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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

We study the problem of assigning indivisible objects to agents where each is to receive at most one. To ensure fairness in the absence of monetary compensation, we consider random assignments. Random Priority, also known as Random Serial…

Theoretical Economics · Economics 2025-06-24 Christian Basteck

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 consider a one-period Kyle (1985) framework where the insider can be subject to a penalty if she trades. We establish existence and uniqueness of equilibrium for virtually any penalty function when noise is uniform. In equilibrium, the…

Trading and Market Microstructure · Quantitative Finance 2018-09-21 Sylvain Carré , Pierre Collin-Dufresne , Franck Gabriel

This paper investigates the benefits of incorporating diversification effects into the pricing process of insurance policies from two different business lines. The paper shows that, for the same risk reduction, insurers pricing policies…

Theoretical Economics · Economics 2025-08-20 Hamza Hanbali

Search and matching increasingly takes place on online platforms. These platforms have elements of centralized and decentralized matching; platforms can alter the search process for its users, but are unable to eliminate search frictions…

Theoretical Economics · Economics 2025-06-11 Cole Wittbrodt

I study how to regulate firms' access to consumer data when a regulator faces non-Bayesian uncertainty about how firms will exploit the consumer's information to segment the market and set prices. I fully characterize all worst-case optimal…

Theoretical Economics · Economics 2025-10-03 Jose Higueras

We study the power and limitations of posted prices in multi-unit markets, where agents arrive sequentially in an arbitrary order. We prove upper and lower bounds on the largest fraction of the optimal social welfare that can be guaranteed…

Computer Science and Game Theory · Computer Science 2020-02-18 Tomer Ezra , Michal Feldman , Tim Roughgarden , Warut Suksompong

Fairness-aware recommender systems that have a provider-side fairness concern seek to ensure that protected group(s) of providers have a fair opportunity to promote their items or products. There is a ``cost of fairness'' borne by the…

Information Retrieval · Computer Science 2022-09-12 Paresha Farastu , Nicholas Mattei , Robin Burke

A seller offers an asset in a decentralised market. Buyers have private signals about their common value. I study whether the market becomes allocatively more efficient with (i) more buyers, (ii) better-informed buyers. Both increase the…

Theoretical Economics · Economics 2025-08-04 D. Carlos Akkar

We study economies where consumers interact independently with many monopolists. When consumer valuations over goods are correlated, correlation can distort the induced distribution of consumer surplus (information rents). We identify which…

Theoretical Economics · Economics 2026-05-29 Eric Gao , Daniel Luo

We study optimal bundling when consumers differ in one dimension. We introduce a partial order on the set of bundles defined by (i) set inclusion and (ii) sales volumes (if sold alone and priced optimally). We show that if the undominated…

Theoretical Economics · Economics 2023-04-11 Frank Yang

The design of data markets has gained importance as firms increasingly use machine learning models fueled by externally acquired training data. A key consideration is the externalities firms face when data, though inherently freely…

Computer Science and Game Theory · Computer Science 2024-10-22 Anish Agarwal , Munther Dahleh , Thibaut Horel , Maryann Rui

We analyze multiline pricing and capital allocation in equilibrium no-arbitrage markets. Existing theories often assume a perfect complete market, but when pricing is linear, there is no diversification benefit from risk pooling and…

Risk Management · Quantitative Finance 2020-08-31 John A. Major , Stephen J. Mildenhall

In real-world classification settings, such as loan application evaluation or content moderation on online platforms, individuals respond to classifier predictions by strategically updating their features to increase their likelihood of…

Computers and Society · Computer Science 2023-09-19 Vijay Keswani , L. Elisa Celis

We give a detailed characterization of optimal trades under budget constraints in a prediction market with a cost-function-based automated market maker. We study how the budget constraints of individual traders affect their ability to…

Computer Science and Game Theory · Computer Science 2015-10-08 Nikhil Devanur , Miroslav Dudík , Zhiyi Huang , David M. Pennock

In the multi-unit pricing problem, multiple units of a single item are for sale. A buyer's valuation for $n$ units of the item is $v \min \{ n, d\} $, where the per unit valuation $v$ and the capacity $d$ are private information of the…

Computer Science and Game Theory · Computer Science 2017-04-18 Nikhil R. Devanur , Nima Haghpanah , Christos-Alexandros Psomas

We show that the mechanism-design problem for a monopolist selling multiple, heterogeneous objects to a buyer with ex ante symmetric and additive values is equivalent to the mechanism-design problem for a monopolist selling identical…

Theoretical Economics · Economics 2024-08-20 Sushil Bikhchandani , Debasis Mishra

We consider an intermediary's problem of dynamically matching demand and supply of heterogeneous types in a periodic-review fashion. More specifically, there are two disjoint sets of demand and supply types, and a reward associated with…

Optimization and Control · Mathematics 2018-11-20 Ming Hu , Yun Zhou

An employer contracts with a worker to incentivize efforts whose productivity depends on ability; the worker then enters a market that pays him contingent on ability evaluation. With non-additive monitoring technology, the interdependence…

Theoretical Economics · Economics 2025-07-31 Tan Gan , Hongcheng Li