Related papers: Optimal Stopping with Interdependent Values

We consider the prophet inequality problem for (not necessarily bipartite) matching problems with independent edge values, under both edge arrivals and vertex arrivals. We show constant-factor prophet inequalities for the case where the…

This article studies the problem of evaluating the information that a Principal lacks when establishing an incentive contract with an Agent whose effort is not observable. The Principal ("she") pays a continuous rent to the Agent ("he"),…

We study a decision-maker's problem of finding optimal monetary incentive schemes for retention when faced with agents whose participation decisions (stochastically) depend on the incentive they receive. Our focus is on policies constrained…

We consider a network of agents. Associated with each agent are her covariate and outcome. Agents influence each other's outcomes according to a certain connection/influence structure. A subset of the agents participate on a platform, and…

Most recommender systems (RS) research assumes that a user's utility can be maximized independently of the utility of the other agents (e.g., other users, content providers). In realistic settings, this is often not true---the dynamics of…

We study a natural combinatorial single-principal multi-agent contract design problem, in which a principal motivates a team of agents to exert effort toward a given task. At the heart of our model is a reward function, which maps the agent…

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…

We study a simple problem of allocating common-value goods. The designer seeks to allocate the goods to as many unit-demand agents as possible without monetary transfers, while agents, who possess partial private information about the…

This work explores a social learning problem with agents having nonidentical noise variances and mismatched beliefs. We consider an $N$-agent binary hypothesis test in which each agent sequentially makes a decision based not only on a…

We study optimal contract design for large populations of heterogeneous agents whose actions generate network spillovers represented by an interaction function. In a linear-quadratic framework, we solve the finite-agent problem and its…

Serial dictatorship is a simple mechanism for coordinating agents in solving combinatorial optimization problems according to their preferences. The most representative such problem is one-sided matching, in which a set of n agents have…

We study a dynamic non-bipartite matching problem. There is a fixed set of agent types, and agents of a given type arrive and depart according to type-specific Poisson processes. Agent departures are not announced in advance. The value of a…

We investigate the role of commitment in optimal stopping by studying all the variants between Prophet Inequality (PI) and Pandora's Box (PB). Both problems deal with a set of variables drawn from known distributions. In PI the gambler…

Modeling the preferences of agents over a set of alternatives is a principal concern in many areas. The dominant approach has been to find a single reward/utility function with the property that alternatives yielding higher rewards are…

A multiagent system may be thought of as an artificial society of autonomous software agents and we can apply concepts borrowed from welfare economics and social choice theory to assess the social welfare of such an agent society. In this…

In the classical prophet inequality, a gambler faces a sequence of items, whose values are drawn independently from known distributions. Upon the arrival of each item, its value is realized and the gambler either accepts it and the game…

From social networks to supply chains, more and more aspects of how humans, firms and organizations interact is mediated by artificial learning agents. As the influence of machine learning systems grows, it is paramount that we study how to…

We consider a multi-agent optimal resource sharing problem that is represented by a linear program. The amount of resource to be shared is fixed, and agents belong to a population that is characterized probabilistically so as to allow…

Prophet inequalities compare online stopping strategies against an omniscient "prophet" using distributional knowledge. In this work, we augment this model with a conservative prediction of the maximum realized value. We quantify the…

We consider the design of mechanisms that allocate limited resources among self-interested agents using neural networks. Unlike the recent works that leverage machine learning for revenue maximization in auctions, we consider welfare…