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We propose a new principal-agent framework where a principal communicates a roadmap -- a set of plausible outcome models and a prior belief over them -- to guide an agent who is learning the value of innovation. The agent trusts the prior…

Theoretical Economics · Economics 2026-02-24 Florian Mudekereza

A researcher observes a finite sequence of choices made by multiple agents in a binary-state environment. Agents maximize expected utilities that depend on their chosen alternative and the unknown underlying state. Agents learn about the…

Theoretical Economics · Economics 2021-05-11 Rahul Deb , Ludovic Renou

I study the optimal allocation of positional goods in the presence of externalities arising from consumers' concerns about relative consumption. Applications include luxury goods, priority services, education, and organizational…

Theoretical Economics · Economics 2025-10-10 Peiran Xiao

A buyer wishes to purchase a durable good from a seller who in each period chooses a mechanism under limited commitment. The buyer's valuation is binary and fully persistent. We show that posted prices implement all equilibrium outcomes of…

Theoretical Economics · Economics 2021-06-01 Laura Doval , Vasiliki Skreta

A seller is pricing identical copies of a good to a stream of unit-demand buyers. Each buyer has a value on the good as his private information. The seller only knows the empirical value distribution of the buyer population and chooses the…

Computer Science and Game Theory · Computer Science 2023-05-12 Siddhartha Banerjee , Kamesh Munagala , Yiheng Shen , Kangning Wang

We consider the problem of stopping a diffusion process with a payoff functional that renders the problem time-inconsistent. We study stopping decisions of naive agents who reoptimize continuously in time, as well as equilibrium strategies…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Adrien Nguyen-Huu , Xun Yu Zhou

We consider the problem in which n items arrive to a market sequentially over time, where two agents compete to choose the best possible item. When an agent selects an item, he leaves the market and obtains a payoff given by the value of…

Computer Science and Game Theory · Computer Science 2022-04-12 Fabien Gensbittel , Dana Pizarro , Jérôme Renault

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…

Optimization and Control · Mathematics 2026-01-07 Renyuan Xu , Thaleia Zariphopoulou , Luhao Zhang

Existing auto-bidding algorithms in digital advertising often treat the value of an ad opportunity as the revenue obtained when an ad is shown and/or clicked, and bid accordingly. This can lead to wasteful spending because the true value is…

Computer Science and Game Theory · Computer Science 2026-05-05 Yuxiao Wen , Zihao Hu , Yanjun Han , Yuan Yao , Zhengyuan Zhou

In this paper, we consider the problem of a Principal aiming at designing a reward function for a population of heterogeneous agents. We construct an incentive based on the ranking of the agents, so that a competition among the latter is…

Optimization and Control · Mathematics 2026-04-28 Clémence Alasseur , Erhan Bayraktar , Roxana Dumitrescu , Quentin Jacquet

We consider a model of a data broker selling information to a single agent to maximize his revenue. The agent has a private valuation of the additional information, and upon receiving the signal from the data broker, the agent can conduct…

Theoretical Economics · Economics 2023-08-08 Yingkai Li

This paper studies the provision of incentives for information acquisition. Information is costly for an agent to acquire and unobservable to a principal. We show that any Pareto optimal contract has a decomposition into a fraction of…

Theoretical Economics · Economics 2021-03-09 Aubrey Clark , Giovanni Reggiani

To choose between two discrete goods, a consumer pays attention to only those with prices below a threshold. From these, she chooses her most preferred good. We assume consumers in a population have the same preference but may have…

Theoretical Economics · Economics 2025-11-07 Kaushil Patel

We study a classic Bayesian mechanism design setting of monopoly problem for an additive buyer in the presence of budgets. In this setting a monopolist seller with $m$ heterogeneous items faces a single buyer and seeks to maximize her…

Computer Science and Game Theory · Computer Science 2018-10-09 Yu Cheng , Nick Gravin , Kamesh Munagala , Kangning Wang

Motivated by programmatic advertising optimization, we consider the task of sequentially allocating budget across a set of resources. At every time step, a feasible allocation is chosen and only a corresponding random return is observed.…

Artificial Intelligence · Computer Science 2024-10-02 Juliette Achddou , Olivier Cappe , Aurélien Garivier

We study how a budget-constrained bidder should learn to adaptively bid in repeated first-price auctions to maximize her cumulative payoff. This problem arose due to an industry-wide shift from second-price auctions to first-price auctions…

Computer Science and Game Theory · Computer Science 2026-04-14 Yige Wang , Jiashuo Jiang

We study a Bayesian persuasion setting in which a sender wants to persuade a critical mass of receivers by revealing partial information about the state to them. The homogeneous binary-action receivers are located on a communication…

Computer Science and Game Theory · Computer Science 2025-09-12 Toygar T. Kerman , Anastas P. Tenev , Konstantin Zabarnyi

We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all…

Computer Science and Game Theory · Computer Science 2021-05-07 Gianluca Brero , Alon Eden , Matthias Gerstgrasser , David C. Parkes , Duncan Rheingans-Yoo

Data regulations increasingly enable consumers to switch among market segments, making segmentation an endogenous outcome of strategic interaction. We study a model in which consumers choose segments before a monopolist sets…

Theoretical Economics · Economics 2026-05-14 Zhonghong Kuang , Sanxi Li , Yi Liu , Yang Yu

We study how long-lived, rational agents learn in a social network. In every period, after observing the past actions of his neighbors, each agent receives a private signal, and chooses an action whose payoff depends only on the state.…

Theoretical Economics · Economics 2024-07-22 Wanying Huang , Philipp Strack , Omer Tamuz
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