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We investigate stochastic differential games of optimal trading comprising a finite population. There are market frictions in the present framework, which take the form of stochastic permanent and temporary price impacts. Moreover,…

Mathematical Finance · Quantitative Finance 2021-02-09 David Evangelista , Yuri Thamsten

Resource competition is a fundamental interaction in natural communities.However little is known about competition in spatial environments where organisms are able to regulate resource distributions. Here, we analyze the competition of two…

Populations and Evolution · Quantitative Biology 2011-02-24 Alexei B. Ryabov , Bernd Blasius

We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative upstream firm produces a commodity that is used by a…

Mathematical Finance · Quantitative Finance 2020-06-09 René Aïd , Luciano Campi , Liangchen Li , Mike Ludkovski

Network creation games model the creation and usage costs of networks formed by n selfish nodes. Each node v can buy a set of edges, each for a fixed price \alpha > 0. Its goal is to minimize its private costs, i.e., the sum (SUM-game,…

Computer Science and Game Theory · Computer Science 2014-09-19 Andreas Cord-Landwehr , Alexander Mäcker , Friedhelm Meyer auf der Heide

Online user-generated content platforms allocate billions of dollars of promotional traffic through algorithms in two-sided marketplaces. To evaluate updates to these algorithms, platforms frequently rely on creator-side randomized…

Econometrics · Economics 2026-03-10 Ruohan Zhan , Shichao Han , Yuchen Hu , Zhenling Jiang

As the rate of content production grows, we must make a staggering number of daily decisions about what information is worth acting on. For any flourishing online social media system, users can barely keep up with the new content shared by…

Social and Information Networks · Computer Science 2016-11-18 Nathan O. Hodas , Kristina Lerman

We consider a platform facilitating trade between sellers and buyers with the objective of maximizing consumer surplus. Even though in many such marketplaces prices are set by revenue-maximizing sellers, platforms can influence prices…

Theoretical Economics · Economics 2022-12-16 Yonatan Gur , Gregory Macnamara , Ilan Morgenstern , Daniela Saban

The paper deals with a class of parametrized equilibrium problems, where the objectives of the players do possess nonsmooth terms. The respective Nash equilibria can be characterized via a parameter-dependent variational inequality of the…

Optimization and Control · Mathematics 2019-11-06 Jiří V. Outrata , Jan Valdman

Modern online platforms such as marketplaces, ride-hailing services, and food-delivery systems serve a dual role: they are both markets where participants interact and transact, and operators that design and govern how these markets…

Computer Science and Game Theory · Computer Science 2026-05-11 Gary Qiurui Ma

Motivated by recent progress on pricing in the AI literature, we study marketplaces that contain multiple vendors offering identical or similar products and unit-demand buyers with different valuations on these vendors. The objective of…

This paper studies ranking policies in a stylized trial-offer marketplace model, in which a single firm offers products and has consumers with heterogeneous preferences. Consumer trials are influenced by past purchases and the ranking of…

Social and Information Networks · Computer Science 2021-02-11 Franco Berbeglia , Gerardo Berbeglia , Pascal Van Hentenryck

Despite a substantial body of theoretical and empirical research in the fields of conjoint and discrete choice analysis as well as product line optimization, relatively few papers focused on the simulation of subsequent competitive dynamics…

Econometrics · Economics 2025-12-30 Jan H. R. Dressler , Peter Kurz , Winfried J. Steiner

We consider two sided matching markets consisting of agents with non-transferable utilities; agents from the opposite sides form matching pairs (e.g., buyers-sellers) and negotiate the terms of their math which may include a monetary…

Computer Science and Game Theory · Computer Science 2012-12-05 Saeed Alaei , Kamal Jain , Azarakhsh Malekian

A noncooperative differential (dynamic) game model of opinion dynamics is proposed. In this game, the agents' motives are shaped by their expectations of the nature of others' opinions as well as how susceptible they are to get influenced…

Optimization and Control · Mathematics 2020-02-25 Muhammad Umar B. Niazi , Arif Bülent Özgüler

Public goods games study the incentives of individuals to contribute to a public good and their behaviors in equilibria. In this paper, we examine a specific type of public goods game where players are networked and each has binary actions,…

Computer Science and Game Theory · Computer Science 2022-04-04 Sixie Yu , Kai Zhou , P. Jeffrey Brantingham , Yevgeniy Vorobeychik

Interactions among selfish users sharing a common transmission channel can be modeled as a non-cooperative game using the game theory framework. When selfish users choose their transmission probabilities independently without any…

Computer Science and Game Theory · Computer Science 2009-05-31 Jaeok Park , Mihaela van der Schaar

We study the competition for partners in two-sided matching markets with heterogeneous agent preferences, with a focus on how the equilibrium outcomes depend on the connectivity in the market. We model random partially connected markets,…

Computer Science and Game Theory · Computer Science 2023-01-12 Yash Kanoria , Seungki Min , Pengyu Qian

The internet advertising market is a multi-billion dollar industry, in which advertisers buy thousands of ad placements every day by repeatedly participating in auctions. An important and ubiquitous feature of these auctions is the presence…

Computer Science and Game Theory · Computer Science 2022-10-11 Santiago Balseiro , Christian Kroer , Rachitesh Kumar

As GenAI platforms grow, their dependence on content from competing providers, combined with access to alternative data sources, creates new challenges for data-sharing decisions. In this paper, we provide a model of data sharing between a…

Computer Science and Game Theory · Computer Science 2025-05-20 Boaz Taitler , Omer Madmon , Moshe Tennenholtz , Omer Ben-Porat

We consider a wireless services market where a set of operators compete for a large common pool of users. The latter have a reservation utility of U0 units or, equivalently, an alternative option to satisfy their communication needs. The…

Networking and Internet Architecture · Computer Science 2012-09-12 Omer Korcak , George Iosifidis , Tansu Alpcan , Iordanis Koutsopoulos