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We introduce and study incentive equilibria for multi-player meanpayoff games. Incentive equilibria generalise well-studied solution concepts such as Nash equilibria and leader equilibria (also known as Stackelberg equilibria). Recall that…

Computer Science and Game Theory · Computer Science 2015-11-03 Anshul Gupta , M. S. Krishna Deepak , Bharath Kumar Padarthi , Sven Schewe , Ashutosh Trivedi

Mechanisms for decentralized finance on blockchains suffer from various problems, including suboptimal price execution for users, latency, and a worse user experience compared to their centralized counterparts. Recently, off-chain…

Computer Science and Game Theory · Computer Science 2024-03-07 Tarun Chitra , Kshitij Kulkarni , Mallesh Pai , Theo Diamandis

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

The growing integration of renewable energy sources necessitates adequate reserve capacity to maintain power balance. However, in market clearing, power companies with flexible resources may submit strategic bids to maximize profits,…

Systems and Control · Electrical Eng. & Systems 2025-06-26 Yun Xu , Yunxiao Bai , Yunyong Zhang , Peng Wang , Xuelin Wang , Jiqun Guo , Kaijun Xie , Rusheng Zhao

This paper investigates inventory management in a multi channel distribution system consisting of one manufacturer and an arbitrary number of retailers that face stochastic demand. Existence of the pure Nash equilibrium is proved and…

Computer Science and Game Theory · Computer Science 2009-06-02 Mahtab Hoseininia , Farzad Didehvar , Mir Mehdi Seyyed Esfahani

Following the work of Babaioff et al, we consider the pricing game with strategic vendors and a single buyer, modeling a scenario in which multiple competing vendors have very good knowledge of a buyer, as is common in online markets. We…

Computer Science and Game Theory · Computer Science 2016-02-10 Allan Borodin , Omer Lev , Tyrone Strangway

This paper conducts an empirical investigation into the effects of Designated Market Makers (DMMs) on key market quality indicators, such as liquidity, bid-ask spreads, and order fulfillment ratios. Through agent-based simulations, this…

Trading and Market Microstructure · Quantitative Finance 2024-09-26 Cong Zhou

We study the collective behavior of interacting agents in a simple model of market economics originally introduced by N{\o}rrelykke and Bak. A general theoretical framework for interacting traders on an arbitrary network is presented, with…

General Finance · Quantitative Finance 2017-05-24 Avinash Chand Yadav , Kaustubh Manchanda , Ramakrishna Ramaswamy

Motivated by the emergence of local groundwater exchanges, we construct and analyze stochastic models of dynamic groundwater markets. Our primary focus is endogenizing the price formation and groundwater pumping strategies in a closed…

Trading and Market Microstructure · Quantitative Finance 2026-05-27 Igor Cialenco , Michael Ludkovski

Having fixed capacities, homogeneous products and price sensitive customer purchase decision are primary distinguishing characteristics of numerous revenue management systems. Even with two or three rivals, competition is still highly…

Theoretical Economics · Economics 2022-08-08 Niloofar Fadavi

Computational advertising has been studied to design efficient marketing strategies that maximize the number of acquired customers. In an increased competitive market, however, a market leader (a leader) requires the acquisition of new…

Computer Science and Game Theory · Computer Science 2019-06-18 Daisuke Hatano , Yuko Kuroki , Yasushi Kawase , Hanna Sumita , Naonori Kakimura , Ken-ichi Kawarabayashi

With a novel search algorithm or assortment planning or assortment optimization algorithm that takes into account a Bayesian approach to information updating and two-stage assortment optimization techniques, the current research provides a…

Theoretical Economics · Economics 2023-07-19 Dipankar Das

In this study, we analyze an advertising competition in a duopoly. We consider two different notions of equilibrium. We model the companies in the duopoly as major players, and the consumers as minor players. In our first game model we…

Optimization and Control · Mathematics 2022-01-17 Rene Carmona , Gokce Dayanikli

With a sponsored content scheme in a wireless network, a sponsored content service provider can pay to a network operator on behalf of the mobile users/subscribers to lower down the network subscription fees at the reasonable cost in terms…

Computer Science and Game Theory · Computer Science 2018-08-18 Zehui Xiong , Shaohan Feng , Dusit Niyato , Ping Wang , Amir Leshem , Yang Zhang

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

We consider Stackelberg pricing games, which are also known as bilevel pricing problems, or combinatorial price-setting problems. This family of problems consists of games between two players: the leader and the follower. There is a market…

Computer Science and Game Theory · Computer Science 2025-11-11 Christoph Grüne , Dorothee Henke , Eva Rotenberg , Lasse Wulf

This paper models firm-to-firm trade in a production network as a set of double auctions. Firms have multilateral market power, namely, can affect prices in both input and output markets. The size and division of surplus are endogenous and…

Theoretical Economics · Economics 2026-03-24 Matteo Bizzarri

We discuss the problem of setting prices in an electronic market that has more than one buyer. We assume that there are self-interested sellers each selling a distinct item that has an associated cost. Each buyer has a submodular valuation…

Computer Science and Game Theory · Computer Science 2019-09-25 Allan Borodin , Akash Rakheja

This paper aims to investigate and achieve seller-side fairness within online marketplaces, where many sellers and their items are not sufficiently exposed to customers in an e-commerce platform. This phenomenon raises concerns regarding…

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