Related papers: Aggregate Stable Matching with Money Burning

This paper examines equilibria in dynamic two-sided matching games, extending Gale and Shapley's foundational model to a non-cooperative, decentralized, and dynamic framework. We focus on markets where agents have utility functions and…

We provide an economically sound micro-foundation to linear price impact models, by deriving them as the equilibrium of a suitable agent-based system. Our setup generalizes the well-known Kyle model, by dropping the assumption of a terminal…

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…

Throttling is a popular method of budget management for online ad auctions in which the platform modulates the participation probability of an advertiser in order to smoothly spend her budget across many auctions. In this work, we…

We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present. Small misspecifications of preferences (as modeled via expected…

This paper links matching markets with aligned preferences to optimal transport theory. We show that stability, efficiency, and fairness emerge as solutions to a parametric family of optimal transport problems. The parameter reflects…

Two-sided matching markets describe a large class of problems wherein participants from one side of the market must be matched to those from the other side according to their preferences. In many real-world applications (e.g. content…

We study portfolio selection in a complete continuous-time market where the preference is dictated by the rank-dependent utility. As such a model is inherently time inconsistent due to the underlying probability weighting, we study the…

This paper studies stability of the exponential utility maximization when there are small variations on agent's utility function. Two settings are considered. First, in a general semimartingale model where random endowments are present, a…

This paper addresses the benefit allocation in a mixed-energy truck platoon composed of fuel-powered and electric trucks. The interactions among trucks during platoon formation are modeled as a coalitional game with transferable utility. We…

The Deferred Acceptance (DA) algorithm is an elegant procedure for finding a stable matching in two-sided matching markets. It ensures that no pair of agents prefers each other to their matched partners. In this work, we initiate the study…

We introduce a model for decentralized networks with collaborating peers. The model is based on the stable matching theory which is applied to systems with a global ranking utility function. We consider the dynamics of peers searching for…

We prove the stability of entropy solutions of nonlinear conservation laws with respect to perturbations of the initial datum, the space-time dependent flux and the entropy inequalities. Such a general stability theorem is motivated by the…

This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation preference to incorporate all discount rates via an attitude…

We study a distributed allocation process where, repeatedly in time, every player renegotiates past allocations with neighbors and allocates new revenues. The average allocations evolve according to a doubly (over time and space) averaging…

We introduce a neural stack architecture, including a differentiable parametrized stack operator that approximates stack push and pop operations for suitable choices of parameters that explicitly represents a stack. We prove the stability…

This paper considers dyadic-exchange networks in which individual agents autonomously form coalitions of size two and agree on how to split a transferable utility. Valid results for this game include stable (if agents have no unilateral…

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

Residential segregation in metropolitan areas is a phenomenon that can be observed all over the world. Recently, this was investigated via game-theoretic models. There, selfish agents of two types are equipped with a monotone utility…

Matching algorithms have demonstrated great success in several practical applications, but they often require centralized coordination and plentiful information. In many modern online marketplaces, agents must independently seek out and…