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We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

What is the best macroprudential regulation when households differ in their exposure to profits from the financial sector? To answer the question, I study a real business cycle model with household heterogeneity and market incompleteness.…

General Economics · Economics 2025-09-16 Mikayel Sukiasyan

We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…

Computer Science and Game Theory · Computer Science 2013-07-09 Anshul Gupta , Sven Schewe

We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety…

Computer Science and Game Theory · Computer Science 2020-07-08 Shiva Navabi , Ashutosh Nayyar

This paper examines the optimal organizational rules that govern the process of dividing a fixed surplus. The process is modeled as a sequential multilateral bargaining game with costly recognition. The designer sets the voting rule --…

Theoretical Economics · Economics 2024-11-14 Qiang Fu , Zenan Wu , Yuxuan Zhu

We study allocation problems without monetary transfers where agents have correlated types, i.e., hold private information about one another. Such peer information is relevant in various settings, including science funding, allocation of…

Theoretical Economics · Economics 2025-03-21 Axel Niemeyer , Justus Preusser

The decision-maker (DM) sequentially evaluates up to N of different, rankable options. DM must select exactly the best one at the moment of its appearance. In the process of searching, DM finds out with each applicant whether she is the…

Optimization and Control · Mathematics 2022-05-23 Krzysztof J. Szajowski

Strategic learning studies how decision rules interact with agents who may strategically change their inputs/features to achieve better outcomes. In standard settings, models assume that the decision-maker's sole scope is to learn a…

Computer Science and Game Theory · Computer Science 2025-10-23 Valia Efthymiou , Ekaterina Fedorova , Chara Podimata

We study a fair division problem with indivisible items, namely the computation of maximin share allocations. Given a set of $n$ players, the maximin share of a single player is the best she can guarantee to herself, if she would partition…

Computer Science and Game Theory · Computer Science 2016-05-16 Georgios Amanatidis , Georgios Birmpas , Evangelos Markakis

I study the optimal design of ratings to motivate agent investment in quality when transfers are unavailable. The principal designs a rating scheme that maps the agent's quality to a (possibly stochastic) score. The agent has private…

Theoretical Economics · Economics 2025-08-11 Peiran Xiao

This paper considers an insurer with two collaborating business lines that faces three critical decisions: (1) dividend payout, (2) reinsurance coverage, and (3) capital injection between the lines, in the presence of model uncertainty. The…

Optimization and Control · Mathematics 2026-03-27 Tim J. Boonen , Engel John C. Dela Vega , Len Patrick Dominic M. Garces

In economic settings such as learning, social behavior, and financial contagion, agents interact through interdependent networks. This paper examines how a decision maker (DM) can design an optimal intervention strategy under network…

Theoretical Economics · Economics 2025-02-28 Daeyoung Jeong , Tongseok Lim , Euncheol Shin

Online platforms in the Internet Economy commonly incorporate recommender systems that recommend products (or "arms") to users (or "agents"). A key challenge in this domain arises from myopic agents who are naturally incentivized to exploit…

Information Retrieval · Computer Science 2024-06-19 Xiaowu Dai , Wenlu Xu , Yuan Qi , Michael I. Jordan

In continuous-choice settings, consumers decide not only on whether to purchase a product, but also on how much to purchase. Thus, firms optimize a full price schedule rather than a single price point. This paper provides a methodology to…

General Economics · Economics 2024-08-13 Soheil Ghili , Russ Yoon

We extend the optimin notion of Ismail (2025) from mixed strategy profiles to correlated distributions. A correlated distribution is evaluated by the worst expected payoff each player can receive when opponents may either obey their private…

Theoretical Economics · Economics 2026-05-20 Mehmet Mars Seven

This paper considers an insurer with two collaborating business lines that must make three critical decisions: (1) dividend payout, (2) a combination of proportional and excess-of-loss reinsurance coverage, and (3) capital injection between…

Optimization and Control · Mathematics 2025-11-17 Tim J. Boonen , Engel John C. Dela Vega

Multi-round competitions often double or triple the points awarded in the final round, calling it a bonus, to maximize spectators' excitement. In a two-player competition with $n$ rounds, we aim to derive the optimal bonus size to maximize…

Computer Science and Game Theory · Computer Science 2024-06-10 Zhihuan Huang , Yuqing Kong , Tracy Xiao Liu , Grant Schoenebeck , Shengwei Xu

In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…

Optimization and Control · Mathematics 2017-08-24 Li Xia

Autonomous software agents operating in dynamic environments need to constantly reason about actions in pursuit of their goals, while taking into consideration norms which might be imposed on those actions. Normative practical reasoning…

Artificial Intelligence · Computer Science 2017-01-31 Zohreh Shams , Marina De Vos , Julian Padget , Wamberto W. Vasconcelos

Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates how the strategy evaluation schemes…

Portfolio Management · Quantitative Finance 2010-08-24 Yongjoo Baek , Sang Hoon Lee , Hawoong Jeong