English
Related papers

Related papers: Optimal Dynamic Information Provision

200 papers

Opacity, or non-interference, is a property ensuring that an external observer cannot infer confidential information (the "secret") from system observations. We introduce an information-theoretic measure of opacity, which quantifies…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Chongyang Shi , Sumukha Udupa , Michael R. Dorothy , Shuo Han , Jie Fu

Consider a multi-agent system in a dynamic and uncertain environment. Each agent's local decision problem is modeled as a Markov decision process (MDP) and agents must coordinate on a joint action in each period, which provides a reward to…

Computer Science and Game Theory · Computer Science 2012-07-02 Ruggiero Cavallo , David C. Parkes , Satinder Singh

What are the value and form of optimal persuasion when information can be generated only slowly? We study this question in a dynamic model in which a 'sender' provides public information over time subject to a graduality constraint, and a…

Theoretical Economics · Economics 2023-04-19 Matteo Escudé , Ludvig Sinander

Information theory has explained the organization of many biological phenomena, from the physiology of sensory receptive fields to the variability of certain DNA sequence ensembles. Some scholars have proposed that information should…

Other Quantitative Biology · Quantitative Biology 2010-10-25 Edward K. Agarwala , Hillel J. Chiel , Peter J. Thomas

We study optimal information provision in transportation networks when users are strategic and the network state is uncertain. An omniscient planner observes the network state and discloses information to the users with the goal of…

Computer Science and Game Theory · Computer Science 2023-12-01 Leonardo Cianfanelli , Alexia Ambrogio , Giacomo Como

We study information design settings where the designer controls information about a state, and there are multiple agents interacting in a game who are privately informed about their types. Each agent's utility depends on all agents' types…

Theoretical Economics · Economics 2022-01-31 Ozan Candogan , Philipp Strack

We design efficient online scheduling policies to maximize the freshness of information delivered to the users in a cellular network under both adversarial and stochastic channel and mobility assumptions. The information freshness achieved…

Information Theory · Computer Science 2022-06-14 Abhishek Sinha , Rajarshi Bhattacharjee

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…

Optimization and Control · Mathematics 2026-01-07 Renyuan Xu , Thaleia Zariphopoulou , Luhao Zhang

Reinforcement learning in environments with many action-state pairs is challenging. At issue is the number of episodes needed to thoroughly search the policy space. Most conventional heuristics address this search problem in a stochastic…

Artificial Intelligence · Computer Science 2018-03-06 Isaac J. Sledge , Matthew S. Emigh , Jose C. Principe

Suppose there are $n$ Markov chains and we need to pay a per-step \emph{price} to advance them. The "destination" states of the Markov chains contain rewards; however, we can only get rewards for a subset of them that satisfy a…

Data Structures and Algorithms · Computer Science 2019-02-22 Anupam Gupta , Haotian Jiang , Ziv Scully , Sahil Singla

An analyst observes the frequency with which a decision maker (DM) takes actions, but not the frequency conditional on payoff-relevant states. We ask when the analyst can rationalize the DM's choices as if the DM first learns something…

Theoretical Economics · Economics 2025-06-18 Laura Doval , Ran Eilat , Tianhao Liu , Yangfan Zhou

We study the problem of optimally projecting the transition matrix of a finite ergodic multivariate Markov chain onto a lower-dimensional state space, as well as the problem of finding an optimal partition of coordinates such that the…

Probability · Mathematics 2026-04-21 Zheyuan Lai , Michael C. H. Choi

We consider a decision maker (DM) who, before taking an action, seeks information by allocating her limited attention dynamically over different news sources that are biased toward alternative actions. Endogenous choice of information…

Optimization and Control · Mathematics 2019-01-07 Yeon-Koo Che , Konrad Mierendorff

We study optimal dynamic persuasion in a bandit experimentation model where a principal, unlike in standard settings, has a single-peaked preference over the agent's stopping time. This non-monotonic preference arises because maximizing the…

Theoretical Economics · Economics 2026-03-24 Zhuo Chen , Yun Liu

We consider a dynamic Bayesian persuasion setting where a single long-lived sender persuades a stream of ``short-lived'' agents (receivers) by sharing information about a payoff-relevant state. The state transitions are Markovian and the…

Computer Science and Game Theory · Computer Science 2023-07-17 Krishnamurthy Iyer , Haifeng Xu , You Zu

In the classical Bayesian persuasion model an informed player and an uninformed one engage in a static interaction. The informed player, the sender, knows the state of nature, while the uninformed one, the receiver, does not. The informed…

Theoretical Economics · Economics 2025-12-16 Ehud Lehrer , Dimitry Shaiderman

This work investigates a dynamic variant of Bayesian persuasion, in which a strategic sender seeks to influence a receiver's belief over time through controlling the timing of the information disclosure, under resource constraints. We…

Information Theory · Computer Science 2025-12-05 Ahmet Bugra Gundogan , Melih Bastopcu

A monopoly platform sells either a risky product (with unknown utility) or a safe product (with known utility) to agents who sequentially arrive and learn the utility of the risky product by the reporting of previous agents. It is costly…

Theoretical Economics · Economics 2023-12-12 Kaiwei Zhang , Xi Weng , Xienan Cheng

We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision…

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Optimization and Control · Mathematics 2022-08-24 Phebe Vayanos , Angelos Georghiou , Han Yu