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Modern ad auctions allow advertisers to target more specific segments of the user population. Unfortunately, this is not always in the best interest of the ad platform. In this paper, we examine the following basic question in the context…

Computer Science and Game Theory · Computer Science 2019-07-16 Ashwinkumar Badanidiyuru , Kshipra Bhawalkar , Haifeng Xu

We introduce a dynamic mechanism design problem in which the designer wants to offer for sale an item to an agent, and another item to the same agent at some point in the future. The agent's joint distribution of valuations for the two…

Computer Science and Game Theory · Computer Science 2023-05-22 Christos Papadimitriou , George Pierrakos , Christos-Alexandros Psomas , Aviad Rubinstein

Bayesian persuasion studies how an informed sender should partially disclose information so as to influence the behavior of self-interested receivers. In the last years, a growing attention has been devoted to relaxing the assumption that…

Computer Science and Game Theory · Computer Science 2022-09-02 Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

A single unit of a good is sold to one of two bidders. Each bidder has either a high prior valuation or a low prior valuation for the good. Their prior valuations are independently and identically distributed. Each bidder may observe an…

Theoretical Economics · Economics 2022-05-10 Wanchang Zhang

This paper studies the design of optimal proper scoring rules when the principal has partial knowledge of an agent's signal distribution. Recent work characterizes the proper scoring rules that maximize the increase of an agent's payoff…

Computer Science and Game Theory · Computer Science 2024-10-15 Yiling Chen , Fang-Yi Yu

We consider a seller faced with buyers which have the ability to delay their decision, which we call patience. Each buyer's type is composed of value and patience, and it is sampled i.i.d. from a distribution. The seller, using posted…

Computer Science and Game Theory · Computer Science 2022-06-28 Eitan-Hai Mashiah , Idan Attias , Yishay Mansour

We consider a social planner faced with a stream of myopic selfish agents. The goal of the social planner is to maximize the social welfare, however, it is limited to using only information asymmetry (regarding previous outcomes) and cannot…

Computer Science and Game Theory · Computer Science 2019-05-15 Lee Cohen , Yishay Mansour

We study ordinal approximation algorithms for maximum-weight bipartite matchings. Such algorithms only know the ordinal preferences of the agents/nodes in the graph for their preferred matches, but must compete with fully omniscient…

Computer Science and Game Theory · Computer Science 2017-07-07 Elliot Anshelevich , Wennan Zhu

This work investigates a dynamic variant of Bayesian persuasion, in which a strategic sender seeks to influence a receiver's belief over time through controlling the timing of the information disclosure, under resource constraints. We…

Information Theory · Computer Science 2025-12-05 Ahmet Bugra Gundogan , Melih Bastopcu

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

A patient seller aims to sell a good to an impatient buyer (i.e., one who discounts utility over time). The buyer will remain in the market for a period of time $T$, and her private value is drawn from a publicly known distribution. What is…

Computer Science and Game Theory · Computer Science 2023-02-14 Yuan Deng , Jieming Mao , Balasubramanian Sivan , Kangning Wang

Information in the form of data, which can be stored and transferred between users, can be viewed as an intangible commodity, which can be traded in exchange for money. Determining the fair price at which a string of data should be traded…

Statistical Mechanics · Physics 2024-09-11 Luca Gamberi , Alessia Annibale , Pierpaolo Vivo

Consider a pair of random variables $(X,Y)$ distributed according to a given joint distribution $p_{XY}$. A curator wishes to maximally disclose information about $Y$, while limiting the information leakage incurred on $X$. Adopting mutual…

Information Theory · Computer Science 2023-01-30 Borzoo Rassouli , Deniz Gündüz

We consider the information design problem in spatial resource competition settings. Agents gather at a location deciding whether to move to another location for possibly higher level of resources, and the utility each agent gets by moving…

Computer Science and Game Theory · Computer Science 2019-09-30 Pu Yang , Krishnamurthy Iyer , Peter Frazier

We study the problem of characterizing revenue optimal auctions for single-minded buyers. Each buyer is interested only in a specific bundle of items and has a value for the same. Both his bundle and its value are his private information.…

Computer Science and Game Theory · Computer Science 2010-09-14 Vineet Abhishek , Bruce Hajek

We propose and study a novel mechanism design setup where each bidder holds two kinds of private information: (1) type variable, which can be misreported; (2) information variable, which the bidder may want to conceal or partially reveal,…

Computer Science and Game Theory · Computer Science 2023-01-31 Jibang Wu , Ashwinkumar Badanidiyuru , Haifeng Xu

If you recommend a product to me and I buy it, how much should you be paid by the seller? And if your sole interest is to maximize the amount paid to you by the seller for a sequence of recommendations, how should you recommend optimally if…

Computer Science and Game Theory · Computer Science 2009-11-10 Paul Dütting , Monika Henzinger , Ingmar Weber

A ubiquitous learning problem in today's digital market is, during repeated interactions between a seller and a buyer, how a seller can gradually learn optimal pricing decisions based on the buyer's past purchase responses. A fundamental…

Computer Science and Game Theory · Computer Science 2021-10-06 Quinlan Dawkins , Minbiao Han , Haifeng Xu

We model an informed agent with information about the future value of an asset trying to maximize profits when subjected to a transaction cost as well as a market maker tasked with setting fair transaction prices. In a single auction model,…

Trading and Market Microstructure · Quantitative Finance 2020-07-29 Weston Barger , Ryan Donnelly

We consider decision-making under incomplete information about an unknown state of nature. We show that a decision problem yields a higher value of information than another, uniformly across information structures, if and only if it is…

Optimization and Control · Mathematics 2026-03-16 Michel de Lara