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The online retailers network models are considered. In some nodes of the network consumers are located. Each consumer wishes to purchase a particular product at minimal cost due to the price of goods and transport corruption costs. Also, in…

Optimization and Control · Mathematics 2016-09-21 Oleg Malafeyev , Nadezhda Redinskikh , Nikolay Rumyantsev

A sender sells an object of unknown quality to a receiver who pays his expected value for it. Sender and receiver might hold different priors over quality. The sender commits to a monotonic categorization of quality. We characterize the…

Theoretical Economics · Economics 2021-03-25 Paula Onuchic , Debraj Ray

We show that, in a resource allocation problem, the ex ante aggregate utility of players with cumulative-prospect-theoretic preferences can be increased over deterministic allocations by implementing lotteries. We formulate an optimization…

Theoretical Economics · Economics 2020-12-07 Soham R. Phade , Venkat Anantharam

We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin

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

This work studies equilibrium problems under uncertainty where firms maximize their profits in a robust way when selling their output. Robust optimization plays an increasingly important role when best guaranteed objective values are to be…

Optimization and Control · Mathematics 2022-02-24 Christian Biefel , Frauke Liers , Jan Rolfes , Lars Schewe , Gregor Zöttl

In this work we use an inelastic scattering process of particles to propose a model able to reproduce the salient features of the wealth distribution in an economy by including taxes to each trading process and redistributing that collected…

General Finance · Quantitative Finance 2008-12-02 Sebastian D. Guala

We introduce a criterion how to price derivatives in incomplete markets, based on the theory of growth optimal strategy in repeated multiplicative games. We present reasons why these growth-optimal strategies should be particularly relevant…

Statistical Mechanics · Physics 2009-10-31 Erik Aurell , Roberto Baviera , Ola Hammarlid , Maurizio Serva , Angelo Vulpiani

This paper examines whether one can learn to play an optimal action while only knowing part of true specification of the environment. We choose the optimal pricing problem as our laboratory, where the monopolist is endowed with an…

Theoretical Economics · Economics 2022-07-22 In-Koo Cho , Jonathan Libgober

Retail electrical power marketers, also known as retailers, typically set up contracts with suppliers to secure electricity at fixed prices on the one hand and with end users to meet their load requirements at agreed rates on the other…

Optimization and Control · Mathematics 2016-07-28 Barati Masoud , Nikkhah Mojdehi Mohammad , Kazemi Ahad

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

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 multi-product monopoly pricing where the seller jointly designs the selling mechanism and the information structure for the buyer to learn his values. Unlike the case with exogenous information, we show that when the seller…

Computer Science and Game Theory · Computer Science 2025-10-29 Yang Cai , Yingkai Li , Jinzhao Wu

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Machine Learning · Computer Science 2026-05-14 Michael Vitali , Pierre Pinson

I study multidimensional sequential screening. A monopolist contracts with a buyer who privately observes information about the distribution of their eventual valuations for multiple goods. After initial private information is reported and…

Theoretical Economics · Economics 2026-05-05 Eric Gao

I study the optimal allocation of positional goods in the presence of externalities arising from consumers' concerns about relative consumption. Applications include luxury goods, priority services, education, and organizational…

Theoretical Economics · Economics 2025-10-10 Peiran Xiao

In this paper, we study spectrum allocation mechanisms in hierarchical multi-layer markets which are expected to proliferate in the near future based on the current spectrum policy reform proposals. We consider a setting where a state…

Networking and Internet Architecture · Computer Science 2015-03-19 George Iosifidis , Anil Kumar Chorppath , Tansu Alpcan , Iordanis Koutsopoulos

We consider a multiproduct monopoly pricing model. We provide sufficient conditions under which the optimal mechanism can be implemented via upgrade pricing -- a menu of product bundles that are nested in the strong set order. Our approach…

Computer Science and Game Theory · Computer Science 2021-12-03 Dirk Bergemann , Alessandro Bonatti , Andreas Haupt , Alex Smolin

The conventional practice of retail electric utilities is to aggregate customers geographically. The utility purchases electricity for its customers via bulk transactions on the wholesale market, and it passes these costs along to its…

Optimization and Control · Mathematics 2017-08-08 Siddharth Patel , Raffi Sevlian , Baosen Zhang , Ram Rajagopal
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