相关论文: One-Sided Matching Markets with Endowments: Equili…

We prove existence and uniqueness of stochastic equilibria in a class of incomplete continuous-time financial environments where the market participants are exponential utility maximizers with heterogeneous risk-aversion coefficients and…

In this paper we introduce a capacity allocation game which models the problem of maximizing network utility from the perspective of distributed noncooperative agents. Motivated by the idea of self-managed networks, in the developed…

The Fisher market is one of the most fundamental models for resource allocation problems in economic theory, wherein agents spend a budget of currency to buy goods that maximize their utilities, while producers sell capacity constrained…

We consider design of monetary mechanisms for two-sided matching. Mechanisms in the tradition of the deferred acceptance algorithm, even in variants incorporating money, tend to focus on the criterion of stability. Instead, in this work we…

In Feinstein and Rudloff (2023), it was shown that the set of Nash equilibria for any non-cooperative $N$ player game coincides with the set of Pareto optimal points of a certain vector optimization problem with non-convex ordering cone. To…

While the stable marriage problem and its variants model a vast range of matching markets, they fail to capture complex agent relationships, such as the affiliation of applicants and employers in an interview marketplace. To model this…

We study the inefficiency of mixed equilibria, expressed as the price of anarchy, of all-pay auctions in three different environments: combinatorial, multi-unit and single-item auctions. First, we consider item-bidding combinatorial…

AI in Math deals with mathematics in a constructive manner so that reasoning becomes automated, less laborious, and less error-prone. For algorithms, the question becomes how to automate analyses for specific problems. For the first time,…

We address the Nash equilibrium problem in a partial-decision information scenario, where each agent can only observe the actions of some neighbors, while its cost possibly depends on the strategies of other agents. Our main contribution is…

We study the design of a decentralized two-sided matching market in which agents' search is guided by the platform. There are finitely many agent types, each with (potentially random) preferences drawn from known type-specific…

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…

Matching and pricing are two critical levers in two-sided marketplaces to connect demand and supply. The platform can produce more efficient matching and pricing decisions by batching the demand requests. We initiate the study of the…

This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner…

We consider auctions in which greedy algorithms, paired with first-price or critical-price payment rules, are used to resolve multi-parameter combinatorial allocation problems. We study the price of anarchy for social welfare in such…

The supply function equilibrium (SFE) is a model for competition in markets where each firm offers a schedule of prices and quantities to face demand uncertainty, and has been successfully applied to wholesale electricity markets. However,…

Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…

Ridesharing platforms are a type of two-sided marketplace where ``supply-demand balance'' is critical for market efficiency and yet is complex to define and analyze. We present a unified analytical framework based on the graph-based…

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

Edge computing has been recently introduced as a way to bring computational capabilities closer to end users of modern network-based services, in order to support existent and future delay-sensitive applications by effectively addressing…

Ad auctions in sponsored search support ``broad match'' that allows an advertiser to target a large number of queries while bidding only on a limited number. While giving more expressiveness to advertisers, this feature makes it challenging…