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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

A monopolistic seller aims to sell an indivisible item to multiple potential buyers. Each buyer's valuation depends on their private type and the item's quality. The seller can observe the quality but it is unknown to buyers. This quality…

Computer Science and Game Theory · Computer Science 2024-11-13 Zhikang Fan , Weiran Shen

We consider a nonlinear pricing environment with private information. We provide profit guarantees (and associated mechanisms) that the seller can achieve across all possible distributions of willingness to pay of the buyers. With a…

Theoretical Economics · Economics 2023-02-01 Dirk Bergemann , Tibor Heumann , Stephen Morris

We study the problem of maximising terminal utility for an agent facing model uncertainty, in a frictionless discrete-time market with one safe asset and finitely many risky assets. We show that an optimal investment strategy exists if the…

Mathematical Finance · Quantitative Finance 2020-07-10 Miklós Rásonyi , Andrea Meireles-Rodrigues

We study deterministic monopoly pricing under partial knowledge of the market, where the seller has access only to summary statistics of the valuation distribution, such as the mean, dispersion, and maximum value. Using tools from…

Optimization and Control · Mathematics 2025-09-09 Tim S. G. van Eck , Pieter Kleer , Johan S. H. van Leeuwaarden

We study an optimal wage band problem in a competitive matching labor market where education signals worker ability. We prove uniqueness of the competitive signaling equilibrium under a general class of utility and profit functions and show…

Theoretical Economics · Economics 2025-07-31 Seungjin Han , Alex Sam , Youngki Shin

We study deregulated power markets with strategic power suppliers. In deregulated markets, each supplier submits its supply function (i.e., the amount of electricity it is willing to produce at various prices) to the independent system…

Computer Science and Game Theory · Computer Science 2023-08-23 YuanzhangXiao , ChaithanyaBandi , Ermin Wei

A monopolist faces a partially uninformed population of consumers, interconnected through a directed social network. In the network, the monopolist offers rewards to informed consumers (influencers) conditional on informing uninformed…

Physics and Society · Physics 2017-10-25 Elias Carroni , Paolo Pin , Simone Righi

We study equilibria of markets with $m$ heterogeneous indivisible goods and $n$ consumers with combinatorial preferences. It is well known that a competitive equilibrium is not guaranteed to exist when valuations are not gross substitutes.…

Computer Science and Game Theory · Computer Science 2014-06-04 Shahar Dobzinski , Michal Feldman , Inbal Talgam-Cohen , Omri Weinstein

We consider a monopolist seller facing a single buyer with additive valuations over n heterogeneous, independent items. It is known that in this important setting optimal mechanisms may require randomization [HR12], use menus of infinite…

Computer Science and Game Theory · Computer Science 2015-11-17 Aviad Rubinstein

We consider the use of pricing as a regulatory mechanism when an unknown number of autonomous agents compete for access to a shared resource (possibly limited in volume or capacity). In standard dynamic pricing control systems, an…

Optimization and Control · Mathematics 2025-11-24 Christopher King , Homayoun Hamedmoghadam , Christos G. Cassandras , Fabian R. Wirth , Robert N. Shorten

We consider an exchange who wishes to set suitable make-take fees to attract liquidity on its platform. Using a principal-agent approach, we are able to describe in quasi-explicit form the optimal contract to propose to a market maker. This…

Trading and Market Microstructure · Quantitative Finance 2019-11-27 Omar El Euch , Thibaut Mastrolia , Mathieu Rosenbaum , Nizar Touzi

Community rating is a policy that mandates uniform premium regardless of the risk factors. In this paper, our focus narrows to the single contract interpretation wherein we establish a theoretical framework for community rating using…

Theoretical Economics · Economics 2023-12-12 Yann Braouezec , John Cagnol

We consider a network pricing game on a parallel network with congestion effects in which link owners set tolls for travel so as to maximize profit. A central authority is able to regulate this competition by means of a (uniform) price cap.…

Computer Science and Game Theory · Computer Science 2019-02-14 Tobias Harks , Marc Schroder , Dries Vermeulen

We study the envy free pricing problem faced by a seller who wishes to maximize revenue by setting prices for bundles of items. If there is an unlimited supply of items and agents are single minded then we show that finding the revenue…

Computer Science and Game Theory · Computer Science 2016-09-08 Amos Fiat , Amiram Wingarten

We study multi-product monopoly pricing where the seller jointly designs the selling mechanism and the information structure for the buyer to learn his values. Unlike the case with exogenous information, we show that when the seller…

Computer Science and Game Theory · Computer Science 2025-10-29 Yang Cai , Yingkai Li , Jinzhao Wu

We study auctions for carbon licenses, a policy tool used to control the social cost of pollution. Each identical license grants the right to produce a unit of pollution. Each buyer (i.e., firm that pollutes during the manufacturing…

Computer Science and Game Theory · Computer Science 2019-12-16 Kira Goldner , Nicole Immorlica , Brendan Lucier

In this note, we consider the pricing problem of a profit-maximizing monopolist who faces naive consumers with convex self-control preferences.

Theoretical Economics · Economics 2019-07-18 Yusufcan Masatlioglu , Daisuke Nakajima , Emre Ozdenoren

We propose a model for a market which structure is of the tree form. Each branch of the tree is composed by identical firms, its root (the branch of the first level) is formed by the firms producing raw material, and the branches of the…

adap-org · Physics 2019-08-17 V. V. Gafiychuk , I. A. Lubashevsky , Yu. L. Klimontovich

Pharmaceutical markets for life-saving therapies combine monopoly power with insurance coverage. We build a tractable sequential game in which a patent-holder chooses the drug price, a profit-maximising insurer sets its premium, and a…

Theoretical Economics · Economics 2025-09-22 Delia Coculescu , Maximilian Janisch , Thomas Lehéricy
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