Stochastic Online Fisher Markets: Static Pricing Limits and Adaptive Enhancements

Devansh Jalota
Corresponding Author
Devansh Jalota
[email protected]
https://orcid.org/0000-0002-7956-8525
Institute for Computational and Mathematical Engineering, Stanford University, Stanford, California 94305
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,
Yinyu Ye
Yinyu Ye
[email protected]
https://orcid.org/0009-0001-3239-2622
Department of Management Science and Engineering, Stanford University, Stanford, California 94305
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Corresponding Author

Devansh Jalota

[email protected]

https://orcid.org/0000-0002-7956-8525

Institute for Computational and Mathematical Engineering, Stanford University, Stanford, California 94305

Search for more papers by this author

,

Yinyu Ye

[email protected]

https://orcid.org/0009-0001-3239-2622

Department of Management Science and Engineering, Stanford University, Stanford, California 94305

Search for more papers by this author

Published Online:7 Nov 2024https://doi.org/10.1287/opre.2023.0636

Supplemental Material

opre.2023.0636.sm1.pdf

opre.2023.0636.sm2.zip

cover image Operations Research

Volume 73, Issue 2

March-April 2025

Pages iii-viii, 583-1150, C2-C3

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Received:November 21, 2023
Accepted:September 10, 2024
Published Online:November 07, 2024

Copyright © 2024, INFORMS

Cite as

Devansh Jalota; , Yinyu Ye (2024) Stochastic Online Fisher Markets: Static Pricing Limits and Adaptive Enhancements. Operations Research 73(2):798-818.

https://doi.org/10.1287/opre.2023.0636

Keywords

Acknowledgments

The authors thank Yale Wang and Vladimir Gonzalez Migal for their assistance with the simulation experiments, Chunlin Sun and Xiaocheng Li for proofreading the paper, and anonymous reviewers for their valuable comments.