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I study a principal-agent model in which a principal hires an agent to collect information about an unknown continuous state. The agent acquires a signal whose distribution is centered around the state, controlling the signal's precision at…

Theoretical Economics · Economics 2026-05-05 Fan Wu

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

The age of information minimization problems has been extensively studied in Real-time monitoring applications frameworks. In this paper, we consider the problem of monitoring the states of unknown remote source that evolves according to a…

Information Theory · Computer Science 2022-10-19 Saad Kriouile , Mohamad Assaad

This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…

Systems and Control · Computer Science 2015-05-14 Pengqian Yu , Huan Xu

We analyze strategic communication when advice is generated by a reinforcement-learning algorithm rather than by a fully rational sender. Building on the cheap-talk framework of Crawford and Sobel (1982), an advisor adapts its messages…

Theoretical Economics · Economics 2026-02-13 Emilio Calvano , Clemens Possnig , Juha Tolvanen

This paper addresses the question of how to best communicate information over time in order to influence an agent's belief and induced actions in a model with a binary state of the world that evolves according to a Markov process, and with…

Theoretical Economics · Economics 2022-09-15 Galit Ashkenazi-Golan , Penélope Hernández , Zvika Neeman , Eilon Solan

When multiple informative equilibria are possible in a general cheap talk game, how much information can a principal guarantee herself? To answer this question, I define the notion of worst-case implementation-implementation via the worst…

Theoretical Economics · Economics 2026-02-17 Andrei Iakovlev

Every time the customer (individual or company) has to release personal information to its service provider (e.g., an online store or a cloud computing provider), it faces a trade-off between the benefits gained (enhanced or cheaper…

Cryptography and Security · Computer Science 2012-03-20 Giuseppe D'Acquisto , Maurizio Naldi , Giuseppe F. Italiano

A diagnostic policy specifies what test to perform next, based on the results of previous tests, and when to stop and make a diagnosis. Cost-sensitive diagnostic policies perform tradeoffs between (a) the cost of tests and (b) the cost of…

Artificial Intelligence · Computer Science 2012-07-19 Valentina Bayer-Zubek

An algorithmic decision-maker incentivizes people to act in certain ways to receive better decisions. These incentives can dramatically influence subjects' behaviors and lives, and it is important that both decision-makers and…

Machine Learning · Computer Science 2019-10-15 Yonadav Shavit , William S. Moses

This paper examines the problem of adaptive influence maximization in social networks. As adaptive decision making is a time-critical task, a realistic feedback model has been considered, called myopic. In this direction, we propose the…

Social and Information Networks · Computer Science 2018-07-09 Guillaume Salha , Nikolaos Tziortziotis , Michalis Vazirgiannis

A decision-maker faces uncertainty governed by a data-generating process (DGP), which is only known to belong to a set of sequences of independent but possibly non-identical distributions. A robust decision maximizes the expected payoff…

Theoretical Economics · Economics 2026-02-12 Xiaoyu Cheng

The paper studies information-theoretic opacity, an information-flow privacy property, in a setting involving two agents: A planning agent who controls a stochastic system and an observer who partially observes the system states. The goal…

Systems and Control · Electrical Eng. & Systems 2024-11-20 Chongyang Shi , Yuheng Bu , Jie Fu

We consider the mechanism design problem of a principal allocating a single good to one of several agents without monetary transfers. Each agent desires the good and uses it to create value for the principal. We designate this value as the…

Theoretical Economics · Economics 2024-06-26 Halil İbrahim Bayrak , Çağıl Koçyiğit , Daniel Kuhn , Mustafa Çelebi Pınar

An agent makes decisions based on multiple sources of information. In isolation, each source is well understood, but their correlation is unknown. We study the agent's robustly optimal strategies -- those that give the best possible…

Theoretical Economics · Economics 2024-09-11 Henrique de Oliveira , Yuhta Ishii , Xiao Lin

The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…

Optimization and Control · Mathematics 2026-02-09 Nicole Bäuerle , Athanasios Vasileiadis

An informative measurement is the most efficient way to gain information about an unknown state. We present a first-principles derivation of a general-purpose dynamic programming algorithm that returns an optimal sequence of informative…

Machine Learning · Computer Science 2023-02-01 Peter N. Loxley , Ka-Wai Cheung

I consider an environment in which a decision maker faces uncertainty and privately holds information in the form of a signal about the true state of the world. The decision maker purchases additional information from a data broker before…

Theoretical Economics · Economics 2026-03-02 Arlindo Skënderaj

Consider a communication network with a source, a relay and a destination. Each time interval, the source may dynamically choose between a few possible coding schemes, based on the channel state, traffic pattern and its own queue status.…

Information Theory · Computer Science 2017-02-09 Asaf Cohen , Dennis Goeckel , Omer Gurewitz , Daniel S. Menasche , Mark Shifrin

For the purpose of propagating information and ideas through a social network, a seeding strategy aims to find a small set of seed users that are able to maximize the spread of the influence, which is termed as influence maximization…

Social and Information Networks · Computer Science 2016-07-05 Guangmo Tong , Weili Wu , Shaojie Tang , Ding-Zhu Du
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