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How does one test empirically the hypothesis that a decision maker (DM) is being influenced by information via Bayesian persuasion? In this paper, I consider a DM whose state-dependent preferences are known to an analyst, who sees the…

Theoretical Economics · Economics 2026-05-13 Jeffrey Mensch

We consider a slotted-time system with a transmitter-receiver pair. In the system, a transmitter observes a dynamic source and sends updates to a remote receiver through a communication channel. We assume that the channel is error-free but…

Information Theory · Computer Science 2023-01-19 Yutao Chen , Anthony Ephremides

We consider a Bayesian persuasion or information design problem where the sender tries to persuade the receiver to take a particular action via a sequence of signals. This we model by considering multi-phase trials with different…

Theoretical Economics · Economics 2021-11-24 Shih-Tang Su , Vijay G. Subramanian , Grant Schoenebeck

We study a sender-receiver model in which the receiver can commit to a decision rule before the sender determines the information policy. The decision rule can depend on the information structure chosen by the sender and the realized…

Theoretical Economics · Economics 2025-12-19 Dirk Bergemann , Tan Gan , Yingkai Li

This paper studies efficient data management and timely information dissemination for real-time monitoring of an $N$-state Markov process, enabling accurate state estimation and reliable actuation decisions. First, we analyze the Age of…

Information Theory · Computer Science 2026-04-02 Mehrdad Salimnejad , Anthony Ephremides , Marios Kountouris , Nikolaos Pappas

The problem of real-time remote tracking and reconstruction of a two-state Markov process is considered here. A transmitter sends samples from an observed information source to a remote monitor over an unreliable wireless channel. The…

Information Theory · Computer Science 2023-09-22 Mehrdad Salimnejad , Marios Kountouris , Nikolaos Pappas

We study the design of autonomous agents that are capable of deceiving outside observers about their intentions while carrying out tasks in stochastic, complex environments. By modeling the agent's behavior as a Markov decision process, we…

Artificial Intelligence · Computer Science 2021-09-15 Yagiz Savas , Christos K. Verginis , Ufuk Topcu

The Bayesian persuasion model studies communication between an informed sender and a receiver with a payoff-relevant action, emphasizing the ability of a sender to extract maximal surplus from his informational advantage. In this paper we…

Computer Science and Game Theory · Computer Science 2020-06-04 Ronen Gradwohl , Niklas Hahn , Martin Hoefer , Rann Smorodinsky

We study a Bayesian persuasion setting in which the receiver is trying to match the (binary) state of the world. The sender's utility is partially aligned with the receiver's, in that conditioned on the receiver's action, the sender derives…

Computer Science and Game Theory · Computer Science 2021-10-27 Shih-Tang Su , David Kempe , Vijay G. Subramanian

Multi-agent learning is a challenging problem in machine learning that has applications in different domains such as distributed control, robotics, and economics. We develop a prescriptive model of multi-agent behavior using Markov games.…

Artificial Intelligence · Computer Science 2020-05-27 Jalal Etesami , Christoph-Nikolas Straehle

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

We consider the problem of transmitting data at rate R over a state dependent channel p(y|x,s) with the state information available at the sender and at the same time conveying the information about the channel state itself to the receiver.…

Information Theory · Computer Science 2016-11-17 Young-Han Kim , Arak Sutivong , Thomas M. Cover

We are studying long term sequence prediction (forecasting). We approach this by investigating criteria for choosing a compact useful state representation. The state is supposed to summarize useful information from the history. We want a…

Machine Learning · Computer Science 2012-02-10 Peter Sunehag , Marcus Hutter

We address Bayesian persuasion between a sender and a receiver with state-dependent quadratic cost measures for general classes of distributions. The receiver seeks to make mean-square-error estimate of a state based on a signal sent by the…

Computer Science and Game Theory · Computer Science 2020-09-15 Muhammed O. Sayin , Tamer Basar

A simple model of opinion formation dynamics in which binary-state agents make up their opinions due to the influence of agents in a local neighborhood is studied using different network topologies. Each agent uses two different strategies,…

Statistical Mechanics · Physics 2009-11-11 A. O. Sousa , J. R. Sanchez

We study a dynamic information design problem in a finite-horizon setting consisting of two strategic and long-term optimizing agents, namely a principal (he) and a detector (she). The principal observes the evolution of a Markov chain that…

Computer Science and Game Theory · Computer Science 2020-03-19 Farzaneh Farhadi , Demosthenis Teneketzis

We construct a diffusion approximation of a repeated game in which agents make bets on outcomes of i.i.d. random vectors and their strategies are close to an asymptotically optimal strategy. This model can be interpreted as trading in an…

Mathematical Finance · Quantitative Finance 2021-08-30 Mikhail Zhitlukhin

Bounded agents are limited by intrinsic constraints on their ability to process information that is available in their sensors and memory and choose actions and memory updates. In this dissertation, we model these constraints as…

Machine Learning · Computer Science 2017-03-31 Roy Fox

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

A continuous-time Markov process is proposed to analyze how a group of humans solves a complex task, consisting in the search of the optimal set of decisions on a fitness landscape. Individuals change their opinions driven by two different…

Multiagent Systems · Computer Science 2015-12-21 Giuseppe Carbone , Ilaria Giannoccaro
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