Pankaj Dayama , Aditya Karnik , Y. Narahari

We study economies where consumers interact independently with many monopolists. When consumer valuations over goods are correlated, correlation can distort the induced distribution of consumer surplus (information rents). We identify which…

Theoretical Economics · Economics 2026-05-29 Eric Gao , Daniel Luo

We study procurement design when the buyer is uncertain about both the value of the good and the seller's cost. The buyer has a conjectured model but does not fully trust it. She first identifies mechanisms that maximize her worst-case…

Theoretical Economics · Economics 2025-12-10 Debasis Mishra , Sanket Patil , Alessandro Pavan

Business models involving buyers of digital goods in the distribution process are called superdistribution schemes. We review the state-of-the art of research and application of superdistribution and propose systematic approach to market…

Multimedia · Computer Science 2008-06-11 Andreas U. Schmidt

In the context of nonlinear prices, the empirical evidence suggests that the consumers have cognitive biases represented in a limited understanding of nonlinear price structures, and they respond to some alternative perceptions of the…

General Economics · Economics 2021-04-22 Diego Alejandro Murillo Taborda

In this paper, the optimal pricing strategy in Avellande-Stoikov's for a monopolistic dealer is extended to a general situation where multiple dealers are present in a competitive market. The dealers' trading intensities, their optimal bid…

Trading and Market Microstructure · Quantitative Finance 2015-12-31 Wai-Ki Ching , Jia-Wen Gu , Qing-Qing Yang , Tak-Kuen Siu

Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it…

Statistical Mechanics · Physics 2009-10-31 Yi-Cheng Zhang

How can a system designer exploit system-level knowledge to derive incentives to optimally influence social behavior? The literature on network routing contains many results studying the application of monetary tolls to influence behavior…

Computer Science and Game Theory · Computer Science 2019-07-25 Bryce L. Ferguson , Philip N. Brown , Jason R. Marden

Economic institutions often influence market outcomes not by directly controlling sellers' menus, but by shaping the market composition sellers face. We study the welfare effects of this upstream choice in a monopoly screening model. An…

Theoretical Economics · Economics 2026-05-05 Panagiotis Kyriazis

We consider a scenario where a retailer can set different prices for different consumers in a smart grid. The retailer's objective is to maximize the revenue, minimize the operating cost, and maximize the consumer's welfare. The retailer…

Optimization and Control · Mathematics 2021-11-09 Diptangshu Sen , Kushaagra Goyal , Varun Ramamohan , Arnob Ghosh

We consider a nonlinear pricing environment with private information. We provide profit guarantees (and associated mechanisms) that the seller can achieve across all possible distributions of willingness to pay of the buyers. With a…

Theoretical Economics · Economics 2023-02-01 Dirk Bergemann , Tibor Heumann , Stephen Morris

In this paper we consider multidimensional mechanism design problem for selling discrete substitutable items to a group of buyers. Previous work on this problem mostly focus on stochastic description of valuations used by the seller.…

Computer Science and Game Theory · Computer Science 2017-01-05 Maciej Drwal

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

Optimization and Control · Mathematics 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

In this article, we study the optimization of resource distributions in a one-dimensional logistic diffusive model. The goal is to determine a distribution on a bounded one-dimensional domain that maximizes the total population at…

Analysis of PDEs · Mathematics 2025-11-21 Junyoung Heo , Yubin Lee

The paper develops a decentralized resource allocation mechanism for allocating divisible goods with capacity constraints to non-price-taking agents with general concave utilities. The proposed mechanism is always budget balanced,…

Optimization and Control · Mathematics 2012-02-10 Ali Kakhbod

This paper studies optimal mechanisms for collecting and trading data. Consumers benefit from revealing information about their tastes to a service provider because this improves the service. However, the information is also valuable to a…

Theoretical Economics · Economics 2026-01-29 Jiadong Gu