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This paper explores the behavior of present-biased agents, that is, agents who erroneously anticipate the costs of future actions compared to their real costs. Specifically, the paper extends the original framework proposed by Akerlof…

Optimization and Control · Mathematics 2021-01-01 Fedor V. Fomin , Pierre Fraigniaud , Petr A. Golovach

We study the testable implications of models of dynamically inconsistent choices when planned choices are unobservable, and thus only "on path" data is available. First, we discuss the approach in Blow, Browning and Crawford (2021), who…

Theoretical Economics · Economics 2023-07-28 Federico Echenique , Gerelt Tserenjigmid

When decision makers evaluate a sequence of rewards, they may pay more attention to larger rewards and, given attention is limited, less attention to smaller rewards. They may also become less attentive to each reward when attention is…

Theoretical Economics · Economics 2025-05-20 Zijian Zark Wang

Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…

Statistical Mechanics · Physics 2024-07-18 Samantha Linn , Sean D. Lawley

I study robust comparative statics for risk-averse subjective expected utility (SEU) maximizers. Starting with a finite menu of actions totally ordered by sensitivity to risk, I identify the transformations of her menu that lead a…

Theoretical Economics · Economics 2025-05-27 Mark Whitmeyer

Asynchrony, overlaps and delays in sensory-motor signals introduce ambiguity as to which stimuli, actions, and rewards are causally related. Only the repetition of reward episodes helps distinguish true cause-effect relationships from…

Neural and Evolutionary Computing · Computer Science 2014-09-10 Andrea Soltoggio

In many situations people make sequences of similar, but unrelated decisions. Such decision sequences are prevalent in many important contexts including judicial judgments, loan approvals, college admissions, and athletic competitions. A…

General Economics · Economics 2024-08-13 Katja Bergonzoli , Laurent Bieri , Dominic Rohner , Christian Zehnder

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

Econometrics · Economics 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter

We study the impact of learning on the optimal policy and the time-to-decision in an infinite-horizon Bayesian sequential decision model with two irreversible alternatives, exit and expansion. In our model, a firm undertakes a small-scale…

Optimization and Control · Mathematics 2019-01-15 H. Dharma Kwon , Steven A. Lippman

Snapshots of "best" (or "worst") experience are known to dominate human memory and may thus also have a significant effect on future behaviour. We consider here a model of repeated decision-making where, at every time step, an agent takes…

Statistical Mechanics · Physics 2022-02-18 Evangelos Mitsokapas , Rosemary J. Harris

We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…

Methodology · Statistics 2015-03-11 Miroslav Dudík , Dumitru Erhan , John Langford , Lihong Li

The problem of scheduling with testing in the framework of explorable uncertainty models environments where some preliminary action can influence the duration of a task. In the model, each job has an unknown processing time that can be…

Data Structures and Algorithms · Computer Science 2021-08-20 Susanne Albers , Alexander Eckl

An agent choosing between various actions tends to take the one with the lowest cost. But this choice is arguably too rigid (not adaptive) to be useful in complex situations, e.g., where exploration-exploitation trade-off is relevant in…

Data Analysis, Statistics and Probability · Physics 2018-12-04 Armen E. Allahverdyan , Aram Galstyan , Ali E. Abbas , Zbigniew R. Struzik

We investigate how the choice of decision makers can be varied under the presence of risk and uncertainty. Our analysis is based on the approach we have previously applied to individual decision makers, which we now generalize to the case…

Physics and Society · Physics 2014-09-03 V. I. Yukalov , D. Sornette

Partnering with a large online retailer, we consider the problem of sending daily personalized promotions to a userbase of over 20 million customers. We propose an efficient policy for determining, every day, the promotion that each…

Computer Science and Game Theory · Computer Science 2026-01-01 Jackie Baek , Will Ma , Dmitry Mitrofanov

Procyclicality of historical risk measure estimation means that one tends to over-estimate future risk when present realized volatility is high and vice versa under-estimate future risk when the realized volatility is low. Out of it…

Risk Management · Quantitative Finance 2020-01-03 Marcel Bräutigam , Marie Kratz

A sender persuades a strategically naive decisionmaker (DM) by committing privately to an experiment. Sender's choice of experiment is unknown to the DM, who must form her posterior beliefs nonparametrically by applying some learning rule…

Theoretical Economics · Economics 2025-11-10 Arnav Sood , James Best

This paper compares statistical experiments in discounted problems, ranging from the simplest ones where the state is fixed and the flow of information exogenous to more complex ones, where the decision-maker controls the flow of…

Theoretical Economics · Economics 2025-04-08 Ludovic Renou , Xavier Venel

We investigate a value-maximizing problem incorporating a human behavior pattern: present-biased-ness, for a firm which navigates strategic decisions encompassing earning retention/payout and capital injection policies, within the framework…

Optimization and Control · Mathematics 2024-01-30 Kaixin Yan , Wenyuan Wang , Jinxia Zhu

When a new product or technology is introduced, potential consumers can learn its quality by trying the product, at a risk, or by letting others try it and free-riding on the information that they generate. We propose a dynamic game to…

Economics · Quantitative Finance 2017-06-27 Matt V. Leduc , Matthew O. Jackson , Ramesh Johari
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