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This paper studies the design of optimal proper scoring rules when the principal has partial knowledge of an agent's signal distribution. Recent work characterizes the proper scoring rules that maximize the increase of an agent's payoff…

Computer Science and Game Theory · Computer Science 2024-10-15 Yiling Chen , Fang-Yi Yu

This paper studies a dynamic model of information acquisition, in which information might be secretly manipulated. A principal must choose between a safe action with known payoff and a risky action with uncertain payoff, favoring the safe…

Theoretical Economics · Economics 2023-04-14 Raphael Boleslavsky

This paper investigates sensor scheduling for state estimation of complex networks over shared transmission channels. For a complex network of dynamical systems, referred to as nodes, a sensor network is adopted to measure and estimate the…

Systems and Control · Electrical Eng. & Systems 2023-01-12 Peihu Duan , Lidong He , Lingying Huang , Guanrong Chen , Ling Shi

Suppose an online platform wants to compare a treatment and control policy, e.g., two different matching algorithms in a ridesharing system, or two different inventory management algorithms in an online retail site. Standard randomized…

Methodology · Statistics 2022-12-27 Peter Glynn , Ramesh Johari , Mohammad Rasouli

Models of economic decision makers often include idealized assumptions, such as rationality, perfect foresight, and access to all relevant pieces of information. These assumptions often assure the models' internal validity, but, at the same…

General Economics · Economics 2021-07-09 Patrick Reinwald , Stephan Leitner , Friederike Wall

We study a dynamic stopping game between a principal and an agent. The agent is privately informed about his type. The principal learns about the agent's type from a noisy performance measure, which can be manipulated by the agent via a…

Theoretical Economics · Economics 2021-08-03 Mehmet Ekmekci , Leandro Gorno , Lucas Maestri , Jian Sun , Dong Wei

Detection of malicious behavior is a fundamental problem in security. One of the major challenges in using detection systems in practice is in dealing with an overwhelming number of alerts that are triggered by normal behavior (the…

Cryptography and Security · Computer Science 2019-06-24 Liang Tong , Aron Laszka , Chao Yan , Ning Zhang , Yevgeniy Vorobeychik

Machine teaching addresses the problem of finding the best training data that can guide a learning algorithm to a target model with minimal effort. In conventional settings, a teacher provides data that are consistent with the true data…

Machine Learning · Computer Science 2019-11-04 Tomi Peltola , Mustafa Mert Çelikok , Pedram Daee , Samuel Kaski

Consider a decision maker who is responsible to dynamically collect observations so as to enhance his information about an underlying phenomena of interest in a speedy manner while accounting for the penalty of wrong declaration. Due to the…

Information Theory · Computer Science 2013-12-19 Mohammad Naghshvar , Tara Javidi

We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized tracking problem and…

Optimization and Control · Mathematics 2025-10-08 Ruimeng Hu , Daniel Ralston , Xu Yang , Haosheng Zhou

We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…

Optimization and Control · Mathematics 2008-05-22 Erhan Bayraktar , Mike Ludkovski

We consider a sequential problem in decentralized detection. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, any of the two observers can stop and send a final message…

Optimization and Control · Mathematics 2015-03-17 Ashutosh Nayyar , Demosthenis Teneketzis

We study the problem of designing an optimal sequence of incentives that a principal should offer to an agent so that the agent's optimal behavior under the incentives realizes the principal's objective expressed as a temporal logic…

Optimization and Control · Mathematics 2019-03-20 Yagiz Savas , Vijay Gupta , Melkior Ornik , Lillian J. Ratliff , Ufuk Topcu

The absence of an algorithm that effectively monitors deep learning models used in side-channel attacks increases the difficulty of evaluation. If the attack is unsuccessful, the question is if we are dealing with a resistant implementation…

Cryptography and Security · Computer Science 2021-11-30 Servio Paguada , Lejla Batina , Ileana Buhan , Igor Armendariz

In this paper, we consider controlled linear dynamical systems in which the controller has only access to a compressed version of the system state. The technical problem we investigate is that of allocating compression resources over time…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Li Wang , Chao Zhang , Samson Lasaulce , Lina Bariah , Merouane Debbah

In this paper we consider an interacting two-agent sequential decision-making problem consisting of a Markov source process, a causal encoder with feedback, and a causal decoder. Motivated by a desire to foster links between control and…

Information Theory · Computer Science 2015-03-18 Siva Gorantla , Todd Coleman

I study optimal disclosure policies in sequential contests. A contest designer chooses at which periods to publicly disclose the efforts of previous contestants. I provide results for a wide range of possible objectives for the contest…

Theoretical Economics · Economics 2019-05-30 Toomas Hinnosaar

This paper addresses information design in a workhorse model of network games, where agents have linear best responses, the information designer maximizes a quadratic objective, and the payoff-relevant state follows a multivariate Gaussian…

Theoretical Economics · Economics 2025-08-18 Masaki Miyashita , Takashi Ui

We study optimal information provision in transportation networks when users are strategic and the network state is uncertain. An omniscient planner observes the network state and discloses information to the users with the goal of…

Computer Science and Game Theory · Computer Science 2023-12-01 Leonardo Cianfanelli , Alexia Ambrogio , Giacomo Como

We consider a security problem for interconnected systems governed by linear, discrete, time-invariant, stochastic dynamics, where the objective is to detect exogenous attacks by processing the measurements at different locations. We…

Optimization and Control · Mathematics 2019-03-26 Rajasekhar Anguluri , Vaibhav Katewa , Fabio Pasqualetti