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The computation of equilibrium prices at which the supply of goods matches their demand typically relies on complete information on agents' private attributes, e.g., suppliers' cost functions, which are often unavailable in practice.…

Computer Science and Game Theory · Computer Science 2025-06-17 Devansh Jalota , Haoyuan Sun , Navid Azizan

We study the behavior of for-profit institutions that broadcast reputations to foster trust among market participants. We develop a theoretical model in which buyers and sellers are matched on a platform to engage in transactions involving…

Computer Science and Game Theory · Computer Science 2025-12-01 Hiroaki Chiba-Okabe , Joshua B. Plotkin

We consider the optimal pricing problem for a model of the rich media advertisement market, as well as other related applications. In this market, there are multiple buyers (advertisers), and items (slots) that are arranged in a line such…

Computer Science and Game Theory · Computer Science 2013-08-07 Xiaotie Deng , Paul Goldberg , Yang Sun , Bo Tang , Jinshan Zhang

We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using public information about a conditional expectation of energy…

Optimization and Control · Mathematics 2020-05-26 Vladimir Dvorkin , Jalal Kazempour , Pierre Pinson

We examine information structure design, also called "persuasion" or "signaling", in the presence of a constraint on the amount of communication. We focus on the fundamental setting of bilateral trade, which in its simplest form involves a…

Computer Science and Game Theory · Computer Science 2020-03-09 Shaddin Dughmi , David Kempe , Ruixin Qiang

With model uncertainty characterized by a convex, possibly non-dominated set of probability measures, the agent minimizes the cost of hedging a path dependent contingent claim with given expected success ratio, in a discrete-time,…

Mathematical Finance · Quantitative Finance 2017-09-29 Erhan Bayraktar , Gu Wang

Many ethical issues in machine learning are connected to the training data. Online data markets are an important source of training data, facilitating both production and distribution. Recently, a trend has emerged of for-profit "ethical"…

Computer Science and Game Theory · Computer Science 2025-02-03 Augustin Chaintreau , Roland Maio , Juba Ziani

We study the effect of interim feedback policies in a dynamic all-pay auction where two players bid over two stages to win a common-value prize. We show that sequential equilibrium outcomes are characterized by Cheapest Signal Equilibria,…

Theoretical Economics · Economics 2025-10-28 Sumit Goel , Yiqing Yan , Jeffrey Zeidel

We consider a largely untapped potential for the improvement of traffic networks that is rooted in the inherent uncertainty of travel times. Travel times are subject to stochastic uncertainty resulting from various parameters such as…

Computer Science and Game Theory · Computer Science 2025-10-22 Svenja M. Griesbach , Martin Hoefer , Max Klimm , Tim Koglin

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…

Machine Learning · Computer Science 2019-07-29 Tiancheng Yu , Xiyu Zhai , Suvrit Sra

Potential buyers of a product or service, before making their decisions, tend to read reviews written by previous consumers. We consider Bayesian consumers with heterogeneous preferences, who sequentially decide whether to buy an item of…

Optimization and Control · Mathematics 2022-02-24 Etienne Boursier , Vianney Perchet , Marco Scarsini

Motivated by applications in cyber security, we develop a simple game model for describing how a learning agent's private information influences an observing agent's inference process. The model describes a situation in which one of the…

Computer Science and Game Theory · Computer Science 2019-09-16 Erik Miehling , Roy Dong , Cédric Langbort , Tamer Başar

We consider auction environments in which at the time of the auction bidders observe signals about their ex-post value. We introduce a model of novice bidders who do not know know the joint distribution of signals and instead build a…

Theoretical Economics · Economics 2021-07-02 Philippe Jehiel , Konrad Mierendorff

In sponsored content and service markets, the content and service providers are able to subsidize their target mobile users through directly paying the mobile network operator, to lower the price of the data/service access charged by the…

Networking and Internet Architecture · Computer Science 2021-08-17 Wenbo Wang , Zehui Xiong , Dusit Niyato , Ping Wang , Zhu Han

A buyer wishes to purchase a durable good from a seller who in each period chooses a mechanism under limited commitment. The buyer's valuation is binary and fully persistent. We show that posted prices implement all equilibrium outcomes of…

Theoretical Economics · Economics 2021-06-01 Laura Doval , Vasiliki Skreta

We consider the sample complexity of revenue maximization for multiple bidders in unrestricted multi-dimensional settings. Specifically, we study the standard model of $n$ additive bidders whose values for $m$ heterogeneous items are drawn…

Computer Science and Game Theory · Computer Science 2021-04-13 Yannai A. Gonczarowski , S. Matthew Weinberg

Transparency of information disclosure has always been considered an instrumental component of effective governance, accountability, and ethical behavior in any organization or system. However, a natural question follows: \emph{what is the…

Computer Science and Game Theory · Computer Science 2023-12-01 Tao Li , Quanyan Zhu

Linear Fisher market is one of the most fundamental economic models. The market is traditionally examined on the basis of individual's price-taking behavior. However, this assumption breaks in markets such as online advertising and…

Computer Science and Game Theory · Computer Science 2024-07-17 Juncheng Li , Pingzhong Tang

Proportional dynamics, originated from peer-to-peer file sharing systems, models a decentralized price-learning process in Fisher markets. Previously, items in the dynamics operate independently of one another, and each is assumed to belong…

Computer Science and Game Theory · Computer Science 2024-07-17 Juncheng Li , Pingzhong Tang

We introduce and analyse active learning markets as a way to purchase labels, in situations where analysts aim to acquire additional data to improve model fitting, or to better train models for predictive analytics applications. This comes…

Machine Learning · Computer Science 2026-02-11 Xiwen Huang , Pierre Pinson
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