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A device has two arms with unknown deterministic payoffs and the aim is to asymptotically identify the best one without spending too much time on the other. The Narendra algorithm offers a stochastic procedure to this end. We show under…

Probability · Mathematics 2012-04-27 Pierre Tarrès , Pierre Vandekerkhove

We add the assumption that players know their opponents' payoff functions and rationality to a model of non-equilibrium learning in signaling games. Agents are born into player roles and play against random opponents every period.…

Theoretical Economics · Economics 2020-01-16 Drew Fudenberg , Kevin He

I study endogenous learning dynamics for people who misperceive intertemporal correlations in random sequences. Biased agents face an optimal-stopping problem. They are uncertain about the underlying distribution and learn its parameters…

Economics · Quantitative Finance 2022-11-15 Kevin He

We study two-player general sum repeated finite games where the rewards of each player are generated from an unknown distribution. Our aim is to find the egalitarian bargaining solution (EBS) for the repeated game, which can lead to much…

Machine Learning · Computer Science 2019-06-05 Aristide Tossou , Christos Dimitrakakis , Jaroslaw Rzepecki , Katja Hofmann

In Bayesian persuasion, an informed sender, who observes a state, commits to a randomized signaling scheme that guides a self-interested receiver's actions. Classical models assume the receiver knows the commitment. We, instead, study the…

Computer Science and Game Theory · Computer Science 2025-10-03 Caleb Probine , Mustafa O. Karabag , Ufuk Topcu

We provide a characterization of revenue-optimal dynamic mechanisms in settings where a monopolist sells k items over k periods to a buyer who realizes his value for item i in the beginning of period i. We require that the mechanism…

Computer Science and Game Theory · Computer Science 2016-07-06 Itai Ashlagi , Constantinos Daskalakis , Nima Haghpanah

Can a probabilistic gambler get arbitrarily rich when all deterministic gamblers fail? We study this problem in the context of algorithmic randomness, introducing a new notion -- almost everywhere computable randomness. A binary sequence…

Logic · Mathematics 2021-12-09 Laurent Bienvenu , Valentino Delle Rose , Tomasz Steifer

We study the online submodular maximization problem with free disposal under a matroid constraint. Elements from some ground set arrive one by one in rounds, and the algorithm maintains a feasible set that is independent in the underlying…

Discrete Mathematics · Computer Science 2016-10-26 T-H. Hubert Chan , Zhiyi Huang , Shaofeng H. -C. Jiang , Ning Kang , Zhihao Gavin Tang

Mafia can be described as an experiment in human psychology and mass hysteria, or as a game between informed minority and uninformed majority. Focus on a very restricted setting, Mossel et al. [to appear in Ann. Appl. Probab. Volume 18,…

Probability · Mathematics 2008-04-02 Erlin Yao

Across science and policy, decision-makers often need to draw conclusions about the best candidate among competing alternatives. For instance, researchers may seek to infer the effectiveness of the most successful treatment or determine…

Machine Learning · Statistics 2024-11-28 Tijana Zrnic , William Fithian

When users lack specific knowledge of various system parameters, their uncertainty may lead them to make undesirable deviations in their decision making. To alleviate this, an informed system operator may elect to signal information to…

Computer Science and Game Theory · Computer Science 2023-03-31 Bryce L. Ferguson , Philip N. Brown , Jason R. Marden

We study the measure of order-competitive ratio introduced by Ezra et al. [2023] for online algorithms in Bayesian combinatorial settings. In our setting, a decision-maker observes a sequence of elements that are associated with stochastic…

Computer Science and Game Theory · Computer Science 2023-07-07 Tomer Ezra , Tamar Garbuz

We consider n agents located on the vertices of a connected graph. Each agent v receives a signal X_v(0)~N(s, 1) where s is an unknown quantity. A natural iterative way of estimating s is to perform the following procedure. At iteration t +…

Statistics Theory · Mathematics 2010-07-13 Elchanan Mossel , Omer Tamuz

We consider a Bradley-Terry model in random environment where each player faces each other once. More precisely the strengths of the players are assumed to be random and we study the influence of their distributions on the asymptotic number…

Probability · Mathematics 2015-10-09 Raphael Chetrite , Roland Diel , Matthieu Lerasle

In various situations, decision makers face experts that may provide conflicting advice. This advice may be in the form of probabilistic forecasts over critical future events. We consider a setting where the two forecasters provide their…

Theoretical Economics · Economics 2020-02-14 Itay Kavaler , Rann Smorodinsky

The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of $K$ arms of a slot machine, without any foreknowledge of their payouts, except that they are…

Data Structures and Algorithms · Computer Science 2007-05-23 Varsha Dani , Thomas P. Hayes

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

Computer Science and Game Theory · Computer Science 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

For constrained, not necessarily monotone submodular maximization, all known approximation algorithms with ratio greater than $1/e$ require continuous ideas, such as queries to the multilinear extension of a submodular function and its…

Data Structures and Algorithms · Computer Science 2025-02-06 Yixin Chen , Ankur Nath , Chunli Peng , Alan Kuhnle

When allocating indivisible items to agents, it is known that the only strategyproof mechanisms that satisfy a set of rather mild conditions are constrained serial dictatorships: given a fixed order over agents, at each step the designated…

Computer Science and Game Theory · Computer Science 2025-02-28 Sylvain Bouveret , Hugo Gilbert , Jérôme Lang , Guillaume Méroué

We study online Bayesian persuasion problems in which an informed sender repeatedly faces a receiver with the goal of influencing their behavior through the provision of payoff-relevant information. Previous works assume that the sender has…

Computer Science and Game Theory · Computer Science 2024-11-12 Francesco Bacchiocchi , Matteo Bollini , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti