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We show that, with indivisible goods, the existence of competitive equilibrium fundamentally depends on agents' substitution effects, not their income effects. Our Equilibrium Existence Duality allows us to transport results on the…

Theoretical Economics · Economics 2020-07-01 Elizabeth Baldwin , Omer Edhan , Ravi Jagadeesan , Paul Klemperer , Alexander Teytelboym

We consider the problem of allocating indivisible goods in a way that is fair, using one of the leading market mechanisms in economics: the competitive equilibrium from equal incomes. Focusing on two major classes of valuations, namely…

Computer Science and Game Theory · Computer Science 2016-07-19 Simina Brânzei , Hadi Hosseini , Peter Bro Miltersen

We study competitive equilibrium in the canonical Fisher market model, but with indivisible goods. In this model, every agent has a budget of artificial currency with which to purchase bundles of goods. Equilibrium prices match between…

Computer Science and Game Theory · Computer Science 2019-11-25 Moshe Babaioff , Noam Nisan , Inbal Talgam-Cohen

We study equilibria of markets with $m$ heterogeneous indivisible goods and $n$ consumers with combinatorial preferences. It is well known that a competitive equilibrium is not guaranteed to exist when valuations are not gross substitutes.…

Computer Science and Game Theory · Computer Science 2014-06-04 Shahar Dobzinski , Michal Feldman , Inbal Talgam-Cohen , Omri Weinstein

In markets with budget-constrained buyers, competitive equilibria need not be efficient in the utilitarian sense, or maximise the seller's revenue. We consider a setting with multiple divisible goods. Competitive equilibrium outcomes, and…

Theoretical Economics · Economics 2025-04-09 Simon Finster , Paul W. Goldberg , Edwin Lock

Competitive equilibrium from equal incomes (CEEI) is a classic solution to the problem of fair and efficient allocation of goods [Foley'67, Varian'74]. Every agent receives an equal budget of artificial currency with which to purchase…

Computer Science and Game Theory · Computer Science 2018-09-26 Moshe Babaioff , Noam Nisan , Inbal Talgam-Cohen

We study the equilibria of uniform price auctions where many asymmetric bidders have flat demands up to their respective quantity constraints. We present an iterative procedure that systematically finds an equilibrium outcome as well as an…

Theoretical Economics · Economics 2026-04-09 Kiho Yoon

We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility of a general competitive system. The existing literature…

General Economics · Economics 2023-09-21 Liang Chen , Eugene Choo , Alfred Galichon , Simon Weber

This paper establishes the existence of equilibrium in an economy with production and a continuum of consumers, each of whose incomplete and price-dependent preferences are defined on commodities they may consider deleterious, bads which…

Theoretical Economics · Economics 2025-11-04 Robert M. Anderson , Haosui Duanmu , M. Ali Khan , Metin Uyanik

We study competitive equilibria in exchange economies when a continuum of goods is conflated into a finite set of commodities. The design of conflation choices affects the allocation of scarce resources among agents, by constraining trading…

Theoretical Economics · Economics 2026-03-17 Niccolò Urbinat , Marco LiCalzi

We study competitive equilibria in the classic Shapley-Shubik assignment model with indivisible goods and unit-demand buyers, with budget constraints: buyers can specify a maximum price they are willing to pay for each item, beyond which…

Computer Science and Game Theory · Computer Science 2010-04-19 Ning Chen , Xiaotie Deng , Arpita Ghosh

We compare the Egalitarian Equivalent and the Competitive Equilibrium with Equal Incomes rules to divide a bundle of goods (heirlooms) or a bundle of bads (chores). For goods the Competitive division fares better, as it is Resource…

Computer Science and Game Theory · Computer Science 2017-06-06 Anna Bogomolnaia , Herve Moulin , Fedor Sandomirskiy , Elena Yanovskaya

We prove the existence of a competitive equilibrium in a production economy with infinitely many commodities and a measure space of agents whose preferences are price dependent. We employ a saturated measure space for the set of agents and…

Theoretical Economics · Economics 2020-02-06 Hyo Seok Jang , Sangjik Lee

We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agents are exponential utility maximizers…

Pricing of Securities · Quantitative Finance 2008-12-02 Michail Anthropelos , Gordan Zitkovic

This paper studies an environment of simultaneous, separate, first-price auctions for complementary goods. Agents observe private values of each good before making bids, and the complementarity between goods is explicitly incorporated in…

Trading and Market Microstructure · Quantitative Finance 2013-12-11 Wiroy Shin

This article reviews the recent advances in the uniqueness and multiplicity of competitive equilibria in models arising in mathematical economics, finance, macroeconomics, and trade.

Theoretical Economics · Economics 2024-06-28 Alexis Akira Toda , Kieran James Walsh

How does competition in markets for information affect the creation and division of surplus? We study this question in a search environment in which an agent searches sequentially for a high-quality good and learns about the quality of…

Theoretical Economics · Economics 2026-05-26 Teddy Mekonnen , Bobak Pakzad-Hurson

Equilibria in auctions can be very difficult to analyze, beyond the symmetric environments where revenue equivalence renders the analysis straightforward. This paper takes a robust approach to evaluating the equilibria of auctions. Rather…

Computer Science and Game Theory · Computer Science 2023-10-06 Jason Hartline , Darrell Hoy , Samuel Taggart

Competitive equilibrium (CE) is a fundamental concept in market economics. Its efficiency and fairness properties make it particularly appealing as a rule for fair allocation of resources among agents with possibly different entitlements.…

Computer Science and Game Theory · Computer Science 2020-10-21 Erel Segal-Halevi

In this paper, we revisit the common claim that double auctions necessarily generate competitive equilibria. We begin by observing that competitive equilibrium has some counterintuitive implications: specifically, it predicts that monotone…

Theoretical Economics · Economics 2022-09-19 Itzhak Rasooly
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