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We study statistical parameter estimation in the setting of data markets. A buyer seeks to estimate a parameter based on samples that can be purchased from competing providers that differ in their data quality and provision costs. When…

Computer Science and Game Theory · Computer Science 2026-04-13 Yuchen Hu , Martin J. Wainwright , Stephen Bates

We study mechanism design in environments where agents have private preferences and private information about a common payoff-relevant state. In such settings with multi-dimensional types, standard mechanisms fail to implement efficient…

Theoretical Economics · Economics 2025-12-24 Dirk Bergemann , Marek Bojko , Paul Dütting , Renato Paes Leme , Haifeng Xu , Song Zuo

We study linear-quadratic games of incomplete information with Gaussian uncertainty, where each player's payoff depends on a privately observed type and a common state. The designer observes the state, elicits types, and sells action…

Computer Science and Game Theory · Computer Science 2025-11-04 Alessandro Bonatti , Munther A. Dahleh , Thibaut Horel

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Computer Science and Game Theory · Computer Science 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

We analyze different ways of pairing agents in a bipartite matching problem, with regard to its scaling properties and to the distribution of individual ``satisfactions''. Then we explore the role of partial information and bounded…

Statistical Mechanics · Physics 2009-11-10 Paolo Laureti , Yi-Cheng Zhang

We present a model of a forecaster who must predict the future value of a variable that depends on an exogenous state and on the intervention of a policy-maker. We investigate the incentives of the forecaster to acquire costly private…

Theoretical Economics · Economics 2026-04-02 Augusto Nieto-Barthaburu

We study price-discrimination games between buyers and a seller where privacy arises endogenously--that is, utility maximization yields equilibrium strategies where privacy occurs naturally. In this game, buyers with a high valuation for a…

Computer Science and Game Theory · Computer Science 2024-04-17 Nivasini Ananthakrishnan , Tiffany Ding , Mariel Werner , Sai Praneeth Karimireddy , Michael I. Jordan

We study robustly optimal mechanisms for selling multiple items. The seller maximizes revenue against a worst-case distribution of a buyer's valuations within a set of distributions, called an "ambiguity" set. We identify the exact forms of…

Theoretical Economics · Economics 2024-08-26 Yeon-Koo Che , Weijie Zhong

Central to privacy concerns is that firms may use consumer data to price discriminate. A common policy response is that consumers should be given control over which firms access their data and how. Since firms learn about a consumer's…

Theoretical Economics · Economics 2020-08-18 S. Nageeb Ali , Greg Lewis , Shoshana Vasserman

A monopolist offers personalized prices to consumers with unit demand, heterogeneous values, and idiosyncratic costs, who differ in a protected characteristic, such as race or gender. The seller is subject to a non-discrimination…

Theoretical Economics · Economics 2025-06-27 Philipp Strack , Kai Hao Yang

We examine information structure design, also called "persuasion" or "signaling", in the presence of a constraint on the amount of communication. We focus on the fundamental setting of bilateral trade, which in its simplest form involves a…

Computer Science and Game Theory · Computer Science 2020-03-09 Shaddin Dughmi , David Kempe , Ruixin Qiang

We study a natural competitive-information-design strategic variant for the celebrated Pandora's Box problem (Weitzman, 1979), where each box is associated with a strategic information sender who can design what information about the box's…

Computer Science and Game Theory · Computer Science 2025-02-25 Bolin Ding , Yiding Feng , Chien-Ju Ho , Wei Tang , Haifeng Xu

Recent research in industrial organisation has investigated the essential place that middlemen have in the networks that make up our global economy. In this paper we attempt to understand how such middlemen compete with each other through a…

Computer Science and Game Theory · Computer Science 2013-10-15 Robert P. Gilles , Dimitrios Diamantaras

Interaction strategies for reward in competitive environments are significantly influenced by the nature and extent of available information. In financial markets, particularly foreign exchange (forex), traders operate independently with…

Computational Engineering, Finance, and Science · Computer Science 2024-12-03 Patrick Naivasha , George Musumba , Patrick Gikunda , John Wandeto

Data sharing issues pervade online social and economic environments. To foster social progress, it is important to develop models of the interaction between data producers and consumers that can promote the rise of cooperation between the…

Computer Science and Game Theory · Computer Science 2021-01-27 Víctor Gallego , Roi Naveiro , David Ríos Insua , Wolfram Rozas

We consider the problem of a single seller repeatedly selling a single item to a single buyer (specifically, the buyer has a value drawn fresh from known distribution $D$ in every round). Prior work assumes that the buyer is fully rational…

Computer Science and Game Theory · Computer Science 2017-11-28 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

We study the implementability of stable matchings in a two-sided market model with one-sided incomplete information. Firms' types are publicly known, whereas workers' types are private information. A mechanism generates a matching and…

Theoretical Economics · Economics 2025-12-23 Dinko Dimitrov , Dipjyoti Majumdar

We consider mechanisms for markets that are double-sided and have players with multi-dimensional strategic spaces on at least one side. The players of the market are strategic, and act to optimize their own utilities. The mechanism…

Computer Science and Game Theory · Computer Science 2016-11-15 Moran Feldman , Rica Gonen

In a very simple stock market, made by only two \emph{initially equivalent} traders, we discuss how the information can affect the performance of the traders. More in detail, we first consider how the portfolios of the traders evolve in…

Computational Finance · Quantitative Finance 2015-06-18 F. Bagarello , E. Haven

We study the economic interactions among sellers and buyers in online markets. In such markets, buyers have limited information about the product quality, but can observe the sellers' reputations which depend on their past transaction…

Computer Science and Game Theory · Computer Science 2021-03-31 Qian Ma , Jianwei Huang , Tamer Başar , Ji Liu , Xudong Chen