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Related papers: Distributional Preferences for Market Design

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We study decentralized markets with the presence of middlemen, modeled by a non-cooperative bargaining game in trading networks. Our goal is to investigate how the network structure of the market and the role of middlemen influence the…

Computer Science and Game Theory · Computer Science 2013-07-09 Thanh Nguyen , Vijay G. Subramanian , Randall A. Berry

Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…

Computer Science and Game Theory · Computer Science 2020-03-05 Daniel Lehmann

In this study, we develop a theoretical model of strategic equilibrium bidding and price-setting behaviour by heterogeneous and boundedly rational electricity producers and a grid operator in a single electricity market under uncertain…

Physics and Society · Physics 2017-04-27 Jobst Heitzig , Hildegard Meyer-Ortmanns , Sabine Auer

The paper develops a decentralized resource allocation mechanism for allocating divisible goods with capacity constraints to non-price-taking agents with general concave utilities. The proposed mechanism is always budget balanced,…

Optimization and Control · Mathematics 2012-02-10 Ali Kakhbod

Conventional models of matching markets assume that monetary transfers can clear markets by compensating for utility differentials. However, empirical patterns show that such transfers often fail to close structural preference gaps. This…

Trading and Market Microstructure · Quantitative Finance 2025-11-27 Yao Wu

In this paper, I introduce a profit-maximizing centralized marketplace into a decentralized market with search frictions. Agents choose between the centralized marketplace and the decentralized bilateral trade. I characterize the optimal…

Theoretical Economics · Economics 2021-11-29 Berk Idem

We study a market mechanism that sets edge prices to incentivize strategic agents to efficiently share limited network capacity. In this market, agents form coalitions, with each coalition sharing a unit capacity of a selected route and…

Computer Science and Game Theory · Computer Science 2025-11-19 Saurabh Amin , Patrick Jaillet , Haripriya Pulyassary , Manxi Wu

Emerging methods for participatory algorithm design have proposed collecting and aggregating individual stakeholder preferences to create algorithmic systems that account for those stakeholders' values. Using algorithmic student assignment…

Computers and Society · Computer Science 2020-07-15 Samantha Robertson , Niloufar Salehi

A structure called a decision making problem is considered. The set of outcomes (consequences) is partially ordered according to the decision maker's preferences. The problem is how these preferences affect a decision maker to prefer one of…

Category Theory · Mathematics 2007-05-23 Victor V. Rozen , Grigori Zhitomirski

Distributed model predictive control (MPC) has been proven a successful method in regulating the operation of large-scale networks of constrained dynamical systems. This paper is concerned with cooperative distributed MPC in which the…

Optimization and Control · Mathematics 2021-06-29 Georgios Darivianakis , Angelos Georghiou , John Lygeros

We present a preference learning framework for multiple criteria sorting. We consider sorting procedures applying an additive value model with diverse types of marginal value functions (including linear, piecewise-linear, splined, and…

Machine Learning · Computer Science 2019-10-15 Jiapeng Liu , Milosz Kadzinski , Xiuwu Liao , Xiaoxin Mao , Yao Wang

Stable matching is a fundamental problem studied both in economics and computer science. The task is to find a matching between two sides of agents that have preferences over who they want to be matched with. A matching is stable if no pair…

Computer Science and Game Theory · Computer Science 2024-03-11 Juho Hirvonen , Sara Ranjbaran

Distributed algorithms have been playing an increasingly important role in many applications such as machine learning, signal processing, and control. Significant research efforts have been devoted to developing and analyzing new algorithms…

Machine Learning · Computer Science 2022-11-03 Xinwei Zhang , Mingyi Hong , Nicola Elia

Given only aggregate choice data and limited information about how menus are distributed across the population, we describe what can be inferred robustly about the distribution of preferences (or more general decision rules). We strengthen…

Theoretical Economics · Economics 2024-05-16 Larry G Epstein , Kaushil Patel

We study partial identification of the preference parameters in the one-to-one matching model with perfectly transferable utilities. We do so without imposing parametric distributional assumptions on the unobserved heterogeneity and with…

Econometrics · Economics 2022-07-28 Cristina Gualdani , Shruti Sinha

Engineering design problems are often modeled as multi-objective optimization tasks in which a scalarized utility function selects an optimal design from the Pareto set. In practice, preferences are imperfectly known, so uncertainty in the…

Applications · Statistics 2026-05-01 Chia-Ruei Liu , Yongjia Song , Qiong Zhang , Cameron Turner

The problem of allocating scarce items to individuals is an important practical question in market design. An increasingly popular set of mechanisms for this task uses the concept of market equilibrium: individuals report their preferences,…

Computer Science and Game Theory · Computer Science 2019-12-11 Riley Murray , Christian Kroer , Alex Peysakhovich , Parikshit Shah

We present a representation for describing transition models in complex uncertain domains using relational rules. For any action, a rule selects a set of relevant objects and computes a distribution over properties of just those objects in…

Machine Learning · Computer Science 2018-10-29 Victoria Xia , Zi Wang , Leslie Pack Kaelbling

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

Computational Finance · Quantitative Finance 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

The objective is to develop a general stochastic approach to delays on financial markets. We suggest such a concept in the context of large platonic markets, which allow infinitely many assets and incorporate a restricted information…

Mathematical Finance · Quantitative Finance 2025-02-07 Yannick Limmer , Thilo Meyer-Brandis