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We model an informed agent with information about the future value of an asset trying to maximize profits when subjected to a transaction cost as well as a market maker tasked with setting fair transaction prices. In a single auction model,…

Trading and Market Microstructure · Quantitative Finance 2020-07-29 Weston Barger , Ryan Donnelly

We consider an environment where sellers compete over buyers. All sellers are a-priori identical and strategically signal buyers about the product they sell. In a setting motivated by on-line advertising in display ad exchanges, where firms…

Computer Science and Game Theory · Computer Science 2012-03-30 Gleb Polevoy , Rann Smorodinsky , Moshe Tennenholtz

Traditional user profiling techniques rely on browsing history or purchase records to identify users' willingness to pay. This enables sellers to offer personalized prices to profiled users while charging only a uniform price to…

Computer Science and Game Theory · Computer Science 2026-02-17 Qinqi Lin , Lingjie Duan , Jianwei Huang

We study the power of price discrimination via an intermediary in bilateral trade, when there is a revenue-maximizing seller selling an item to a buyer with a private value drawn from a prior. Between the seller and the buyer, there is an…

Computer Science and Game Theory · Computer Science 2023-04-28 Shao-Heng Ko , Kamesh Munagala

We study the revenue-maximizing mechanism when a buyer's value evolves endogenously because of learning-by-consuming. A seller sells one unit of a divisible good, while the buyer relies on his private, rough valuation to choose his…

Theoretical Economics · Economics 2022-09-07 Huiyi Guo , Wei He , Bin Liu

This paper extends the sequential search model of Wolinsky (1986) by allowing firms to choose how much match value information to disclose to visiting consumers. This restores the Diamond paradox (Diamond 1971): there exist no symmetric…

Theoretical Economics · Economics 2021-04-06 Mark Whitmeyer

Online marketplaces frequently run pricing experiments in environments where users choose from a list of items. In these settings, items compete for users' limited attention and demand, creating interference among items within a list:…

Econometrics · Economics 2026-03-17 Mahyar Habibi , Zahra Khanalizadeh , Negar Ziaeian

We study how privacy technologies affect user and advertiser behavior in a simple economic model of targeted advertising. In our model, a consumer first decides whether or not to buy a good, and then an advertiser chooses an advertisement…

Computer Science and Game Theory · Computer Science 2015-08-14 Rachel Cummings , Katrina Ligett , Mallesh M. Pai , Aaron Roth

Contextual pricing strategies are prevalent in online retailing, where the seller adjusts prices based on products' attributes and buyers' characteristics. Although such strategies can enhance seller's profits, they raise concerns about…

Computer Science and Game Theory · Computer Science 2026-03-17 Pangpang Liu , Will Wei Sun

In the quest for market mechanisms that are easy to implement, yet close to optimal, few seem as viable as posted pricing. Despite the growing body of impressive results, the performance of most posted price mechanisms however, rely…

Computer Science and Game Theory · Computer Science 2016-09-23 Shreyas Sekar

We consider a model of third-degree price discrimination where the seller's product valuation is unknown to the market designer, who aims to maximize buyer surplus by revealing buyer valuation information. Our main result shows that the…

Theoretical Economics · Economics 2025-10-10 Itai Arieli , Yakov Babichenko , Omer Madmon , Moshe Tennenholtz

Most online markets establish reputation systems to assist building trust between sellers and buyers. Sellers' reputations not only provide guidelines for buyers but may also inform sellers their optimal pricing strategy. In this research,…

General Economics · Economics 2021-09-28 Zehao Chen , Yanchen Zhu , Tianyang Shen , Yufan Ye

If you recommend a product to me and I buy it, how much should you be paid by the seller? And if your sole interest is to maximize the amount paid to you by the seller for a sequence of recommendations, how should you recommend optimally if…

Computer Science and Game Theory · Computer Science 2009-11-10 Paul Dütting , Monika Henzinger , Ingmar Weber

A sender with private preferences would like to influence a receiver's action by providing information through a statistical test. The technology for information production is controlled by a monopolist intermediary, who offers a menu of…

Theoretical Economics · Economics 2025-02-18 Raphael Boleslavsky , Aaron Kolb

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

E-commerce is shifting from search-based shopping to agentic purchasing. Rather than relying on keywords, AI shopping agents learn customer preferences through targeted multi-round conversations and then recommend a tailored set of…

Computer Science and Game Theory · Computer Science 2026-03-24 Shengyu Cao , Ming Hu

We study markets of indivisible items in which price-based (Walrasian) equilibria often do not exist due to the discrete non-convex setting. Instead we consider Nash equilibria of the market viewed as a game, where players bid for items,…

Computer Science and Game Theory · Computer Science 2011-03-22 Avinatan Hassidim , Haim Kaplan , Yishay Mansour , Noam Nisan

We consider a retailer running a switchback experiment for the price of a single product, with infinite supply. In each period, the seller chooses a price $p$ from a set of predefined prices that consist of a reference price and a few…

Computer Science and Game Theory · Computer Science 2024-10-22 Yifan Wu , Ramesh Johari , Vasilis Syrgkanis , Gabriel Y. Weintraub

Motivated by online advertising auctions, we study auction design in repeated auctions played by simple Artificial Intelligence algorithms (Q-learning). We find that first-price auctions with no additional feedback lead to tacit-collusive…

Theoretical Economics · Economics 2022-02-15 Martino Banchio , Andrzej Skrzypacz

We consider a scenario where a retailer can set different prices for different consumers in a smart grid. The retailer's objective is to maximize the revenue, minimize the operating cost, and maximize the consumer's welfare. The retailer…

Optimization and Control · Mathematics 2021-11-09 Diptangshu Sen , Kushaagra Goyal , Varun Ramamohan , Arnob Ghosh
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