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We study a single-buyer pricing problem with unreliable side information, motivated by the increasing use of AI-assisted decision-making and LLM-based predictions. The seller observes a private sample that may be either accurate (coinciding…

Computer Science and Game Theory · Computer Science 2026-04-06 Zhihao Gavin Tang , Yixin Tao , Shixin Wang

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

We consider a retailer running a switchback experiment for the price of a single product, with infinite supply. In each period, the seller chooses a price $p$ from a set of predefined prices that consist of a reference price and a few…

Computer Science and Game Theory · Computer Science 2024-10-22 Yifan Wu , Ramesh Johari , Vasilis Syrgkanis , Gabriel Y. Weintraub

The continuous-time version of Kyle's (1985) model is studied, in which market makers are not fiduciaries. They have some market power which they utilize to set the price to their advantage, resulting in positive expected profits. This has…

Trading and Market Microstructure · Quantitative Finance 2019-08-26 Knut Aase , Bernt Øksendal

Humans judge each other's actions, which at least partly functions to detect and deter cheating and to enable helpfulness in an indirect reciprocity fashion. However, most forms of judging do not only concern the action itself, but also the…

Physics and Society · Physics 2026-04-21 Marcus Krellner , The Anh Han

There are clear benefits associated with a particular consumer choice for many current markets. For example, as we consider here, some products might carry environmental or `green' benefits. Some consumers might value these benefits while…

General Finance · Quantitative Finance 2008-12-02 Gérard Weisbuch , Vincent Buskens , Luat Vuong

We study a setting in which a data buyer seeks to estimate an unknown parameter by purchasing samples from one of K data sellers. Each seller has privately known data quality (e.g., high vs. low variance) and a private per-sample cost. We…

Computer Science and Game Theory · Computer Science 2026-02-20 Nivasini Ananthakrishnan , Alireza Fallah , Michael I. Jordan

Reputation systems aim to reduce the risk of loss due to untrustworthy participants. This loss is aggravated by dishonest advisors trying to pollute the e-market environment for their self-interest. A major task of a reputation system is to…

Social and Information Networks · Computer Science 2012-01-19 Vibha Gaur , Neeraj Kumar Sharma , Punam Bedi

A crucial part of data analysis is the validation of the resulting estimators, in particular, if several competing estimators need to be compared. Whether an estimator can be objectively validated is not a trivial property. If there exists…

Statistics Theory · Mathematics 2024-05-17 Tino Werner

E-commerce businesses employ recommender models to assist in identifying a personalized set of products for each visitor. To accurately assess the recommendations' influence on customer clicks and buys, three target areas -- customer…

Computers and Society · Computer Science 2019-11-05 Namrata Chaudhary , Drimik Roy Chowdhury

In recommendation settings, there is an apparent trade-off between the goals of accuracy (to recommend items a user is most likely to want) and diversity (to recommend items representing a range of categories). As such, real-world…

Information Retrieval · Computer Science 2023-07-31 Kenny Peng , Manish Raghavan , Emma Pierson , Jon Kleinberg , Nikhil Garg

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 present a representation of partial confidence in belief and preference that is consistent with the tenets of decision-theory. The fundamental insight underlying the representation is that if a person is not completely confident in a…

Artificial Intelligence · Computer Science 2013-04-11 David Heckerman , Holly B. Jimison

Recommender Systems have proliferated as general-purpose approaches to model a wide variety of consumer interaction data. Specific instances make use of signals ranging from user feedback, item relationships, geographic locality, social…

Information Retrieval · Computer Science 2018-08-31 Wang-Cheng Kang , Mengting Wan , Julian McAuley

We study multi-product monopoly pricing where the seller jointly designs the selling mechanism and the information structure for the buyer to learn his values. Unlike the case with exogenous information, we show that when the seller…

Computer Science and Game Theory · Computer Science 2025-10-29 Yang Cai , Yingkai Li , Jinzhao Wu

Consumers only discover at the first seller which product best fits their needs, then check its price online, then decide on buying. Switching sellers is costly. Equilibrium prices fall in the switching cost, eventually to the monopoly…

Theoretical Economics · Economics 2021-04-20 Sander Heinsalu

A central question of crowd-sourcing is how to elicit expertise from agents. This is even more difficult when answers cannot be directly verified. A key challenge is that sophisticated agents may strategically withhold effort or information…

Computer Science and Game Theory · Computer Science 2018-05-24 Yuqing Kong , Grant Schoenebeck

While data-driven predictive models are a strictly technological construct, they may operate within a social context in which benign engineering choices entail implicit, indirect and unexpected real-life consequences. Fairness of such…

Machine Learning · Computer Science 2024-07-11 Kacper Sokol , Meelis Kull , Jeffrey Chan , Flora Salim

In various situations, decision makers face experts that may provide conflicting advice. This advice may be in the form of probabilistic forecasts over critical future events. We consider a setting where the two forecasters provide their…

Theoretical Economics · Economics 2020-02-14 Itay Kavaler , Rann Smorodinsky

A competitive market is modeled as a game of incomplete information. One player observes some payoff-relevant state and can sell (possibly noisy) messages thereof to the other, whose willingness to pay is contingent on their own beliefs. We…

Computer Science and Game Theory · Computer Science 2025-05-02 Thomas Falconer , Anubhav Ratha , Jalal Kazempour , Pierre Pinson , Maryam Kamgarpour