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Executing even moderately large derivatives orders can be expensive and risky; it's hard to balance the uncertainty of working an order over time versus paying a liquidity premium for immediate execution. Here, we introduce the Time Is…

Mathematical Finance · Quantitative Finance 2021-04-14 Kevin Patrick Darby

We study the problem of selling a good to a group of bidders with interdependent values in a prior-free setting. Each bidder has a signal that can take one of $k$ different values, and her value for the good is a weakly increasing function…

Computer Science and Game Theory · Computer Science 2021-07-21 Vasilis Gkatzelis , Rishi Patel , Emmanouil Pountourakis , Daniel Schoepflin

We study the optimal placement of advertisements for interactive platforms like conversational AI assistants. Importantly, conversations add a feature absent in canonical search markets -- time. The evolution of a conversation is…

Theoretical Economics · Economics 2025-02-06 Martino Banchio , Aranyak Mehta , Andres Perlroth

We develop a tractable framework for valuing Asian options when trading the underlying generates market impact and execution costs. Starting from a discrete-time, quote-level model, we construct a reference midpoint suitable for Asian…

Mathematical Finance · Quantitative Finance 2026-02-24 Priyanshu Tiwari , Sourav Majumdar

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

Computer Science and Game Theory · Computer Science 2017-04-17 Nikhil Devanur , Jugal Garg , Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod

Ride-hailing platforms typically classify drivers as either employees or independent contractors. These classifications tend to emphasize either wage certainty or flexibility, but rarely both. We study an alternative or complementary…

Optimization and Control · Mathematics 2024-08-27 Andrés Fielbaum , David Salas , Ruilin Zhang , Francisco Castro

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan

Ride-hailing platforms (e.g., Uber, Lyft) have transformed urban mobility by enabling ride-sharing, which holds considerable promise for reducing both travel costs and total vehicle miles traveled (VMT). However, the fragmentation of these…

General Economics · Economics 2025-08-27 Xin Dong , Jose Ventura , Vikash V. Gayah

I develop a continuous-time model in which an incumbent batch-service provider faces stochastic passenger arrivals and must decide when to dispatch under the threat of customer defection to a faster entrant. The incumbent's problem is…

Theoretical Economics · Economics 2025-05-28 Md Mahadi Hasan

Autonomous vehicles will be an integral part of ride-sharing services in the future. This setting differs from traditional ride-sharing marketplaces because of the absence of the supply side (drivers). However, it has far-reaching…

Computer Science and Game Theory · Computer Science 2023-03-07 Diptangshu Sen , Arnob Ghosh

Ridesourcing platforms recently introduced the ``schedule a ride'' service where passengers may reserve (book-ahead) a ride in advance of their trip. Reservations give platforms precise information that describes the start time and location…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Cesar N. Yahia , Gustavo de Veciana , Stephen D. Boyles , Jean Abou Rahal , Michael Stecklein

We consider a scheduling problem where machines need to be rented from the cloud in order to process jobs. There are two types of machines available which can be rented for machine-type dependent prices and for arbitrary durations. However,…

Data Structures and Algorithms · Computer Science 2016-12-22 Alexander Mäcker , Manuel Malatyali , Friedhelm Meyer auf der Heide , Sören Riechers

We consider a controlled double-ended queue consisting of two classes of customers, labeled sellers and buyers. The sellers and buyers arrive in a trading market according to two independent renewal processes. Whenever there is a seller and…

Optimization and Control · Mathematics 2022-01-20 Xin Liu , Ananda Weerasinghe

Several scientific studies have reported the existence of the income gap among rideshare drivers based on demographic factors such as gender, age, race, etc. In this paper, we study the income inequality among rideshare drivers due to…

Artificial Intelligence · Computer Science 2020-12-17 Yifan Xu , Pan Xu

We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of…

Mathematical Finance · Quantitative Finance 2019-04-04 Xue Dong He , Moris S. Strub , Thaleia Zariphopoulou

In ride-hailing systems, en-route time refers to the time that elapses from the moment a car is dispatched to pick up a rider until the rider is picked up. A fundamental phenomenon in ride-hailing systems is that there is a trade-off…

Optimization and Control · Mathematics 2021-11-24 Anton J. Kleywegt , Hongzhang Shao

We study a dispatching and pricing problem in two-sided spatial queues with fixed supply, motivated by ride-hailing and robotaxi platforms. Idle drivers queue on one side, waiting to pick up riders, while riders queue on the other, waiting…

Optimization and Control · Mathematics 2026-03-17 Ang Xu , Chiwei Yan

Tourism demand forecasting is methodologically mature, but it typically treats accommodation supply as fixed or exogenous. In platform-mediated short-term rentals, supply is elastic, decision-driven, and co-evolves with demand through…

Applications · Statistics 2026-04-29 Harrison Katz

We consider "time-of-use" pricing as a technique for matching supply and demand of temporal resources with the goal of maximizing social welfare. Relevant examples include energy, computing resources on a cloud computing platform, and…

Computer Science and Game Theory · Computer Science 2017-04-11 Shuchi Chawla , Nikhil R. Devanur , Alexander E. Holroyd , Anna Karlin , James Martin , Balasubramanian Sivan

This paper investigates the impacts of competition in autonomous mobility-on-demand systems. By adopting a network-flow based formulation, we first determine the optimal strategies of profit-maximizing platform operators in monopoly and…

Optimization and Control · Mathematics 2021-07-27 Berkay Turan , Mahnoosh Alizadeh