English
Related papers

Related papers: Optimal Dynamic Information Provision

200 papers

A principal who values an object allocates it to one or more agents. Agents learn private information (signals) from an information designer about the allocation payoff to the principal. Monetary transfer is not available but the principal…

Theoretical Economics · Economics 2022-10-31 Yi-Chun Chen , Gaoji Hu , Xiangqian Yang

This paper studies the equilibrium pricing of asset shares in the presence of dynamic private information. The market consists of a risk-neutral informed agent who observes the firm value, noise traders, and competitive market makers who…

Mathematical Finance · Quantitative Finance 2016-07-04 Albina Danilova

We study the problem of selling information to a data-buyer who faces a decision problem under uncertainty. We consider the classic Bayesian decision-theoretic model pioneered by [Blackwell, 1951, 1953]. Initially, the data buyer has only…

Computer Science and Game Theory · Computer Science 2022-02-21 Dirk Bergemann , Yang Cai , Grigoris Velegkas , Mingfei Zhao

In a continuous-time setting we investigate how the management of a firm controls a dynamic choice between two generic voluntary disclosure decision rules: one with full and transparent disclosure termed $\it{candid}$, the other, termed…

Optimization and Control · Mathematics 2023-03-03 Miles B. Gietzmann , Adam J. Ostaszewski

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…

Statistical Mechanics · Physics 2009-11-07 Dirk Helbing , Martin Schoenhof , Daniel Kern

The buying and selling of information is taking place at a scale unprecedented in the history of commerce, thanks to the formation of online marketplaces for user data. Data providing agencies sell user information to advertisers to allow…

Computer Science and Game Theory · Computer Science 2012-04-26 Moshe Babaioff , Robert Kleinberg , Renato Paes Leme

We study the voting game where agents' preferences are endogenously decided by the information they receive, and they can collaborate in a group. We show that strategic voting behaviors have a positive impact on leading to the ``correct''…

Computer Science and Game Theory · Computer Science 2023-05-23 Qishen Han , Grant Schoenebeck , Biaoshuai Tao , Lirong Xia

We consider Incentive Decision Processes, where a principal seeks to reduce its costs due to another agent's behavior, by offering incentives to the agent for alternate behavior. We focus on the case where a principal interacts with a…

Computer Science and Game Theory · Computer Science 2012-10-19 Sashank J. Reddi , Emma Brunskill

Crowdfunding has emerged as a prominent way for entrepreneurs to secure funding without sophisticated intermediation. In crowdfunding, an entrepreneur often has to decide how to disclose the campaign status in order to collect as many…

Artificial Intelligence · Computer Science 2018-03-30 Wen Shen , Jacob W. Crandall , Ke Yan , Cristina V. Lopes

Covert planning refers to a class of constrained planning problems where an agent aims to accomplish a task with minimal information leaked to a passive observer to avoid detection. However, existing methods of covert planning often…

Multiagent Systems · Computer Science 2023-11-02 Haoxiang Ma , Chongyang Shi , Shuo Han , Michael R. Dorothy , Jie Fu

We introduce a dynamic optimization framework to analyze optimal portfolio allocations within an information driven contagious distress model. The investor allocates his wealth across several stocks whose growth rates and distress…

Portfolio Management · Quantitative Finance 2016-12-20 Lijun Bo , Agostino Capponi

We introduce models of gossip based communication networks in which each node is simultaneously a sensor, a relay and a user of information. We model the status of ages of information between nodes as a discrete time Markov chain. In this…

Probability · Mathematics 2013-10-30 Jori Selen , Yoni Nazarathy , Lachlan L. H. Andrew , Hai L. Vu

I study dynamic contracting where Sender privately observes a Markovian state and seeks to motivate Receiver, who acts. Sender provides incentives in two ways: payments, which alter payoffs ex-post, and (Bayesian) persuasion, which shapes…

Theoretical Economics · Economics 2026-05-22 Daniel Luo

In many decision-making scenarios, individuals strategically choose what information to disclose to optimize their own outcomes. It is unclear whether such strategic information disclosure can lead to good societal outcomes. To address this…

Computer Science and Game Theory · Computer Science 2026-04-07 Siddhartha Banerjee , Kamesh Munagala , Yiheng Shen , Kangning Wang

How does the politician's reputation concern affect information provision when the information is endogenously provided by a biased lobbyist? I develop a model to study this problem and show that the answer depends on the transparency…

General Economics · Economics 2024-01-02 Hanzhe Li

An informed seller designs a dynamic mechanism to sell an experience good. The seller has partial information about the product match, which affects the buyer's private consumption experience. We characterize equilibrium mechanisms of this…

Theoretical Economics · Economics 2025-06-24 Tan Gan , Nicholas Wu

This work addresses the problem of exploration in an unknown environment. For linear dynamical systems, we use an experimental design framework and introduce an online greedy policy where the control maximizes the information of the next…

Machine Learning · Statistics 2023-04-27 Matthieu Blanke , Marc Lelarge

A seller sells an object over time but is uncertain how the buyer learns their willingness-to-pay. We consider informational robustness under \textit{limited commitment}, where the seller offers a price \textit{each period} to maximize…

Theoretical Economics · Economics 2025-09-10 Zihao Li , Jonathan Libgober , Xiaosheng Mu

We study the evolution of information in interactive decision making through the lens of a stochastic multi-armed bandit problem. Focusing on a fundamental example where a unique optimal arm outperforms the rest by a fixed margin, we…

Machine Learning · Statistics 2025-10-23 Yuzhou Gu , Yanjun Han , Jian Qian

In this paper, we study platforms where resources and jobs are spatially distributed, and resources have the flexibility to strategically move to different locations for better payoffs. The price of the service at each location depends on…

Computer Science and Game Theory · Computer Science 2023-07-18 Ozan Candogan , Manxi Wu