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This paper presents an empirical investigation of the relation between decision speed and decision quality for a real-world setting of cognitively-demanding decisions in which the timing of decisions is endogenous: professional chess.…

General Economics · Economics 2022-01-27 Uwe Sunde , Dainis Zegners , Anthony Strittmatter

Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…

Econometrics · Economics 2020-10-23 Ben Deaner

We develop a Bayesian model for decision-making under time pressure with endogenous information acquisition. In our model, the decision maker decides when to observe (costly) information by sampling an underlying continuous-time stochastic…

Artificial Intelligence · Computer Science 2016-10-25 Ahmed M. Alaa , Mihaela van der Schaar

Confirmation bias is a cognitive bias that adversely affects management decisions, and mathematical modelling is an aid to its detailed understanding. Bias in opinion update about the value of a parameter is modelled here assuming that…

Other Statistics · Statistics 2022-02-08 Rose D Baker

In continuous-choice settings, consumers decide not only on whether to purchase a product, but also on how much to purchase. Thus, firms optimize a full price schedule rather than a single price point. This paper provides a methodology to…

General Economics · Economics 2024-08-13 Soheil Ghili , Russ Yoon

We extend well-known comparative results under expected utility to models of non-expected utility by providing novel conditions on local utility functions. We illustrate how our results parallel, and are distinct from, existing results for…

Theoretical Economics · Economics 2026-01-16 Collin Raymond , Yangwei Song

In causal inference, and specifically in the \textit{Causes of Effects} problem, one is interested in how to use statistical evidence to understand causation in an individual case, and so how to assess the so-called {\em probability of…

Methodology · Statistics 2018-10-23 Fabio Corradi , Monica Musio

Information from preceding trials of cognitive tasks can bias performance in the current trial, a phenomenon referred to as interference. Subjects performing visual working memory tasks exhibit interference in their trial-to-trial response…

Neurons and Cognition · Quantitative Biology 2017-07-25 Zachary P Kilpatrick

Decisions in organizations are about evaluating alternatives and choosing the one that would best serve organizational goals. To the extent that the evaluation of alternatives could be formulated as a predictive task with appropriate…

Human-Computer Interaction · Computer Science 2022-06-30 Charles Wan , Rodrigo Belo , Leid Zejnilović

We ask if participants in a choice experiment with repeated presentation of the same menus and no feedback provision: (i) exhibit overall behaviour that is consistent with ordinal and expected utility theory under *weak* preferences; (ii)…

General Economics · Economics 2025-12-02 Thomas Dohmen , Georgios Gerasimou

We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…

Machine Learning · Computer Science 2020-06-19 Priyank Agrawal , Theja Tulabandhula

Time-consistency is an essential requirement in risk sensitive optimal control problems to make rational decisions. An optimization problem is time consistent if its solution policy does not depend on the time sequence of solving the…

Optimization and Control · Mathematics 2015-03-26 Yinlam Chow , Marco Pavone

Experiments on decision making under uncertainty are known to display a classical pattern of risk aversion and risk seeking referred to as "fourfold pattern" (or "reflection effect") , but recent experiments varying the speed and order of…

Neurons and Cognition · Quantitative Biology 2024-01-17 Francesco Fumarola , Lukasz Kusmierz , Ronald B. Dekker

We study the experimentation dynamics of a decision maker (DM) in a two-armed bandit setup (Bolton and Harris (1999)), where the agent holds ambiguous beliefs regarding the distribution of the return process of one arm and is certain about…

Theoretical Economics · Economics 2021-04-02 Farzad Pourbabaee

This paper studies a class of consensus dynamics where the interactions between agents are affected by a time-varying unknown scaling factor. This situation is encountered in the control of robotic fleets over a wireless network or in…

Systems and Control · Electrical Eng. & Systems 2025-11-14 Zoltan Nagy , Irinel-Constantin Morarescu , Lucian Busoniu

Discontinuities can be fairly arbitrary but also cause a significant impact on outcomes in larger systems. Indeed, their arbitrariness is why they have been used to infer causal relationships among variables in numerous settings. Regression…

Information Theory · Computer Science 2023-12-29 Ibtihal Ferwana , Suyoung Park , Ting-Yi Wu , Lav R. Varshney

An important but understudied question in economics is how people choose when facing uncertainty in the timing of events. Here we study preferences over time lotteries, in which the payment amount is certain but the payment time is…

Theoretical Economics · Economics 2021-08-20 Yonatan Berman , Mark Kirstein

Agents that learn to select optimal actions represent a prominent focus of the sequential decision-making literature. In the face of a complex environment or constraints on time and resources, however, aiming to synthesize such an optimal…

Machine Learning · Computer Science 2021-06-23 Dilip Arumugam , Benjamin Van Roy

Agents' learning from feedback shapes economic outcomes, and many economic decision-makers today employ learning algorithms to make consequential choices. This note shows that a widely used learning algorithm, $\varepsilon$-Greedy, exhibits…

Machine Learning · Computer Science 2023-12-13 Andreas Haupt , Aroon Narayanan

We designed and ran an experiment to test how often people's choices are reversed by others' recommendations when facing different levels of confirmation and conformity pressures. In our experiment participants were first asked to provide…

Computers and Society · Computer Science 2011-08-30 Haiyi Zhu , Bernardo A. Huberman , Yarun Luon