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The commitment power of senders distinguishes Bayesian persuasion problems from other games with (strategic) communication. Persuasion games with multiple senders have largely studied simultaneous commitment and signalling settings.…
In two-sided matching markets, ensuring both stability and strategy-proofness poses a significant challenge; it is impossible when agents' preferences are unrestricted. But what if agents' preferences have specific restricted structures?…
This paper considers two investors who perform mean-variance portfolio selection with asymmetric information: one knows the true stock dynamics, while the other has to infer the true dynamics from observed stock evolution. Their portfolio…
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…
This paper studies a nonzero-sum Dynkin game in discrete time under non-exponential discounting. For both players, there are two levels of game-theoretic reasoning intertwined. First, each player looks for an intra-personal equilibrium…
On ad exchange platforms the place for advertisement is sold through different kinds of auctions. However, it is not uncommon the situation where the seller repeatedly encounters only one buyer, thus the posted price auction degenerates…
Motivated by the observation that overexposure to unwanted marketing activities leads to customer dissatisfaction, we consider a setting where a platform offers a sequence of messages to its users and is penalized when users abandon the…
We present variational sequential optimal experimental design (vsOED), a novel method for optimally designing a finite sequence of experiments within a Bayesian framework with information-theoretic criteria. vsOED employs a one-point reward…
Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…
We study dynamic mechanisms for optimizing revenue in repeated auctions, that are robust to heterogeneous forward-looking and learning behavior of the buyers. Typically it is assumed that the buyers are either all myopic or are all infinite…
Session based recommendation provides an attractive alternative to the traditional feature engineering approach to recommendation. Feature engineering approaches require hand tuned features of the users history to be created to produce a…
This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential auctions, simultaneous auctions, and the Trading Agent…
We study an information-structure design problem (a.k.a. persuasion) with a single sender and multiple receivers with actions of a priori unknown types, independently drawn from action-specific marginal distributions. As in the standard…
We study how a principal can jointly shape an agent's timing and action through information. We develop a revelation principle: with intertemporal commitment, the problem simplifies to choosing a joint distribution over stopping times and…
Gallice and Monz\'on (2019) present a natural environment that sustains full co-operation in one-shot social dilemmas among a finite number of self-interested agents. They demonstrate that in a sequential public goods game, where agents…
We introduce the threshold $q$-voter opinion dynamics where an agent, facing a binary choice, can change its mind when at least $q_0$ amongst $q$ neighbors share the opposite opinion. Otherwise, the agent can still change its mind with a…
We present a novel preference learning framework to capture participant preferences efficiently within limited interaction rounds. It involves three main contributions. First, we develop a variational Bayesian approach to infer the…
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…
A sequential design problem for rank aggregation is commonly encountered in psychology, politics, marketing, sports, etc. In this problem, a decision maker is responsible for ranking $K$ items by sequentially collecting pairwise noisy…
We design two mechanisms that ensure that the majority preferred option wins in all equilibria. The first one is a simultaneous game where agents choose other agents to cooperate with on top of the vote for an alternative, thus overcoming…