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In consequential domains, it is often impossible to compel individuals to take treatment, so that optimal policy rules are merely suggestions in the presence of human non-adherence to treatment recommendations. We study personalized…

Machine Learning · Computer Science 2026-04-24 Angela Zhou

Risk measures for multivariate financial positions are studied in a utility-based framework. Under a certain incomplete preference relation, shortfall and divergence risk measures are defined as the optimal values of specific set…

Risk Management · Quantitative Finance 2017-09-12 Çağın Ararat , Andreas H. Hamel , Birgit Rudloff

Inferring reward functions from demonstrations and pairwise preferences are auspicious approaches for aligning Reinforcement Learning (RL) agents with human intentions. However, state-of-the art methods typically focus on learning a single…

Machine Learning · Computer Science 2022-01-04 Markus Peschl , Arkady Zgonnikov , Frans A. Oliehoek , Luciano C. Siebert

We study how to optimally design selection mechanisms, accounting for agents' investment incentives. A principal wishes to allocate a resource of homogeneous quality to a heterogeneous population of agents. The principal commits to a…

Theoretical Economics · Economics 2025-11-11 Victor Augias , Eduardo Perez-Richet

The performance of algorithmic decision rules is largely dependent on the quality of training datasets available to them. Biases in these datasets can raise economic and ethical concerns due to the resulting algorithms' disparate treatment…

Machine Learning · Computer Science 2025-04-14 Yifan Yang , Yang Liu , Parinaz Naghizadeh

Despite the increasing popularity and successful examples of crowdsourcing, it is stripped of aureole when collective efforts are derailed or severely hindered by elaborate sabotage. A service exchange dilemma arises when non-cooperation…

Computer Science and Game Theory · Computer Science 2018-03-06 Jianfeng Lu , Yun Xin , Zhao Zhang , Xinwang Liu , Kenli Li

Is it possible to evaluate the moral cognition of complex artificial agents? In this work, we take a look at one aspect of morality: `doing the right thing for the right reasons.' We propose a behavior-based analysis of artificial moral…

Artificial Intelligence · Computer Science 2023-05-30 Yiran Mao , Madeline G. Reinecke , Markus Kunesch , Edgar A. Duéñez-Guzmán , Ramona Comanescu , Julia Haas , Joel Z. Leibo

Generative AI acts as a disruptive technological shock to evaluative organizations. In academic peer review, it enters both sides of the market: authors use AI to polish submissions, and reviewers use it to generate plausible reports…

General Economics · Economics 2026-04-28 Zaruhi Hakobyan

As AI systems like language models are increasingly integrated into decision-making processes affecting people's lives, it's critical to ensure that these systems have sound moral reasoning. To test whether they do, we need to develop…

Computation and Language · Computer Science 2024-04-18 Jan-Philipp Fränken , Kanishk Gandhi , Tori Qiu , Ayesha Khawaja , Noah D. Goodman , Tobias Gerstenberg

We consider the problem of sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…

Machine Learning · Statistics 2023-11-20 Jingyan Wang , Ashwin Pananjady

Machine learning systems have been widely used to make decisions about individuals who may behave strategically to receive favorable outcomes, e.g., they may genuinely improve the true labels or manipulate observable features directly to…

Artificial Intelligence · Computer Science 2024-10-30 Tian Xie , Zhiqun Zuo , Mohammad Mahdi Khalili , Xueru Zhang

We study a fundamental problem in optimization under uncertainty. There are $n$ boxes; each box $i$ contains a hidden reward $x_i$. Rewards are drawn i.i.d. from an unknown distribution $\mathcal{D}$. For each box $i$, we see $y_i$, an…

Computer Science and Game Theory · Computer Science 2023-07-13 Kamyar Azizzadenesheli , Trung Dang , Aranyak Mehta , Alexandros Psomas , Qian Zhang

Reward design is a critical part of the application of reinforcement learning, the performance of which strongly depends on how well the reward signal frames the goal of the designer and how well the signal assesses progress in reaching…

Machine Learning · Computer Science 2022-08-01 Yixiang Wang , Yujing Hu , Feng Wu , Yingfeng Chen

Real-world recommender systems often need to balance multiple objectives when deciding which recommendations to present to users. These include behavioural signals (e.g. clicks, shares, dwell time), as well as broader objectives (e.g.…

Information Retrieval · Computer Science 2024-09-17 Olivier Jeunen , Jatin Mandav , Ivan Potapov , Nakul Agarwal , Sourabh Vaid , Wenzhe Shi , Aleksei Ustimenko

We characterize optimal monetary policy when policy endogenously moves risk premia through redistribution across agents who differ in their willingness to bear risk. The analytical core is Marginal Risk Capacity, the covariance of monetary…

Theoretical Economics · Economics 2026-03-24 Rui Sun

We study a mechanism-design problem in which spiteful agents strive to not only maximize their rewards but also, contingent upon their own payoff levels, seek to lower the opponents' rewards. We characterize all individually rational (IR)…

Computer Science and Game Theory · Computer Science 2025-12-02 Aditya Aradhye , David Lagziel , Eilon Solan

Credit scoring has been catalogued by the European Commission and the Executive Office of the US President as a high-risk classification task, a key concern being the potential harms of making loan approval decisions based on models that…

Machine Learning · Computer Science 2024-02-06 Pablo Casas , Christophe Mues , Huan Yu

We study a generic principal-agent problem in continuous time on a finite time horizon. We introduce a framework in which the agent is allowed to employ measure-valued controls and characterise the continuation utility as a solution to a…

Probability · Mathematics 2025-12-01 Daniel Kršek , Dylan Possamaï

Model risk measures consequences of choosing a model in a class of possible alternatives. We find analytical and simulated bounds for payoff functions on classes of plausible alternatives of a given discrete model. We measure the impact of…

Mathematical Finance · Quantitative Finance 2023-02-20 Roberto Fontana , Patrizia Semeraro

We investigate the possibility of an incentive-compatible (IC, a.k.a. strategy-proof) mechanism for the classification of agents in a network according to their reviews of each other. In the $ \alpha $-classification problem we are…

Computer Science and Game Theory · Computer Science 2019-11-21 Yakov Babichenko , Oren Dean , Moshe Tennenholtz