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We study the problem of pricing under a Multinomial Logit model where we incorporate network effects over the consumer's decisions. We analyse both cases, when sellers compete or collaborate. In particular, we pay special attention to the…

Computer Science and Game Theory · Computer Science 2020-05-08 Felipe Maldonado , Gerardo Berbeglia , Pascal Van Hentenryck

We study a problem inspired by regulated health insurance markets, such as those created by the government in the Affordable Care Act Exchanges or by employers when they contract with private insurers to provide plans for their employees.…

Computer Science and Game Theory · Computer Science 2020-02-18 Meryem Essaidi , Kira Goldner , S. Matthew Weinberg

We study buyer-optimal procurement mechanisms when quality is contractible. When some costs are borne by every participant of a procurement auction regardless of winning, the classic analysis should be amended. We show that an optimal…

Theoretical Economics · Economics 2024-11-20 Pasha Andreyanov , Ilia Krasikov , Alex Suzdaltsev

We study information disclosure in competitive markets with adverse selection. Sellers privately observe product quality, with higher quality entailing higher production costs, while buyers trade at the market-clearing price after observing…

Theoretical Economics · Economics 2025-10-03 Andrea Di Giovan Paolo , Jose Higueras

There are clear benefits associated with a particular consumer choice for many current markets. For example, as we consider here, some products might carry environmental or `green' benefits. Some consumers might value these benefits while…

General Finance · Quantitative Finance 2008-12-02 Gérard Weisbuch , Vincent Buskens , Luat Vuong

We give a new bound of concurrence.

Quantum Physics · Physics 2015-05-18 Zhihao Ma , Jing-Ling Chen

In an incomplete Brownian-motion market setting, we propose a convex monotonic pricing functional for nonattainable bounded contingent claims which is compatible with prices for attainable claims. The pricing functional is defined as the…

Pricing of Securities · Quantitative Finance 2008-12-18 Johannes Leitner

Two-sided marketplaces embody heterogeneity in incentives: producers seek exposure while consumers seek relevance, and balancing these competing objectives through constrained optimization is now a standard practice. Yet real platforms face…

Computer Science and Game Theory · Computer Science 2026-02-13 Dominykas Seputis , Alexander Timans , Rajeev Verma

This paper is concerned with the determination of pricing strategies for a firm that in each period of a finite horizon receives replenishment quantities of a single product which it sells in two markets, e.g., a long-distance market and an…

Optimization and Control · Mathematics 2015-09-25 Wen , Chen , Adam Fleischhacker , Michael N. Katehakis

Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it…

Statistical Mechanics · Physics 2009-10-31 Yi-Cheng Zhang

Motivated by the problem of market power in electricity markets, we introduced in previous works a mechanism for simplified markets of two agents with linear cost. In standard procurement auctions, the market power resulting from the…

Theoretical Economics · Economics 2019-07-25 Benjamin Heymann , Alejandro Jofré

Pricing decisions stand out as one of the most critical tasks a company faces, particularly in today's digital economy. As with other business decision-making problems, pricing unfolds in a highly competitive and uncertain environment.…

Computer Science and Game Theory · Computer Science 2024-09-04 Daniel García Rasines , Roi Naveiro , David Ríos Insua , Simón Rodríguez Santana

There are several aspects of data markets that distinguish them from a typical commodity market: asymmetric information, the non-rivalrous nature of data, and informational externalities. Formally, this gives rise to a new class of games…

Computer Science and Game Theory · Computer Science 2023-03-29 Samir Wadhwa , Roy Dong

This paper proposes a theory of pricing premised upon the assumptions that customers dislike unfair prices---those marked up steeply over cost---and that firms take these concerns into account when setting prices. Since they do not observe…

Theoretical Economics · Economics 2021-06-15 Erik Eyster , Kristof Madarasz , Pascal Michaillat

Several different fairness notions have been introduced in the context of fair allocation of goods. In this manuscript, we compare between some fairness notions that are used in settings in which agents have arbitrary (perhaps unequal)…

Computer Science and Game Theory · Computer Science 2023-12-01 Uriel Feige

The hiring problem is studied for general strategies based only on the relative ranking of the candidates; this includes some well known strategies studied before such as hiring above the median. We give general limit theorems for the…

Probability · Mathematics 2018-09-12 Svante Janson

We study a steady state of a free entry oligopoly with differentiated goods, that is, a monopolistic competition, with sluggish adjustment of entry and exit of firms under general demand and cost functions by a differential game approach.…

Optimization and Control · Mathematics 2019-06-06 Yasuhito Tanaka

In various markets where sellers compete in price, price oscillations are observed rather than convergence to equilibrium. Such fluctuations have been empirically observed in the retail market for gasoline, in airline pricing and in the…

Computer Science and Game Theory · Computer Science 2015-04-28 Moshe Babaioff , Renato Paes Leme , Balasubramanian Sivan

This paper studies contracting in the presence of externalities with a non-contractible outsider. Multiple equilibria arise from strategic symmetry between the insider agent and the outsider. To address strategic uncertainty, the principal…

Theoretical Economics · Economics 2025-09-09 Hongcheng Li

Motivated by the recent popularity of machine learning training services, we introduce a contract design problem in which a provider sells a service that results in an outcome of uncertain quality for the buyer. The seller has a set of…

Computer Science and Game Theory · Computer Science 2026-05-06 Krishnamurthy Iyer , Alec Sun , Haifeng Xu , You Zu
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