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We consider the problem of stopping a diffusion process with a payoff functional that renders the problem time-inconsistent. We study stopping decisions of naive agents who reoptimize continuously in time, as well as equilibrium strategies…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Adrien Nguyen-Huu , Xun Yu Zhou

Explanations for AI models in high-stakes domains like medicine often lack verifiability, which can hinder trust. To address this, we propose an interactive agent that produces explanations through an auditable sequence of actions. The…

Artificial Intelligence · Computer Science 2025-11-04 Yuhang Huang , Zekai Lin , Fan Zhong , Lei Liu

We study a sender-receiver model in which the receiver can commit to a decision rule before the sender determines the information policy. The decision rule can depend on the information structure chosen by the sender and the realized…

Theoretical Economics · Economics 2025-12-19 Dirk Bergemann , Tan Gan , Yingkai Li

Real-world decision-making systems operate in environments where state transitions depend not only on the agent's actions, but also on \textbf{exogenous factors outside its control}--competing agents, environmental disturbances, or…

Machine Learning · Computer Science 2026-04-20 Sourav Ganguly , Kartik Pandit , Arnob Ghosh

The tendency of repeating past choices more often than expected from the history of outcomes has been repeatedly empirically observed in reinforcement learning experiments. It can be explained by at least two computational processes:…

Neural and Evolutionary Computing · Computer Science 2024-10-28 Isabelle Hoxha , Leo Sperber , Stefano Palminteri

I study the optimal provision of information in a long-term relationship between a sender and a receiver. The sender observes a persistent, evolving state and commits to send signals over time to the receiver, who sequentially chooses…

Theoretical Economics · Economics 2023-03-20 Ian Ball

We consider a discrete-time system where a resource-constrained source (e.g., a small sensor) transmits its time-sensitive data to a destination over a time-varying wireless channel. Each transmission incurs a fixed transmission cost (e.g.,…

Machine Learning · Computer Science 2025-04-24 Zhongdong Liu , Keyuan Zhang , Bin Li , Yin Sun , Y. Thomas Hou , Bo Ji

We study how long-lived, rational agents learn in a social network. In every period, after observing the past actions of his neighbors, each agent receives a private signal, and chooses an action whose payoff depends only on the state.…

Theoretical Economics · Economics 2024-07-22 Wanying Huang , Philipp Strack , Omer Tamuz

We study the robustness of Bayesian persuasion to uncertainty about the receiver's preferences. We analyze two conceptually distinct notions: continuity, in which only the modeler lacks precise knowledge, but where the model's predictions…

Theoretical Economics · Economics 2026-05-28 Ronen Gradwohl , Fengming Hu , Rann Smorodinsky

In an unfamiliar setting, a model-based reinforcement learning agent can be limited by the accuracy of its world model. In this work, we present a novel, training-free approach to improving the performance of such agents separately from…

Machine Learning · Computer Science 2024-02-26 Martin Benfeghoul , Umais Zahid , Qinghai Guo , Zafeirios Fountas

Two mobile agents (robots) have to meet in an a priori unknown bounded terrain modeled as a polygon, possibly with polygonal obstacles. Agents are modeled as points, and each of them is equipped with a compass. Compasses of agents may be…

Computational Geometry · Computer Science 2015-05-14 Jurek Czyzowicz , David Ilcinkas , Arnaud Labourel , Andrzej Pelc

This paper concerns sequential hypothesis testing in competitive multi-agent systems where agents exchange potentially manipulated information. Specifically, a two-agent scenario is studied where each agent aims to correctly infer the true…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Aneesh Raghavan , M. Umar B. Niazi , Karl H. Johansson

We consider a dynamic model of Bayesian persuasion in which information takes time and is costly for the sender to generate and for the receiver to process, and neither player can commit to their future actions. Persuasion may totally…

Theoretical Economics · Economics 2022-10-03 Yeon-Koo Che , Kyungmin Kim , Konrad Mierendorff

Reinforcement learning in partially observable environments is typically challenging, as it requires agents to learn an estimate of the underlying system state. These challenges are exacerbated in multi-agent settings, where agents learn…

Artificial Intelligence · Computer Science 2025-04-14 Paul J. Pritz , Kin K. Leung

Marketing and product personalisation provide a prominent and visible use-case for the application of Information Retrieval methods across several business domains. Recently, agentic approaches to these problems have been gaining traction.…

Information Retrieval · Computer Science 2025-12-22 Olivier Jeunen , Schaun Wheeler

In real-world reinforcement learning (RL) systems, various forms of {\it impaired observability} can complicate matters. These situations arise when an agent is unable to observe the most recent state of the system due to latency or lossy…

Machine Learning · Computer Science 2023-10-30 Minshuo Chen , Jie Meng , Yu Bai , Yinyu Ye , H. Vincent Poor , Mengdi Wang

We design a simple reinforcement learning (RL) agent that implements an optimistic version of $Q$-learning and establish through regret analysis that this agent can operate with some level of competence in any environment. While we leverage…

Machine Learning · Computer Science 2021-07-13 Shi Dong , Benjamin Van Roy , Zhengyuan Zhou

In this paper, we study the relationship between resilience and accuracy in the resilient distributed multi-dimensional consensus problem. We consider a network of agents, each of which has a state in $\mathbb{R}^d$. Some agents in the…

Systems and Control · Electrical Eng. & Systems 2020-09-08 Waseem Abbas , Mudassir Shabbir , Jiani Li , Xenofon Koutsoukos

We study a cost sharing problem derived from bug bounty programs, where agents gain utility by the amount of time they get to enjoy the cost shared information. Once the information is provided to an agent, it cannot be retracted. The goal,…

Computer Science and Game Theory · Computer Science 2020-06-26 Mingyu Guo , Yong Yang , Muhammad Ali Babar

In the classical herding literature, agents receive a private signal regarding a binary state of nature, and sequentially choose an action, after observing the actions of their predecessors. When the informativeness of private signals is…

Probability · Mathematics 2018-07-27 Wade Hann-Caruthers , Vadim V. Martynov , Omer Tamuz