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Related papers: Pricing Problems in Adoption of New Technologies

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This paper studies continuous-time optimal contracting in a hierarchy problem which generalises the model of Sung (2015). The hierarchy is modeled by a series of interlinked principal-agent problems, leading to a sequence of Stackelberg…

Optimization and Control · Mathematics 2020-07-22 Emma Hubert

The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all…

Trading and Market Microstructure · Quantitative Finance 2018-01-17 Felix Patzelt , Jean-Philippe Bouchaud

Stackelberg games originate where there are market leaders and followers, and the actions of leaders influence the behavior of the followers. Mathematical modelling of such games results in what's called a Bilevel Optimization problem.…

Computer Science and Game Theory · Computer Science 2023-12-07 Pravesh Koirala , Forrest Laine

Online market platforms play an increasingly powerful role in the economy. An empirical phenomenon is that platforms, such as Amazon, Apple, and DoorDash, also enter their own marketplaces, imitating successful products developed by…

Multiagent Systems · Computer Science 2026-03-17 Garrett Seo , Xintong Wang , David C. Parkes

In this paper we further extend the optimal bubble riding model proposed by Tangpi and Wang by allowing for price-dependent entry times. Agents are characterized by their individual entry threshold that represents their belief in the…

Mathematical Finance · Quantitative Finance 2025-11-04 Ludovic Tangpi , Shichun Wang

Motivated by the problem of selling large, proprietary data, we consider an information pricing problem proposed by Bergemann et al. that involves a decision-making buyer and a monopolistic seller. The seller has access to the underlying…

Computer Science and Game Theory · Computer Science 2026-03-26 Andrew Li , R. Ravi , Karan Singh , Zihong Yi , Weizhong Zhang

In approval-based multiwinner voting, voters express approval preferences over a set of candidates, and the goal is to return a winning committee. This model captures a broad range of subset selection problems under preferences. Prior work…

Computer Science and Game Theory · Computer Science 2026-04-28 Niclas Boehmer , Luca Kreisel , Jannik Peters

The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…

Optimization and Control · Mathematics 2023-10-09 H. Dharma Kwon , Jan Palczewski

Data regulations increasingly enable consumers to switch among market segments, making segmentation an endogenous outcome of strategic interaction. We study a model in which consumers choose segments before a monopolist sets…

Theoretical Economics · Economics 2026-05-14 Zhonghong Kuang , Sanxi Li , Yi Liu , Yang Yu

As the communication network is in transition towards a commercial one controlled by service providers (SP), the present paper considers a pricing game in a communication market covered by several wireless access points sharing the same…

Computer Science and Game Theory · Computer Science 2013-04-04 Feng Zhang , Wenyi Zhang

We study the dynamic pricing problem faced by a monopolistic retailer who sells a storable product to forward-looking consumers. In this framework, the two major pricing policies (or mechanisms) studied in the literature are the…

Computer Science and Game Theory · Computer Science 2018-06-06 Gerardo Berbeglia , Gautam Rayaprolu , Adrian Vetta

Most products are produced and sold by supply chain networks, where an interconnected network of producers and intermediaries set prices to maximize their profits. I show that there exists a unique equilibrium in a price-setting game on a…

Computer Science and Game Theory · Computer Science 2019-04-16 Toomas Hinnosaar

In this paper, the optimal pricing strategy in Avellande-Stoikov's for a monopolistic dealer is extended to a general situation where multiple dealers are present in a competitive market. The dealers' trading intensities, their optimal bid…

Trading and Market Microstructure · Quantitative Finance 2015-12-31 Wai-Ki Ching , Jia-Wen Gu , Qing-Qing Yang , Tak-Kuen Siu

We introduce the application of online learning in a Stackelberg game pertaining to a system with two learning agents in a dyadic exchange network, consisting of a supplier and retailer, specifically where the parameters of the demand…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Larkin Liu , Yuming Rong

Platform giants in China have operated with persistently compressed margins in highly concentrated markets for much of the past decade, despite market shares exceeding 60\% in core segments. Standard theory predicts otherwise: either the…

Theoretical Economics · Economics 2026-01-23 Liang Chen

In this paper, we study the transmission strategy adaptation problem in an RF-powered cognitive radio network, in which hybrid secondary users are able to switch between the harvest-then-transmit mode and the ambient backscatter mode for…

Networking and Internet Architecture · Computer Science 2018-04-10 Wenbo Wang , Dinh Thai Hoang , Dusit Niyato , Ping Wang , Dong In Kim

In settings where full incentive-compatibility is not available, such as core-constraint combinatorial auctions and budget-balanced combinatorial exchanges, we may wish to design mechanisms that are as incentive-compatible as possible. This…

Computer Science and Game Theory · Computer Science 2015-03-24 Benjamin Lubin

We study a repeated game between a supplier and a retailer who want to maximize their respective profits without full knowledge of the problem parameters. After characterizing the uniqueness of the Stackelberg equilibrium of the stage game…

Computer Science and Game Theory · Computer Science 2022-07-12 Nicolò Cesa-Bianchi , Tommaso Cesari , Takayuki Osogami , Marco Scarsini , Segev Wasserkrug

The billboard advertisement has emerged as an effective out-of-home advertisement technique where the objective is to choose a limited number of slots to play some advertisement content (e.g., animation, video, etc.) with the hope that the…

Databases · Computer Science 2025-10-24 Dildar Ali , Suman Banerjee , Yamuna Prasad

Caching in wireless device-to-device (D2D) networks can be utilized to offload data traffic during peak times. However, the design of incentive mechanisms is challenging due to the heterogeneous preference and selfish nature of user…

Information Theory · Computer Science 2016-11-18 Zhuoqun Chen , Yangyang Liu , Bo Zhou , Meixia Tao