Related papers: Dynamic Mechanism Design with Interdependent Valua…
There are situations in which an agent should receive rewards only after having accomplished a series of previous tasks. In other words, the reward that the agent receives is non-Markovian. One natural and quite general way to represent…
How to optimally persuade an agent who has a private type? When elicitation is feasible, this amounts to a fairly standard principal-agent-style mechanism design problem, where the persuader employs a mechanism to first elicit the agent's…
Many decision problems in economics, information technology, and industry can be transformed to an optimal stopping of adapted random vectors with some utility function over the set of Markov times with respect to filtration build by the…
We consider the provision of an abstract service to single-dimensional agents. Our model includes position auctions, single-minded combinatorial auctions, and constrained matching markets. When the agents' values are drawn from a…
This paper studies the optimal mechanism to motivate effort in a dynamic principal-agent model without transfers. An agent is engaged in a task with uncertain future rewards and can quit at any time. The principal knows the reward and…
We present a method for active inference with partial observations in stochastic systems through incentive design, also known as the leader-follower game. Consider a leader agent who aims to infer a follower agent's type given a finite set…
We study the problem of fairly allocating a set of $m$ goods among $n$ agents in the asymptotic setting, where each item's value for each agent is drawn from an underlying joint distribution. Prior works have shown that if this distribution…
Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…
Enhancing resilience in multi-agent systems in the face of selfish agents is an important problem that requires further characterisation. This work develops a truthful mechanism that avoids self-interested and strategic agents maliciously…
This work considers a novel information design problem and studies how the craft of payoff-relevant environmental signals solely can influence the behaviors of intelligent agents. The agents' strategic interactions are captured by an…
We study a sequential mechanism design problem in which a principal seeks to elicit truthful reports from multiple rational agents while starting with no prior knowledge of agents' beliefs. We introduce Distributionally Robust Adaptive…
We consider finite and infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. We introduce an approach, whereby at every stage, each…
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…
We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…
We consider a dynamic mechanism design problem where an auctioneer sells an indivisible good to groups of buyers in every round, for a total of $T$ rounds. The auctioneer aims to maximize their discounted overall revenue while adhering to a…
Recent works began to automate the design of agentic systems using meta-agents that propose and iteratively refine new agent architectures. In this paper, we examine three key challenges in a common class of meta-agents. First, we…
This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the inherent time inconsistency, we look for a randomized…
We consider the Maximum Vectors problem in a strategic setting. In the classical setting this problem consists, given a set of $k$-dimensional vectors, in computing the set of all nondominated vectors. Recall that a vector $v=(v^1, v^2,…
We study a dynamic matching problem on a two-sided platform with unbalanced patience, in which long-lived supply accumulates over time with a unit waiting cost per period, while short-lived demand departs if not matched promptly. High- or…
We revisit the problem of designing strategyproof mechanisms for allocating divisible items among two agents who have linear utilities, where payments are disallowed and there is no prior information on the agents' preferences. The…