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Related papers: Distributional Preferences for Market Design

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Many real-world problems require trading off multiple competing objectives. However, these objectives are often in different units and/or scales, which can make it challenging for practitioners to express numerical preferences over…

We study overpricing in a repeated game between two representative agents: a market maker, who controls market liquidity, and a market taker, who chooses trade quantities. Market prices evolve through the endogenous price impact of trades…

Trading and Market Microstructure · Quantitative Finance 2026-05-12 Luigi Foscari , Emanuele Guidotti , Nicolò Cesa-Bianchi , Tatjana Chavdarova , Alfio Ferrara

Machine learning systems embed preferences either in training losses or through post-processing of calibrated predictions. Applying information design methods from Strack and Yang (2024), this paper provides decision problem agnostic…

Theoretical Economics · Economics 2026-01-27 Joshua S. Gans

We consider the problem of learning the preferences of a heterogeneous population by observing choices from an assortment of products, ads, or other offerings. Our observation model takes a form common in assortment planning applications:…

Machine Learning · Statistics 2016-06-09 Nathan Kallus , Madeleine Udell

The availability of large scale streaming network data has reinforced the ubiquity of power-law distributions in observations and enabled precision measurements of the distribution parameters. The increased accuracy of these measurements…

Physics and Society · Physics 2021-08-23 Pat Devlin , Jeremy Kepner , Ashley Luo , Erin Meger

We study the assignment problem of objects to agents with heterogeneous preferences under distributional constraints. Each agent is associated with a publicly known type and has a private ordinal ranking over objects. We are interested in…

Data Structures and Algorithms · Computer Science 2019-05-02 Itai Ashlagi , Amin Saberi , Ali Shameli

We study some problems of collective choice when individuals can have expressive preferences, that is, where a decision-maker may care not only about the material benefit from choosing an action but also about some intrinsic morality of the…

Theoretical Economics · Economics 2022-08-23 Anindya Bhattacharya , Debapriya Sen

We consider distributed networks, such as peer-to-peer networks, whose structure can be manipulated by adjusting the rules by which vertices enter and leave the network. We focus in particular on degree distributions and show that, with…

Physics and Society · Physics 2007-10-18 Gourab Ghoshal , M. E. J. Newman

Computational Grids, emerging as an infrastructure for next generation computing, enable the sharing, selection, and aggregation of geographically distributed resources for solving large-scale problems in science, engineering, and commerce.…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Rajkumar Buyya

A central goal in algorithmic game theory is to analyze the performance of decentralized multiagent systems, like communication and information networks. In the absence of a central planner who can enforce how these systems are utilized,…

Computer Science and Game Theory · Computer Science 2022-05-10 Vasilis Gkatzelis , Kostas Kollias , Alkmini Sgouritsa , Xizhi Tan

Microgrids are autonomous clusters of generators, storage units and loads. Special requirements arise in interconnected operation: control schemes that do not require individual microgrids to disclose information about their internal…

Optimization and Control · Mathematics 2024-07-04 T. Alissa Schenck , Christian A. Hans

Given an initial matching and a policy objective on the distribution of agent types to institutions, we study the existence of a mechanism that weakly improves the distributional objective and satisfies constrained efficiency, individual…

Theoretical Economics · Economics 2023-03-13 Isa E. Hafalir , Fuhito Kojima , M. Bumin Yenmez

Decision markets are mechanisms for selecting one among a set of actions based on forecasts about their consequences. Decision markets that are based on scoring rules have been proven to offer incentive compatibility analogous to properly…

Computer Science and Game Theory · Computer Science 2021-11-16 Wenlong Wang , Thomas Pfeiffer

In multi-objective decision planning and learning, much attention is paid to producing optimal solution sets that contain an optimal policy for every possible user preference profile. We argue that the step that follows, i.e, determining…

Machine Learning · Computer Science 2018-02-22 Luisa M Zintgraf , Diederik M Roijers , Sjoerd Linders , Catholijn M Jonker , Ann Nowé

We study how an e-commerce firm should make real-time fulfillment decisions in a two-layer distribution network when multi-item customer orders arrive sequentially and future demand is unknown. The central managerial tension is whether to…

Machine Learning · Computer Science 2026-05-26 Xi Chen , Yuze Chen , Ziyi Chen , Yuan Zhou

Given data on the choices made by consumers for different offer sets, a key challenge is to develop parsimonious models that describe and predict consumer choice behavior while being amenable to prescriptive tasks such as pricing and…

Machine Learning · Statistics 2025-04-15 Yanqiu Ruan , Xiaobo Li , Karthyek Murthy , Karthik Natarajan

Prediction markets allow traders to bet on potential future outcomes. These markets exist for weather, political, sports, and economic forecasting. Within this work we consider a decentralized framework for prediction markets using…

Mathematical Finance · Quantitative Finance 2025-01-10 Hamed Amini , Maxim Bichuch , Zachary Feinstein

Sequential decision-making is desired to align with human intents and exhibit versatility across various tasks. Previous methods formulate it as a conditional generation process, utilizing return-conditioned diffusion models to directly…

Machine Learning · Computer Science 2024-10-11 Xudong Yu , Chenjia Bai , Haoran He , Changhong Wang , Xuelong Li

We consider the design of private prediction markets, financial markets designed to elicit predictions about uncertain events without revealing too much information about market participants' actions or beliefs. Our goal is to design market…

Computer Science and Game Theory · Computer Science 2016-02-25 Rachel Cummings , David M. Pennock , Jennifer Wortman Vaughan

We consider a model of socially interacting individuals that make a binary choice in a context of positive additive endogenous externalities. It encompasses as particular cases several models from the sociology and economics literature. We…

Physics and Society · Physics 2007-05-23 Mirta B. Gordon , Jean-Pierre Nadal , Denis Phan , Viktoriya Semeshenko