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Related papers: Moral Hazard with Heterogeneous Beliefs

200 papers

Contemporary scientific research is a distributed, collaborative endeavor, carried out by teams of researchers, regulatory institutions, funding agencies, commercial partners, and scientific bodies, all interacting with each other and…

Methodology · Statistics 2024-02-09 Stephen Bates , Michael I. Jordan , Michael Sklar , Jake A. Soloff

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 studies the equilibrium price of an asset that is traded in continuous time between N agents who have heterogeneous beliefs about the state process underlying the asset's payoff. We propose a tractable model where agents maximize…

Mathematical Finance · Quantitative Finance 2020-03-26 Johannes Muhle-Karbe , Marcel Nutz , Xiaowei Tan

Principal-agent problems arise when one party acts on behalf of another, leading to conflicts of interest. The economic literature has extensively studied principal-agent problems, and recent work has extended this to more complex scenarios…

Artificial Intelligence · Computer Science 2024-01-02 Omer Ben-Porat , Yishay Mansour , Michal Moshkovitz , Boaz Taitler

This work explores a social learning problem with agents having nonidentical noise variances and mismatched beliefs. We consider an $N$-agent binary hypothesis test in which each agent sequentially makes a decision based not only on a…

Computer Science and Game Theory · Computer Science 2019-10-02 Daewon Seo , Ravi Kiran Raman , Joong Bum Rhim , Vivek K Goyal , Lav R Varshney

We show that in delegation problems, a principal benefits from belief misalignment vis-\`a-vis an agent when the latter can flexibly acquire costly information. The agent optimally succumbs to confirmatory learning, leading him to favor the…

Theoretical Economics · Economics 2025-07-30 Pavel Ilinov , Andrei Matveenko , Maxim Senkov , Egor Starkov

As artificial agents become increasingly capable, what internal structure is *necessary* for an agent to act competently under uncertainty? Classical results show that optimal control can be *implemented* using belief states or world…

Machine Learning · Computer Science 2026-04-03 Aran Nayebi

We study a problem where a group of agents has to decide how some fixed value should be shared among them. We are interested in settings where the share that each agent receives is based on how that agent is evaluated by other members of…

Computer Science and Game Theory · Computer Science 2013-06-04 Arthur Carvalho , Kate Larson

A framework for consensus modelling is introduced using Kleene's three valued logic as a means to express vagueness in agents' beliefs. Explicitly borderline cases are inherent to propositions involving vague concepts where sentences of a…

Multiagent Systems · Computer Science 2018-01-15 Michael Crosscombe , Jonathan Lawry

We introduce and study a simple model for the dynamics of voting intention in a population of agents that have to choose between two candidates. The level of indecision of a given agent is modeled by its propensity to vote for one of the…

Physics and Society · Physics 2020-01-08 Federico Vazquez , Nicolas Saintier , Juan Pablo Pinasco

Winners-take-all situations introduce an incentive for agents to diversify their behavior, since doing so will result in splitting an eventual price with fewer people. At the same time, when the payoff of a process depends on a parameter…

Computer Science and Game Theory · Computer Science 2019-06-11 Abel Molina

We study an interacting agent model of a game-theoretical economy. The agents play a minority-subsequently-majority game and they learn, using backpropagation networks, to obtain higher payoffs. We study the relevance of heterogeneity to…

Condensed Matter · Physics 2007-05-23 Wan Ahmad Tajuddin Wan Abdullah

Moral Foundation Theory states that groups of different observers may rely on partially dissimilar sets of moral foundations, thereby reaching different moral valuations. The use of functional imaging techniques has revealed a spectrum of…

Physics and Society · Physics 2012-04-22 Nestor Caticha , Renato Vicente

A prominent theme in behavioural contract theory is the study of present-biased agents represented through quasi-hyperbolic discounting. In a model of competitive credit provision, we study an alternative to this framework in which the…

Theoretical Economics · Economics 2026-02-11 Siddharth Chatterjee , Daniel F. Garrett

We consider the design of experiments to evaluate treatments that are administered by self-interested agents, each seeking to achieve the highest evaluation and win the experiment. For example, in an advertising experiment, a company wishes…

Methodology · Statistics 2015-09-18 Panos Toulis , David C. Parkes , Elery Pfeffer , James Zou

This note will extend the research presented in Brown & Rogers (2009) to the case of CRRA agents. We consider the model outlined in that paper in which agents had diverse beliefs about the dividends produced by a risky asset. We now assume…

General Finance · Quantitative Finance 2009-07-29 A. A. Brown

The effect of population heterogeneity in multi-agent learning is practically relevant but remains far from being well-understood. Motivated by this, we introduce a model of multi-population learning that allows for heterogeneous beliefs…

Multiagent Systems · Computer Science 2023-01-13 Shuyue Hu , Harold Soh , Georgios Piliouras

Federated learning promises significant sample-efficiency gains by pooling data across multiple agents, yet incentive misalignment is an obstacle: each update is costly to the contributor but boosts every participant. We introduce a…

Computer Science and Game Theory · Computer Science 2026-02-02 Ariel D. Procaccia , Han Shao , Itai Shapira

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

This paper investigates the moral hazard problem in finite horizon with both continuous and lump-sum payments, involving a time-inconsistent sophisticated agent and a standard utility maximiser principal. Building upon the so-called dynamic…

Theoretical Economics · Economics 2023-03-06 Camilo Hernández , Dylan Possamaï