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We develop an axiomatic theory for Automated Market Makers (AMMs) in local energy sharing markets and analyze the Markov Perfect Equilibrium of the resulting economy with a Mean-Field Game. In this game, heterogeneous prosumers solve a…

Theoretical Economics · Economics 2026-01-01 Michele Fabi , Viraj Nadkarni , Leonardo Leone , Matheus X. V. Ferreira

In many economic contexts, agents from a same population team up to better exploit their human capital. In such contexts (often called "roommate matching problems"), stable matchings may fail to exist even when utility is transferable. We…

General Economics · Economics 2021-02-15 Pierre-André Chiappori , Alfred Galichon , Bernard Salanié

We study decentralized markets for goods whose utility perishes in time, with compute as a primary motivation. Recent advances in reproducible and verifiable execution allow jobs to pause, verify, and resume across heterogeneous hardware,…

Theoretical Economics · Economics 2025-11-21 Chengqi Zang , Gabriel P. Andrade , Oğuzhan Ersoy

We develop a continuous-time general equilibrium framework for economies with a heterogeneous population -- modeled as a continuum -- that repeatedly optimizes over short horizons under relative-income (Duesenberry-type) criteria. The…

Mathematical Finance · Quantitative Finance 2026-03-19 Jaime Alberto Londoño

In peer-to-peer (P2P) energy trading, a secured infrastructure is required to manage trade and record monetary transactions. A central server/authority can be used for this. But there is a risk of central authority influencing the energy…

Computer Science and Game Theory · Computer Science 2022-09-19 Nitin Singha , V Shreyas , Sandeep Kumar

This paper focuses on the stability of the non-arbitrage condition in discrete time market models when some unknown information $\tau$ is partially/fully incorporated into the market. Our main conclusions are twofold. On the one hand, for a…

Mathematical Finance · Quantitative Finance 2014-07-08 Tahir Choulli , Jun Deng

We study the impact of transition scenario uncertainty, namely that of future carbon price and electricity demand, on the pace of decarbonization of the electricity industry. To this end, we develop a theory of optimal stopping mean-field…

Optimization and Control · Mathematics 2023-12-29 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

Optimization and Control · Mathematics 2015-04-23 Cao Ping , Xie Jingui

A group of $n$ agents with numerical preferences for each other are to be assigned to the $n$ seats of a dining table. We study two natural topologies:~circular (cycle) tables and panel (path) tables. For a given seating arrangement, an…

Computer Science and Game Theory · Computer Science 2023-10-10 Damien Berriaud , Andrei Constantinescu , Roger Wattenhofer

We study a generic family of two-player continuous-time nonzero-sum stopping games modeling a war of attrition with symmetric information and stochastic payoffs that depend on an homogeneous linear diffusion. We first show that any…

Optimization and Control · Mathematics 2022-10-18 Jean-Paul Décamps , Fabien Gensbittel , Thomas Mariotti

Burke's theorem can be seen as a fixed-point result for an exponential single-server queue; when the arrival process is Poisson, the departure process has the same distribution as the arrival process. We consider extensions of this result…

Probability · Mathematics 2010-03-17 James B. Martin , Balaji Prabhakar

We study the variant of the stable marriage problem in which the preferences of the agents are allowed to include indifferences. We present a mechanism for producing Pareto-stable matchings in stable marriage markets with indifferences that…

Computer Science and Game Theory · Computer Science 2017-10-13 Nevzat Onur Domaniç , Chi-Kit Lam , C. Gregory Plaxton

We continue the investigation of kinetic models of a system in contact via stochastic interactions with several spatially homogeneous thermal reservoirs at different temperatures. Considering models different from those investigated in…

Mathematical Physics · Physics 2017-04-18 Eric A. Carlen , Raffaelle Esposito , Joel L. Lebowitz , Rossana Marra , Clement Mouhot

Stable matching theory is the foundation of centralized clearinghouses worldwide, from school choice programs to medical residency allocations. However, incorporating complex distributional goals-such as multi-dimensional diversity quotas…

Computer Science and Game Theory · Computer Science 2026-05-01 Gergely Csáji , Zhaohong Sun

We consider two sided matching markets consisting of agents with non-transferable utilities; agents from the opposite sides form matching pairs (e.g., buyers-sellers) and negotiate the terms of their math which may include a monetary…

Computer Science and Game Theory · Computer Science 2012-12-05 Saeed Alaei , Kamal Jain , Azarakhsh Malekian

We propose a novel neural network architecture, called Non-Trainable Modification (NTM), for computing Nash equilibria in stochastic differential games (SDGs) on graphs. These games model a broad class of graph-structured multi-agent…

Machine Learning · Computer Science 2025-09-17 Ruimeng Hu , Jihao Long , Haosheng Zhou

We introduce and study a class of over-the-counter market models specified by systems of Ordinary Differential Equations (ODE's), in the spirit of Duffie- G^arleanu-Pedersen [6]. The key innovation is allowing for multiple assets. We show…

Mathematical Finance · Quantitative Finance 2016-03-04 Alain Belanger , Ndoune Ndoune

Consider a setting where selfish agents are to be assigned to coalitions or projects from a fixed set P. Each project k is characterized by a valuation function; v_k(S) is the value generated by a set S of agents working on project k. We…

Computer Science and Game Theory · Computer Science 2015-08-28 Elliot Anshelevich , Shreyas Sekar

We study two-sided many-to-one matching markets with transferable utilities, e.g., labor and rental housing markets, in which money can exchange hands between agents, subject to distributional constraints on the set of feasible allocations.…

Theoretical Economics · Economics 2022-04-26 Devansh Jalota , Michael Ostrovsky , Marco Pavone

We consider transferable-utility profit-sharing games that arise from settings in which agents need to jointly choose one of several alternatives, and may use transfers to redistribute the welfare generated by the chosen alternative. One…

Theoretical Economics · Economics 2019-09-26 Moshe Babaioff , Uriel Feige