Statistical decisions are often given meaning in the context of other decisions, particularly when there are scarce resources to be shared. Managing such sharing is one of the classical goals of microeconomics, and it is given new relevance in the modern setting of large, human-focused datasets, and in data-analytic contexts such as classifiers and recommendation systems. I'll discuss several recent projects that aim to explore the interface between machine learning and microeconomics, including the study of exploration-exploitation tradeoffs for bandit learning algorithms that compete over a scarce resource, leader/follower dynamics in strategic classification, and the robust learning of optimal auctions.