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An uninformed sender publicly commits to an informative experiment about an uncertain state, privately observes its outcome, and sends a cheap-talk message to a receiver. We provide an algorithm valid for arbitrary state-dependent…

Theoretical Economics · Economics 2024-05-10 Qianjun Lyu , Wing Suen

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

We consider a sequential blocked matching (SBM) model where strategic agents repeatedly report ordinal preferences over a set of services to a central planner. The planner's goal is to elicit agents' true preferences and design a policy…

Computer Science and Game Theory · Computer Science 2022-03-24 Nicholas Bishop , Hau Chan , Debmalya Mandal , Long Tran-Thanh

A communication setup is considered where a transmitter wishes to convey a message to a receiver and simultaneously estimates the state of that receiver through a common waveform. The state is estimated at the transmitter by means of…

Information Theory · Computer Science 2022-06-03 Mehrasa Ahmadipour , Mari Kobayashi , Miche`le Wigger , Giuseppe Caire

We study allocation problems without monetary transfers where agents have correlated types, i.e., hold private information about one another. Such peer information is relevant in various settings, including science funding, allocation of…

Theoretical Economics · Economics 2025-03-21 Axel Niemeyer , Justus Preusser

We study the classic principal-agent model when the signal observed by the principal is chosen by the agent. We fully characterize the optimal information structure from an agent's perspective in a general moral hazard setting with limited…

Theoretical Economics · Economics 2023-07-25 Majid Mahzoon , Ali Shourideh , Ariel Zetlin-Jones

In this paper, we consider a hierarchical control problem with model uncertainty. Specifically, we consider the following objectives that we would like to accomplish. The first one being of a controllability-type that consists of…

Optimization and Control · Mathematics 2015-10-14 Getachew K. Befekadu , Eduardo L. Pasiliao

This paper investigates sensor scheduling for state estimation of complex networks over shared transmission channels. For a complex network of dynamical systems, referred to as nodes, a sensor network is adopted to measure and estimate the…

Systems and Control · Electrical Eng. & Systems 2023-01-12 Peihu Duan , Lidong He , Lingying Huang , Guanrong Chen , Ling Shi

In the strategic facility location problem, a set of agents report their locations in a metric space and the goal is to use these reports to open a new facility, minimizing an aggregate distance measure from the agents to the facility.…

Computer Science and Game Theory · Computer Science 2024-11-06 Eric Balkanski , Vasilis Gkatzelis , Golnoosh Shahkarami

We introduce \emph{informational punishment} to the design of mechanisms that compete with an exogenous status quo mechanism: Players can send garbled public messages with some delay, and others cannot commit to ignoring them. Optimal…

Theoretical Economics · Economics 2023-04-04 Benjamin Balzer , Johannes Schneider

We analyze the optimal strategy for a government to promote large-scale investment projects under information frictions. Specifically, we propose a model where the government collects information on probability of each investment and…

Theoretical Economics · Economics 2021-05-21 Keeyoung Rhee , Myungkyu Shim , Ji Zhang

A principal who values an object allocates it to one or more agents. Agents learn private information (signals) from an information designer about the allocation payoff to the principal. Monetary transfer is not available but the principal…

Theoretical Economics · Economics 2022-10-31 Yi-Chun Chen , Gaoji Hu , Xiangqian Yang

The problem of statistical learning is to construct an accurate predictor of a random variable as a function of a correlated random variable on the basis of an i.i.d. training sample from their joint distribution. Allowable predictors are…

Information Theory · Computer Science 2009-04-30 Maxim Raginsky

I study a principal-agent model in which a principal hires an agent to collect information about an unknown continuous state. The agent acquires a signal whose distribution is centered around the state, controlling the signal's precision at…

Theoretical Economics · Economics 2026-05-05 Fan Wu

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Alice Cicirello , Filippo Giunta

We study allocation mechanisms that utilize costly signaling as a screening tool. A social planner aims to maximize social welfare, defined as the weighted sum of agents' utilities, while implementing a specific allocation rule. Within a…

Theoretical Economics · Economics 2026-03-04 Yingkai Li , Xiaoyun Qiu

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

Machine Learning · Computer Science 2022-06-08 Giulio Isacchini , Natanael Spisak , Armita Nourmohammad , Thierry Mora , Aleksandra M. Walczak

I study the optimal provision of information in a long-term relationship between a sender and a receiver. The sender observes a persistent, evolving state and commits to send signals over time to the receiver, who sequentially chooses…

Theoretical Economics · Economics 2023-03-20 Ian Ball
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