相关论文: Computing Supply Function Equilibria via Spline Ap…

In this paper, we investigate the computation of second-price pacing equilibria (SPPEs), a foundational model in online advertising auctions. We present a polynomial-time algorithm for computing exact SPPEs in instances with a constant…

We study the equilibrium computation problem in the Fisher market model with constrained piecewise linear concave (PLC) utilities. This general class captures many well-studied special cases, including markets with PLC utilities, markets…

Market equilibrium is a solution concept with many applications such as digital ad markets, fair division, and resource sharing. For many classes of utility functions, equilibria can be captured by convex programs. We develop simple…

We present the first analysis of Fisher markets with buyers that have budget-additive utility functions. Budget-additive utilities are elementary concave functions with numerous applications in online adword markets and revenue optimization…

We study a decentralized matching market in which firms sequentially make offers to potential workers. For each offer, the worker can choose "accept" or "reject," but the decision is irrevocable. The acceptance of an offer guarantees her…

Computing market equilibria is a problem of both theoretical and applied interest. Much research to date focuses on the case of static Fisher markets with full information on buyers' utility functions and item supplies. Motivated by…

In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

This paper studies Markov perfect equilibria in a repeated duopoly model where sellers choose algorithms. An algorithm is a mapping from the competitor's price to own price. Once set, algorithms respond quickly. Customers arrive randomly…

We propose a new methodology to compute equilibria for general equilibrium problems on exchange economies with real financial markets, home-production, and retention. We demonstrate that equilibrium prices can be determined by solving a…

We present a methodology to robustly estimate the competitive equilibria (CE) of combinatorial markets under the assumption that buyers do not know their precise valuations for bundles of goods, but instead can only provide noisy estimates.…

We consider the problem of allocating indivisible goods in a way that is fair, using one of the leading market mechanisms in economics: the competitive equilibrium from equal incomes. Focusing on two major classes of valuations, namely…

We study deregulated power markets with strategic power suppliers. In deregulated markets, each supplier submits its supply function (i.e., the amount of electricity it is willing to produce at various prices) to the independent system…

We consider the scenario where $N$ utilities strategically bid for electricity in the day-ahead market and balance the mismatch between the committed supply and actual demand in the real-time market, with uncertainty in demand and local…

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…

Classical algorithms for market equilibrium computation such as proportional response dynamics face scalability issues with Internet-based applications such as auctions, recommender systems, and fair division, despite having an almost…

Market equilibria of matching markets offer an intuitive and fair solution for matching problems without money with agents who have preferences over the items. Such a matching market can be viewed as a variation of Fisher market, albeit…

In computational engineering, ensuring the integrity and safety of structures in fields such as aerospace and civil engineering relies on accurate stress prediction. However, analytical methods are limited to simple test cases, and…

Mean field equilibrium (MFE) has emerged as a computationally tractable solution concept for large dynamic games. However, computing MFE remains challenging due to nonlinearities and the absence of contraction properties, limiting its…

We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…