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Related papers: Comparing Different Information Levels

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We solve for the equilibrium dynamics of information sharing in a large population. Each agent is endowed with signals regarding the likely outcome of a random variable of common concern. Individuals choose the effort with which they search…

Probability · Mathematics 2008-11-20 Darrell Duffie , Semyon Malamud , Gustavo Manso

An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies…

Trading and Market Microstructure · Quantitative Finance 2013-01-31 Dorje C. Brody , Mark H. A. Davis , Robyn L. Friedman , Lane P. Hughston

In this paper we formulate and study an optimal switching problem under partial information. In our model the agent/manager/investor attempts to maximize the expected reward by switching between different states/investments. However, he is…

Optimization and Control · Mathematics 2014-03-10 Kai Li , Kaj Nyström , Marcus Olofsson

We consider the disclosure problem of a sender with a large data set of hard evidence who wants to persuade a receiver to take higher actions. Because the receiver will make inferences based on the distribution of the data they see, the…

Theoretical Economics · Economics 2023-11-03 Ying Gao

All sequential decision-making agents explore so as to acquire knowledge about a particular target. It is often the responsibility of the agent designer to construct this target which, in rich and complex environments, constitutes a onerous…

Machine Learning · Computer Science 2021-10-28 Dilip Arumugam , Benjamin Van Roy

Multi-objective preference alignment in language models often encounters a challenging trade-off: optimizing for one human preference (e.g., helpfulness) frequently compromises others (e.g., harmlessness) due to the inherent conflicts…

Computation and Language · Computer Science 2025-04-16 Zhihao Xu , Yongqi Tong , Xin Zhang , Jun Zhou , Xiting Wang

We study a setting where Bayesian agents with a common prior have private information related to an event's outcome and sequentially make public announcements relating to their information. Our main result shows that when agents' private…

Computer Science and Game Theory · Computer Science 2022-11-28 Yuqing Kong , Grant Schoenebeck

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 a dynamic model of information provision. A state of nature evolves according to a Markov chain. An informed advisor decides how much information to provide to an uninformed decision maker, so as to influence his short-term…

Probability · Mathematics 2014-07-23 Jerome Renault , Eilon Solan , Nicolas Vieille

One of the most fundamental questions one can ask about a pair of random variables X and Y is the value of their mutual information. Unfortunately, this task is often stymied by the extremely large dimension of the variables. We might hope…

Statistical Mechanics · Physics 2017-06-21 Ryan G. James , John R. Mahoney , James P. Crutchfield

Model-based reinforcement learning (RL) algorithms designed for handling complex visual observations typically learn some sort of latent state representation, either explicitly or implicitly. Standard methods of this sort do not distinguish…

Robotics · Computer Science 2022-04-20 Homanga Bharadhwaj , Mohammad Babaeizadeh , Dumitru Erhan , Sergey Levine

We consider the problem of a decision-maker searching for information on multiple alternatives when information is learned on all alternatives simultaneously. The decision-maker has a running cost of searching for information, and has to…

Theoretical Economics · Economics 2020-04-13 T. Tony Ke , Wenpin Tang , J. Miguel Villas-Boas , Yuming Zhang

Preference-based reward learning is a popular technique for teaching robots and autonomous systems how a human user wants them to perform a task. Previous works have shown that actively synthesizing preference queries to maximize…

Robotics · Computer Science 2024-03-12 Evan Ellis , Gaurav R. Ghosal , Stuart J. Russell , Anca Dragan , Erdem Bıyık

We consider decision-making under incomplete information about an unknown state of nature. We show that a decision problem yields a higher value of information than another, uniformly across information structures, if and only if it is…

Optimization and Control · Mathematics 2026-03-16 Michel de Lara

We consider an approximation scheme for multivariate information assuming that synergistic information only appearing in higher order joint distributions is suppressed, which may hold in large classes of systems. Our approximation scheme…

Methodology · Statistics 2020-09-03 Masahiro Takimoto

We consider a pair of traders in a market where the information available to the second trader is a strict subset of the information available to the first trader. The traders make prices based on the information available concerning a…

Mathematical Finance · Quantitative Finance 2024-01-24 George Bouzianis , Lane P. Hughston , Leandro Sánchez-Betancourt

The goal of this article is to investigate how human participants allocate their limited time to decisions with different properties. We report the results of two behavioral experiments. In each trial of the experiments, the participant…

Neurons and Cognition · Quantitative Biology 2016-07-20 Arash Khodadadi , Pegah Fakhari , Jerome R. Busemeyer

Given a pair of predictor variables and a response variable, how much information do the predictors have about the response, and how is this information distributed between unique, redundant, and synergistic components? Recent work has…

Information Theory · Computer Science 2018-10-29 Pradeep Kr. Banerjee , Johannes Rauh , Guido Montúfar

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

When information acquisition is costly but flexible, a principal may rationally acquire information that favors one group over another. The former group faces incentives to invest in becoming productive, while the latter is discouraged from…

Theoretical Economics · Economics 2024-09-10 Federico Echenique , Anqi Li
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