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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

Many challenges in today's society can be tackled by distributed open systems. This is particularly true for domains that are commonly perceived under the umbrella of smart cities, such as intelligent transportation, smart energy grids, or…

Multiagent Systems · Computer Science 2024-01-24 Holger Billhardt , Alberto Fernández , Marin Lujak , Sascha Ossowski

Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute actions in stochastic environments, modeled as Markov decision…

Multiagent Systems · Computer Science 2011-10-13 D. A. Dolgov , E. H. Durfee

In a dynamic matching market, such as a marriage or job market, how should agents balance accepting a proposed match with the cost of continuing their search? We consider this problem in a discrete setting, in which agents have cardinal…

Computer Science and Game Theory · Computer Science 2021-06-16 Ishan Agarwal , Richard Cole , Yixin Tao

An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the…

Theoretical Economics · Economics 2020-08-27 Alex Suzdaltsev

This paper studies matching markets in the presence of middlemen. In our framework, a buyer-seller pair may either trade directly or use the services of a middleman; and a middleman may serve multiple buyer-seller pairs. Direct trade…

Theoretical Economics · Economics 2022-01-25 Ata Atay , Eric Bahel , Tamás Solymosi

In this paper we present a theoretical framework for determining dynamic ask and bid prices of derivatives using the theory of dynamic coherent acceptability indices in discrete time. We prove a version of the First Fundamental Theorem of…

Risk Management · Quantitative Finance 2013-06-13 Tomasz R. Bielecki , Igor Cialenco , Ismail Iyigunler , Rodrigo Rodriguez

In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

Computer Science and Game Theory · Computer Science 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

Distributed energy resources (DERs), such as rooftop solar panels, are growing rapidly and are reshaping power systems. To promote DERs, feed-in-tariff (FIT) is usually adopted by utilities to pay DER owners certain fixed rates for…

Systems and Control · Electrical Eng. & Systems 2020-02-24 Zibo Zhao , Andrew L. Liu

With the rapid development of distributed energy resources, increasing number of residential and commercial users have been switched from pure electricity consumers to prosumers that can both consume and produce energy. To properly manage…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-15 Bing Liu , Furan Xie , Li Chai

We consider auction environments in which at the time of the auction bidders observe signals about their ex-post value. We introduce a model of novice bidders who do not know know the joint distribution of signals and instead build a…

Theoretical Economics · Economics 2021-07-02 Philippe Jehiel , Konrad Mierendorff

Industrial symbiosis fosters circularity by enabling firms to repurpose residual resources, yet its emergence is constrained by socio-spatial frictions that shape costs, matching opportunities, and market efficiency. Existing models often…

Computer Science and Game Theory · Computer Science 2026-02-17 Matthieu Mastio , Paul Saves , Benoit Gaudou , Nicolas Verstaevel

We study the problem faced by a service provider that has to sell services to a user. In our model the service provider proposes various payment options (a menu) to the user which may be based, for example, on the quality of the service.…

Computer Science and Game Theory · Computer Science 2024-02-27 Martino Bernasconi , Matteo Castiglioni , Andrea Celli

We present a simple dynamical model for describing trading interactions between agents in a social network by considering only two dynamical variables, namely money and goods or services, that are assumed conserved over the whole time span…

Physics and Society · Physics 2017-02-01 Rafael A. Barrio , Tzipe Govezensky , Élfego Ruiz-Gutiérrez , Kimmo K. Kaski

In discrete matching markets, substitutes and complements can be unidirectional between two groups of workers when members of one group are more important or competent than those of the other group for firms. We show that a stable matching…

Theoretical Economics · Economics 2021-08-31 Chao Huang

We use formal methods to specify, design, and monitor continuous double auctions, which are widely used to match buyers and sellers at exchanges of foreign currencies, stocks, and commodities. We identify three natural properties of such…

Logic in Computer Science · Computer Science 2022-10-12 Mohit Garg , Suneel Sarswat

We describe a two-stage mechanism that fully implements the set of efficient outcomes in two-agent environments with quasi-linear utilities. The mechanism asks one agent to set prices for each outcome, and the other agent to make a choice,…

Theoretical Economics · Economics 2023-04-25 Federico Echenique , Matías Núñez

We explore the deliberate infusion of ambiguity into the design of contracts. We show that when the agent is ambiguity-averse and hence chooses an action that maximizes their minimum utility, the principal can strictly gain from using an…

Computer Science and Game Theory · Computer Science 2024-09-17 Paul Dütting , Michal Feldman , Daniel Peretz , Larry Samuelson

This paper provides a review of recent advances in multi-user cooperative data transmission. The focus is on the inherent trade-off between achievable throughput and reliability of cooperative transmission. Research has shown that under a…

Information Theory · Computer Science 2013-07-29 Weisi Guo , Siyi Wang , Xiaoli Chu

We study the optimal contract problem in the \emph{combinatorial actions} framework of D\"utting et al.~[FOCS'21], where a principal delegates a project to an agent who chooses a subset of hidden, costly actions, and the resulting reward is…

Computer Science and Game Theory · Computer Science 2026-03-17 Michal Feldman , Liat Yashin