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Related papers: Marketplace Operators Can Induce Competitive Prici…

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This paper addresses the problem of energy sharing between a population of price-taking agents who adopt decentralized primal-dual gradient dynamics to find the Competitive Equilibrium (CE). Although the CE is efficient, it does not ensure…

Systems and Control · Electrical Eng. & Systems 2024-09-09 Koorosh Shomalzadeh , Nima Monshizadeh

A virtual power plant (VPP) is operated by an aggregator that acts as a market intermediary, aggregating consumers to participate in wholesale power markets. By setting incentive prices, the aggregator induces consumers to sell energy and…

Computer Science and Game Theory · Computer Science 2026-04-07 Liudong Chen , Hyemi Kim , Adam N. Elmachtoub , Bolun Xu

In this paper, the problem of energy trading between smart grid prosumers, who can simultaneously consume and produce energy, and a grid power company is studied. The problem is formulated as a single-leader, multiple-follower Stackelberg…

Computer Science and Game Theory · Computer Science 2017-09-19 Georges El Rahi , S. Rasoul Etesami , Walid Saad , Narayan Mandayam , H. Vincent Poor

The dynamic pricing of electricity is one of the most crucial demand response (DR) strategies in smart grid, where the utility company typically adjust electricity prices to influence user electricity demand. This paper models the…

Optimization and Control · Mathematics 2024-07-16 Jiangjiang Cheng , Ge Chen , Zhouming Wu , Yifen Mu

Data markets facilitate decentralized data exchange for applications such as prediction, learning, or inference. The design of these markets is challenged by varying privacy preferences as well as data similarity among data owners. Related…

Machine Learning · Computer Science 2025-01-06 Shashi Raj Pandey , Pierre Pinson , Petar Popovski

Generative model ecosystems increasingly operate as competitive multi-platform markets, where platforms strategically select models from a shared pool and users with heterogeneous preferences choose among them. Understanding how platforms…

Computer Science and Game Theory · Computer Science 2026-02-23 Xiukun Wei , Min Shi , Xueru Zhang

Classical optimal auction theory assumes that bids reach the seller directly. We study how this picture changes when a revenue-maximizing intermediary controls access to the seller's auction. Motivated by blockchain auctions, online…

Computer Science and Game Theory · Computer Science 2026-05-22 Jingyi Liu , Aviad Rubinstein , Ertem Nusret Tas , S. Matthew Weinberg , Qianfan Zhang

We address the problem of improving bidders' strategies in prior-dependent revenue-maximizing auctions and introduce a simple and generic method to design novel bidding strategies if the seller uses past bids to optimize her mechanism. We…

Computer Science and Game Theory · Computer Science 2021-09-15 Thomas Nedelec , Marc Abeille , Clément Calauzènes , Benjamin Heymann , Vianney Perchet , Noureddine El Karoui

We study the economic interactions among sellers and buyers in online markets. In such markets, buyers have limited information about the product quality, but can observe the sellers' reputations which depend on their past transaction…

Computer Science and Game Theory · Computer Science 2021-03-31 Qian Ma , Jianwei Huang , Tamer Başar , Ji Liu , Xudong Chen

In the rapidly evolving landscape of eCommerce, Artificial Intelligence (AI) based pricing algorithms, particularly those utilizing Reinforcement Learning (RL), are becoming increasingly prevalent. This rise has led to an inextricable…

Machine Learning · Computer Science 2024-06-06 Michael Schlechtinger , Damaris Kosack , Franz Krause , Heiko Paulheim

We consider a two-stage market mechanism for trading electricity including renewable generation as an alternative to the widely used multi-settlement market structure. The two-stage market structure allows for recourse decisions by the…

Computer Science and Game Theory · Computer Science 2021-06-16 Nathan Dahlin , Rahul Jain

We propose a decentralized market model in which agents can negotiate bilateral contracts. This builds on a similar, but centralized, model of trading networks introduced by Hatfield et al. in 2013. Prior work has established that…

Computer Science and Game Theory · Computer Science 2025-01-29 Edwin Lock , Benjamin Patrick Evans , Eleonora Kreacic , Sujay Bhatt , Alec Koppel , Sumitra Ganesh , Paul W. Goldberg

Here, a novel energy trading system is proposed for demand-side management of a neighborhood area network (NAN) consisting of a shared energy storage (SES) provider, users with non-dispatchable energy generation, and an electricity…

Systems and Control · Electrical Eng. & Systems 2020-08-25 Chathurika P. Mediwaththe , Marnie Shaw , Saman Halgamuge , David B. Smith , Paul Scott

This paper investigates the optimal hedging strategies of an informed broker interacting with multiple traders in a financial market. We develop a theoretical framework in which the broker, possessing exclusive information about the drift…

Trading and Market Microstructure · Quantitative Finance 2025-06-11 Philippe Bergault , Pierre Cardaliaguet , Wenbin Yan

In this paper, we consider microgrids that interconnect prosumers with distributed energy resources and dynamic loads. Prosumers are connected through the microgrid to trade energy and gain profit while respecting the network constraints.…

Systems and Control · Electrical Eng. & Systems 2024-02-07 Zeinab Salehi , Yijun Chen , Ian R. Petersen , Elizabeth L. Ratnam , Guodong Shi

The introduction of aggregator structures has proven effective in bringing fairness to energy resource allocation by negotiating for more resources and economic surplus on behalf of users. This paper extends the fair energy resource…

Computer Science and Game Theory · Computer Science 2024-10-16 Jiayi Li , Matt Motoki , Baosen Zhang

We model the role of an online platform disrupting a market with unit-demand buyers and unit-supply sellers. Each seller can transact with a subset of the buyers whom she already knows, as well as with any additional buyers to whom she is…

Computer Science and Game Theory · Computer Science 2024-06-12 Luca D'Amico-Wong , Yannai A. Gonczarowski , Gary Qiurui Ma , David C. Parkes

Data buyers compete in a game of incomplete information about which a single data seller owns some payoff-relevant information. The seller faces a joint information- and mechanism-design problem: deciding which information to sell, while…

Computer Science and Game Theory · Computer Science 2024-11-18 Alessandro Bonatti , Munther Dahleh , Thibaut Horel , Amir Nouripour

We study the competition for partners in two-sided matching markets with heterogeneous agent preferences, with a focus on how the equilibrium outcomes depend on the connectivity in the market. We model random partially connected markets,…

Computer Science and Game Theory · Computer Science 2023-01-12 Yash Kanoria , Seungki Min , Pengyu Qian

There has been substantial recent concern that pricing algorithms might learn to ``collude.'' Supra-competitive prices can emerge as a Nash equilibrium of repeated pricing games, in which sellers play strategies which threaten to punish…

Computer Science and Game Theory · Computer Science 2024-12-17 Eshwar Ram Arunachaleswaran , Natalie Collina , Sampath Kannan , Aaron Roth , Juba Ziani