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I consider the monopolistic pricing of informational good. A buyer's willingness to pay for information is from inferring the unknown payoffs of actions in decision making. A monopolistic seller and the buyer each observes a private signal…

Theoretical Economics · Economics 2018-10-18 Weijie Zhong

A sender with private preferences would like to influence a receiver's action by providing information through a statistical test. The technology for information production is controlled by a monopolist intermediary, who offers a menu of…

Theoretical Economics · Economics 2025-02-18 Raphael Boleslavsky , Aaron Kolb

How does competition in markets for information affect the creation and division of surplus? We study this question in a search environment in which an agent searches sequentially for a high-quality good and learns about the quality of…

Theoretical Economics · Economics 2026-05-26 Teddy Mekonnen , Bobak Pakzad-Hurson

A decision maker is choosing between an active action (e.g., purchase a house, invest certain stock) and a passive action. The payoff of the active action depends on the buyer's private type and also an unknown state of nature. An…

Computer Science and Game Theory · Computer Science 2021-10-29 Shuze Liu , Weiran Shen , Haifeng Xu

We introduce \emph{informational punishment} to the design of mechanisms that compete with an exogenous status quo mechanism: Players can send garbled public messages with some delay, and others cannot commit to ignoring them. Optimal…

Theoretical Economics · Economics 2023-04-04 Benjamin Balzer , Johannes Schneider

A sender flexibly acquires evidence--which she may pay a third party to certify--to disclose to a receiver. When evidence acquisition is overt, the receiver observes the evidence gathering process irrespective of whether its outcome is…

Theoretical Economics · Economics 2022-08-10 Mark Whitmeyer , Kun Zhang

This paper studies mechanism design environments in which the designer does not know the distribution of agents' private information a priori and instead learns from agents' behavior induced by the mechanism itself. We formalize a notion of…

Theoretical Economics · Economics 2026-03-16 Zhiming Feng , Qingmin Liu

We consider a market of risky financial assets whose participants are an informed trader, a representative uninformed trader, and noisy liquidity providers. We prove the existence of a market-clearing equilibrium when the insider…

Trading and Market Microstructure · Quantitative Finance 2025-04-02 Michail Anthropelos , Scott Robertson

When multiple informative equilibria are possible in a general cheap talk game, how much information can a principal guarantee herself? To answer this question, I define the notion of worst-case implementation-implementation via the worst…

Theoretical Economics · Economics 2026-02-17 Andrei Iakovlev

Choosing a hard-to-guess secret is a prerequisite in many security applications. Whether it is a password for user authentication or a secret key for a cryptographic primitive, picking it requires the user to trade-off usability costs with…

Computer Science and Game Theory · Computer Science 2015-05-12 MHR Khouzani , Piotr Mardziel , Carlos Cid , Mudhakar Srivatsa

We study mechanism design settings where the planner has an interest in agents receiving noisy signals about the types of other agents. We show that additional information about other agents can eliminate undesired equilibria, making it…

Theoretical Economics · Economics 2025-06-24 Eric Yan

Ad exchanges, i.e., platforms where real-time auctions for ad impressions take place, have developed sophisticated technology and data ecosystems to allow advertisers to target users, yet advertisers may not know which sites their ads…

General Economics · Economics 2020-12-03 Sıla Ada , Nadia Abou Nabout , Elea McDonnell Feit

I study repeated communication games between a patient sender and a sequence of receivers. The sender has persistent private information about his psychological cost of lying, and in every period, can privately observe the realization of an…

Theoretical Economics · Economics 2020-06-16 Harry Pei

In a multi-party machine learning system, different parties cooperate on optimizing towards better models by sharing data in a privacy-preserving way. A major challenge in learning is the incentive issue. For example, if there is…

Multiagent Systems · Computer Science 2020-08-11 Mengjing Chen , Yang Liu , Weiran Shen , Yiheng Shen , Pingzhong Tang , Qiang Yang

Reinforcement learning (RL) is inspired by the way human infants and animals learn from the environment. The setting is somewhat idealized because, in actual tasks, other agents in the environment have their own goals and behave adaptively…

Computer Science and Game Theory · Computer Science 2023-10-31 Yue Lin , Wenhao Li , Hongyuan Zha , Baoxiang Wang

In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

Computer Science and Game Theory · Computer Science 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

A seller sells an object over time but is uncertain how the buyer learns their willingness-to-pay. We consider informational robustness under \textit{limited commitment}, where the seller offers a price \textit{each period} to maximize…

Theoretical Economics · Economics 2025-09-10 Zihao Li , Jonathan Libgober , Xiaosheng Mu

In mechanism design theory, agents' types are described as their private information, and the designer may reveal some public information to affect agents' types in order to obtain more payoffs. Traditionally, each agent's private type and…

Theoretical Economics · Economics 2023-12-20 Haoyang Wu

We study a natural competitive-information-design strategic variant for the celebrated Pandora's Box problem (Weitzman, 1979), where each box is associated with a strategic information sender who can design what information about the box's…

Computer Science and Game Theory · Computer Science 2025-02-25 Bolin Ding , Yiding Feng , Chien-Ju Ho , Wei Tang , Haifeng Xu

In this work, we proposed a new $N$-person game in which the players can bet on two options, for example represented by two boxers. Some of the players have privileged information about the boxers and part of them can provide this…

Statistical Mechanics · Physics 2018-04-04 Roberto da Silva , Henrique A. Fernandes
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