Zobrazeno 1 - 10
of 9 584
pro vyhledávání: '"random matching"'
Autor:
Potukuchi, Aditya, Singh, Shikha
Properties of stable matchings in the popular random-matching-market model have been studied for over 50 years. In a random matching market, each agent has complete preferences drawn uniformly and independently at random. Wilson (1972), Knuth (1976)
Externí odkaz:
http://arxiv.org/abs/2402.09667
Akademický článek
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For a finite graph $G=(V,E)$ let $G^*$ be obtained by considering a random perfect matching of $V$ and adding the corresponding edges to $G$ with weight $\varepsilon$, while assigning weight 1 to the original edges of $G$. We consider whether for a s
Externí odkaz:
http://arxiv.org/abs/2306.13077
Akademický článek
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Autor:
Clozeau, Nicolas, Mattesini, Francesco
We study a random matching problem on closed compact $2$-dimensional Riemannian manifolds (with respect to the squared Riemannian distance), with samples of random points whose common law is absolutely continuous with respect to the volume measure wi
Externí odkaz:
http://arxiv.org/abs/2303.00353
We study the welfare structure in two-sided large random matching markets. In the model, each agent has a latent personal score for every agent on the other side of the market and her preferences follow a logit model based on these scores. Under a co
Externí odkaz:
http://arxiv.org/abs/2302.08599
Autor:
Caglioti, Emanuele, Pieroni, Francesca
We solve the Random Euclidean Matching problem with exponent 2 for the Gaussian distribution defined on the plane. Previous works by Ledoux and Talagrand determined the leading behavior of the average cost up to a multiplicative constant. We explicit
Externí odkaz:
http://arxiv.org/abs/2302.02602
Autor:
Csató, László
The draw of some knockout tournaments requires finding a perfect matching in a balanced bipartite graph. The problem becomes challenging with draw constraints: the two field-proven procedures used in sports are known to be non-uniformly distributed (
Externí odkaz:
http://arxiv.org/abs/2303.09274
In this paper we study the evolution of asset price bubbles driven by contagion effects spreading among investors via a random matching mechanism in a discrete-time version of the liquidity based model of [25]. To this scope, we extend the Markov con
Externí odkaz:
http://arxiv.org/abs/2210.13804
