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On-line firms deploy suites of software platforms, where each platform is designed to interact with users during a certain activity, such as browsing, chatting, socializing, emailing, driving, etc. The economic and incentive structure of…

Computer Science and Game Theory · Computer Science 2021-07-14 Christos Papadimitriou , Kiran Vodrahalli , Mihalis Yannakakis

Sequential fundraising in two sided online platforms enable peer to peer lending by sequentially bringing potential contributors, each of whose decisions impact other contributors in the market. However, understanding the dynamics of…

Machine Learning · Computer Science 2023-08-03 Soumajyoti Sarkar

In multi-agent reinforcement learning systems, the actions of one agent can have a negative impact on the rewards of other agents. One way to combat this problem is to let agents trade their rewards amongst each other. Motivated by this,…

Artificial Intelligence · Computer Science 2022-07-25 Michael Kölle , Lennart Rietdorf , Kyrill Schmid

This paper studies an online trading variant of the classical secretary problem, called secretary problem variant trading (SPVT), from the perspective of an intermediary who facilitates trade between a seller and $n$ buyers (collectively…

Optimization and Control · Mathematics 2026-04-20 Xujin Chen , Xiaodong Hu , Changjun Wang , Yuchun Xiong , Qingjie Ye

Computing market equilibria is a problem of both theoretical and applied interest. Much research to date focuses on the case of static Fisher markets with full information on buyers' utility functions and item supplies. Motivated by…

Computer Science and Game Theory · Computer Science 2021-10-05 Yuan Gao , Christian Kroer , Alex Peysakhovich

We study private-good allocation under general constraints. Several prominent examples are special cases, including house allocation, roommate matching, social choice, and multiple assignment. Every individually strategy-proof and Pareto…

Theoretical Economics · Economics 2025-11-04 Joseph Root , David S. Ahn

We study housing markets as introduced by Shapley and Scarf (1974). We investigate the computational complexity of various questions regarding the situation of an agent $a$ in a housing market $H$: we show that it is $\mathsf{NP}$-hard to…

Computer Science and Game Theory · Computer Science 2024-01-11 Ildikó Schlotter , Péter Biró , Tamás Fleiner

We present an agent based model of a single asset financial market that is capable of replicating several non-trivial statistical properties observed in real financial markets, generically referred to as stylized facts. While previous…

Computational Finance · Quantitative Finance 2017-04-12 Roberto Mota Navarro , Hernán Larralde Ridaura

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

The classical Stable Roommates problem is to decide whether there exists a matching of an even number of agents such that no two agents which are not matched to each other would prefer to be with each other rather than with their…

Computer Science and Game Theory · Computer Science 2020-04-21 Robert Bredereck , Jiehua Chen , Ugo Paavo Finnendahl , Rolf Niedermeier

We consider a single buyer with a combinatorial preference that would like to purchase related products and services from different vendors, where each vendor supplies exactly one product. We study the general case where subsets of products…

Computer Science and Game Theory · Computer Science 2014-01-09 Moshe Babaioff , Noam Nisan , Renato Paes Leme

A class of heterogeneous agent models is investigated where investors switch trading position whenever their motivation to do so exceeds some critical threshold. These motivations can be psychological in nature or reflect behaviour…

Computational Physics · Physics 2009-11-13 R. Cross , M. Grinfeld , H. Lamba , T. Seaman

We study online task assignment problem with reusable resources, motivated by practical applications such as ridesharing, crowdsourcing and job hiring. In the problem, we are given a set of offline vertices (agents), and, at each time, an…

Data Structures and Algorithms · Computer Science 2022-03-16 Hanna Sumita , Shinji Ito , Kei Takemura , Daisuke Hatano , Takuro Fukunaga , Naonori Kakimura , Ken-ichi Kawarabayashi

We present a simple one-parameter model for spatially localised evolving agents competing for spatially localised resources. The model considers selling agents able to evolve their pricing strategy in competition for a fixed market. Despite…

Physics and Society · Physics 2008-12-02 L. Mitchell , G. J. Ackland

AI agents are increasingly used in consumer-facing applications to assist with tasks such as product search, negotiation, and transaction execution. In this paper, we explore a future scenario where both consumers and merchants authorize AI…

Artificial Intelligence · Computer Science 2025-09-23 Shenzhe Zhu , Jiao Sun , Yi Nian , Tobin South , Alex Pentland , Jiaxin Pei

We consider the problem of maximizing portfolio value when an agent has a subjective view on asset value which differs from the traded market price. The agent's trades will have a price impact which affect the price at which the asset is…

Mathematical Finance · Quantitative Finance 2020-10-13 Ryan Donnelly , Matthew Lorig

Schelling games model the wide-spread phenomenon of residential segregation in metropolitan areas from a game-theoretic point of view. In these games agents of different types each strategically select a node on a given graph that models…

Computer Science and Game Theory · Computer Science 2023-02-24 Tobias Friedrich , Pascal Lenzner , Louise Molitor , Lars Seifert

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Computer Science and Game Theory · Computer Science 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

Online bidding is a classical problem in online decision-making, with applications in resource allocation, hierarchical clustering, and the analysis of approximation algorithms. We study its randomized learning-augmented variant, where an…

Data Structures and Algorithms · Computer Science 2026-05-15 Mathis Degryse , Imrane Saakour , Christoph Dürr , Spyros Angelopoulos

We introduce and solve a model that mimics the herding effect in financial markets when groups of agents share information. The number of agents in the model is growing and at each time step either (i) with probability $p$ an incoming agent…

Disordered Systems and Neural Networks · Physics 2009-11-07 G. J. Rodgers , Dafang Zheng