Related papers: Optimal Dynamic Information Provision
A monopoly seller is privately and imperfectly informed about the buyer's value of the product. The seller uses information to price discriminate the buyer. A designer offers a mechanism that provides the seller with additional information…
This work investigates the problem of analyzing privacy of abrupt changes for general Markov processes. These processes may be affected by changes, or exogenous signals, that need to remain private. Privacy refers to the disclosure of…
Proper balance between exploitation and exploration is what makes good decisions, which achieve high rewards like payoff or evolutionary fitness. The Infomax principle postulates that maximization of information directs the function of…
The purpose of this article is to examine the greedy adaptive measurement policy in the context of a linear Guassian measurement model with an optimization criterion based on information gain. In the special case of sequential scalar…
This paper looks at predictability problems, i.e., wherein an agent must choose its strategy in order to optimize the predictions that an external observer could make. We address these problems while taking into account uncertainties on the…
Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based on observations up to that point. Within each…
Environments with controllable dynamics are usually understood in terms of explicit models. However, such models are not always available, but may sometimes be learned by exploring an environment. In this work, we investigate using an…
We study a crowdsourcing problem where the platform aims to incentivize distributed workers to provide high quality and truthful solutions without the ability to verify the solutions. While most prior work assumes that the platform and…
We consider a two-player dynamic information design problem between a principal and a receiver -- a game is played between the two agents on top of a Markovian system controlled by the receiver's actions, where the principal obtains and…
We study the problem of determining what data is required to solve a decision-making task when only partial information about the state of the world is available. Focusing on linear programs, we introduce a decision-focused notion of data…
We study an optimal investment problem under default risk where related information such as loss or recovery at default is considered as an exogenous random mark added at default time. Two types of agents who have different levels of…
Modern supply networks are complex interconnected systems. Multi-agent models are increasingly explored to optimise their performance. Most research assumes agents will have full observability of the system by having a single policy…
We develop an overlapping generations model where each agent observes a verifiable private signal about the state and, with positive probability, also receives signals disclosed by his predecessor. The agent then takes an action and decides…
Bayesian persuasion studies the problem faced by an informed sender who strategically discloses information to influence the behavior of an uninformed receiver. Recently, a growing attention has been devoted to settings where the sender and…
How does one test empirically the hypothesis that a decision maker (DM) is being influenced by information via Bayesian persuasion? In this paper, I consider a DM whose state-dependent preferences are known to an analyst, who sees the…
We consider a platform facilitating trade between sellers and buyers with the objective of maximizing consumer surplus. Even though in many such marketplaces prices are set by revenue-maximizing sellers, platforms can influence prices…
This paper studies optimal consumption and saving decisions under uncertainty about the transition dynamics of the economic environment. We consider a general optimal savings problem in which the exogenous state governing discounting,…
The increasing number of wireless devices operating in unlicensed spectrum motivates the development of intelligent adaptive approaches to spectrum access that go beyond traditional carrier sensing. We develop a novel distributed…
Many information systems use tags and keywords to describe and annotate content. These allow for efficient organization and categorization of items, as well as facilitate relevant search queries. As such, the selected set of tags for an…
Autonomous systems are increasingly expected to operate in the presence of adversaries, though adversaries may infer sensitive information simply by observing a system. Therefore, present a deceptive sequential decision-making framework…