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Related papers: Strategic Hypothesis Testing

200 papers

In a strategy-proof mechanism, the influence of an agent may be measured as the set of outcomes an agent can bring about by varying her (reported) type. More specifically, we refer to an agent's influence on her own relevant outcomes as her…

Theoretical Economics · Economics 2025-12-12 Christian Basteck , Ulysse Lojkine

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

We study how to optimally design selection mechanisms, accounting for agents' investment incentives. A principal wishes to allocate a resource of homogeneous quality to a heterogeneous population of agents. The principal commits to a…

Theoretical Economics · Economics 2025-11-11 Victor Augias , Eduardo Perez-Richet

The Principal-Agent Theory model is widely used to explain governance role where there is a separation of ownership and control, as it defines clear boundaries between governance and executives. However, examination of recent corporate…

General Finance · Quantitative Finance 2021-05-12 Yossi Haimberg

This paper studies a dynamic model of information acquisition, in which information might be secretly manipulated. A principal must choose between a safe action with known payoff and a risky action with uncertain payoff, favoring the safe…

Theoretical Economics · Economics 2023-04-14 Raphael Boleslavsky

We introduce a game-theoretic framework to study the hypothesis testing problem, in the presence of an adversary aiming at preventing a correct decision. Specifically, the paper considers a scenario in which an analyst has to decide whether…

Information Theory · Computer Science 2013-04-09 Mauro Barni , Benedetta Tondi

We study an online learning version of the generalized principal-agent model, where a principal interacts repeatedly with a strategic agent possessing private types, private rewards, and taking unobservable actions. The agent is non-myopic,…

Machine Learning · Computer Science 2025-06-11 Yuchen Wu , Xinyi Zhong , Zhuoran Yang

An analyst observes the frequency with which an agent takes actions, but not the frequency with which she takes actions conditional on a payoff relevant state. In this setting, we ask when the analyst can rationalize the agent's choices as…

Theoretical Economics · Economics 2023-07-27 Laura Doval , Ran Eilat

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…

Theoretical Economics · Economics 2026-05-19 Guillermo Alonso Alvarez , Erhan Bayraktar , Ibrahim Ekren

Autonomous software agents operating in dynamic environments need to constantly reason about actions in pursuit of their goals, while taking into consideration norms which might be imposed on those actions. Normative practical reasoning…

Artificial Intelligence · Computer Science 2017-01-31 Zohreh Shams , Marina De Vos , Julian Padget , Wamberto W. Vasconcelos

In classic principal-agent problems such as Stackelberg games, contract design, and Bayesian persuasion, the agent best responds to the principal's committed strategy. We study repeated generalized principal-agent problems under the…

Computer Science and Game Theory · Computer Science 2025-10-22 Tao Lin , Yiling Chen

Adversarial decision-making in partially observable multi-agent systems requires sophisticated strategies for both deception and counter-deception. This paper presents a sequential hypothesis testing (SHT)-driven framework that captures the…

Optimization and Control · Mathematics 2026-04-14 Haosheng Zhou , Daniel Ralston , Xu Yang , Ruimeng Hu

A central question in multi-agent strategic games deals with learning the underlying utilities driving the agents' behaviour. Motivated by the increasing availability of large data-sets, we develop an unifying data-driven technique to…

Optimization and Control · Mathematics 2024-05-27 Anna M. Maddux , Nicolò Pagan , Giuseppe Belgioioso , Florian Dörfler

We consider a two-player dynamic information design problem between a principal and a receiver -- a game is played between the two agents on top of a Markovian system controlled by the receiver's actions, where the principal obtains and…

Computer Science and Game Theory · Computer Science 2024-03-20 Dengwang Tang , Vijay G. Subramanian

This work addresses the problem of sharing partial information within social learning strategies. In traditional social learning, agents solve a distributed multiple hypothesis testing problem by performing two operations at each instant:…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Virginia Bordignon , Vincenzo Matta , Ali H. Sayed

We consider a principal agent project selection problem with asymmetric information. There are $N$ projects and the principal must select exactly one of them. Each project provides some profit to the principal and some payoff to the agent…

Theoretical Economics · Economics 2025-04-15 Sumit Goel , Wade Hann-Caruthers

We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on value x, given that the agent makes decisions using the minimax…

Artificial Intelligence · Computer Science 2014-07-29 Peter D. Grunwald , Joseph Y. Halpern

Hypothesis testing via e-variables can be framed as a sequential betting game, where a player each round picks an e-variable. A good player's strategy results in an effective statistical test that rejects the null hypothesis as soon as…

Statistics Theory · Mathematics 2025-05-30 Eugenio Clerico

We study the mechanism design problem of selling a public good to a group of agents by a principal in the correlated private value environment. We assume the principal only knows the expectations of the agents' values, but does not know the…

Theoretical Economics · Economics 2022-01-06 Wanchang Zhang

Researchers often lack the resources to test every hypothesis of interest directly or compute test statistics comprehensively, but often possess auxiliary data from which we can compute an estimate of the experimental outcome. We introduce…

Methodology · Statistics 2025-12-16 Ziyu Xu , Catherine Wang , Larry Wasserman , Kathryn Roeder , Aaditya Ramdas