English
Related papers

Related papers: Screening and Information-Sharing Externalities

200 papers

We study the consequences of information asymmetries and misaligned incentives in settings with multiple independent agents. We model an interaction between a Sender, who holds vital private information but cannot act, and a Receiver, who…

Multiagent Systems · Computer Science 2026-05-13 Nanda Kishore Sreenivas , Kate Larson

We study how partial information about scoring rules affects fairness in strategic learning settings. In strategic learning, a learner deploys a scoring rule, and agents respond strategically by modifying their features -- at some cost --…

Computer Science and Game Theory · Computer Science 2025-06-03 Srikanth Avasarala , Serena Wang , Juba Ziani

We study a screening problem in which an agent privately observes a set of feasible technologies and can strategically disclose only a subset to the principal. The principal then takes an action whose payoff consequences for both players…

Theoretical Economics · Economics 2026-01-23 Tan Gan , Yingkai Li

This paper studies the value of a firm's internal information when the firm faces an adverse selection problem arising from unobservable managerial abilities. While more precise information allows the firm to make ex post more efficient…

Theoretical Economics · Economics 2024-08-08 Felix Zhiyu Feng , Wenyu Wang , Yufeng Wu , Gaoqing Zhang

Two agents trade an item in a simultaneous offer setting, where the exchange takes place if and only if the buyer's bid price weakly exceeds the seller's ask price. Each agent is randomly assigned the buyer or seller role. Both agents are…

Theoretical Economics · Economics 2025-05-29 José Ignacio Rivero-Wildemauwe

We model an informed agent with information about the future value of an asset trying to maximize profits when subjected to a transaction cost as well as a market maker tasked with setting fair transaction prices. In a single auction model,…

Trading and Market Microstructure · Quantitative Finance 2020-07-29 Weston Barger , Ryan Donnelly

Is transparency always beneficial in complex systems such as traffic networks and stock markets? How is transparency defined in multi-agent systems, and what is its optimal degree at which social welfare is highest? We take an agent-based…

Multiagent Systems · Computer Science 2024-01-12 Kshama Dwarakanath , Svitlana Vyetrenko , Toks Oyebode , Tucker Balch

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

When human agents come together to make decisions, it is often the case that one human agent has more information than the other. This phenomenon is called information asymmetry and this distorts the market. Often if one human agent intends…

Artificial Intelligence · Computer Science 2015-10-15 Tshilidzi Marwala , Evan Hurwitz

We consider a market of risky financial assets whose participants are an informed trader, a representative uninformed trader, and noisy liquidity providers. We prove the existence of a market-clearing equilibrium when the insider…

Trading and Market Microstructure · Quantitative Finance 2025-04-02 Michail Anthropelos , Scott Robertson

We study a continuous time economy where agents have asymmetric information. The informed agent (``$I$''), at time zero, receives a private signal about the risky assets' terminal payoff $\Psi(X_T)$, while the uninformed agent (``$U$'') has…

Mathematical Finance · Quantitative Finance 2024-03-19 Jerome Detemple , Scott Robertson

How does competition in markets for information affect the creation and division of surplus? We study this question in a search environment in which an agent searches sequentially for a high-quality good and learns about the quality of…

Theoretical Economics · Economics 2026-05-26 Teddy Mekonnen , Bobak Pakzad-Hurson

This paper concerns sequential hypothesis testing in competitive multi-agent systems where agents exchange potentially manipulated information. Specifically, a two-agent scenario is studied where each agent aims to correctly infer the true…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Aneesh Raghavan , M. Umar B. Niazi , Karl H. Johansson

Machine learning has grown in popularity to help assign resources and make decisions about users, which can result in discrimination. This includes hiring markets, where employers have increasingly been interested in using automated tools…

Computer Science and Game Theory · Computer Science 2024-12-20 Serafina Kamp , Benjamin Fish

In this paper we study the problem of information sharing among rational self-interested agents as a dynamic game of asymmetric information. We assume that the agents imperfectly observe a Markov chain and they are called to decide whether…

Computer Science and Game Theory · Computer Science 2021-03-30 Konstantinos Ntemos , George Pikramenos , Nicholas Kalouptsidis

We study multi-agent contracts, in which a principal delegates a task to multiple agents and incentivizes them to exert effort. Prior research has mostly focused on maximizing the principal's utility, often resulting in highly disparate…

Computer Science and Game Theory · Computer Science 2026-01-26 Ke Ding , Bo Li , Ankang Sun

This paper studies a preference evolution model in which a population of agents are matched to play a sequential prisoner's dilemma in an incomplete information environment. An institution can design an incentive-compatible screening…

General Economics · Economics 2023-11-07 Ethan Holdahl , Jiabin Wu

We consider two-sided matching markets, and study the incentives of agents to circumvent a centralized clearing house by signing binding contracts with one another. It is well-known that if the clearing house implements a stable match and…

Computer Science and Game Theory · Computer Science 2015-04-14 Nick Arnosti , Nicole Immorlica , Brendan Lucier

Peer-prediction is a mechanism which elicits privately-held, non-variable information from self-interested agents---formally, truth-telling is a strict Bayes Nash equilibrium of the mechanism. The original Peer-prediction mechanism suffers…

Computer Science and Game Theory · Computer Science 2016-03-28 Yuqing Kong , Grant Schoenebeck

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
‹ Prev 1 2 3 10 Next ›