We consider a liquidation problem in which a risk-averse trader tries to liquidate a fixed quantity of an asset in the presence of market impact and random price fluctuations. When deciding the liquidation strategy, the trader encounters a trade-off between the transaction costs incurred due to...

Consider a ride sharing platform, and a large population of strategic potential drivers, heterogeneous in terms of their reservation wages (i.e., income goals). Drivers choose whether or not to work for the platform. The platform is assumed knowledgeable of the different drivers' reservation...