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Related papers: Prophets Inequalities with Uncertain Acceptance

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This paper studies a risk-sensitive decision-making problem under uncertainty. It considers a decision-making process that unfolds over a fixed number of stages, in which a decision-maker chooses among multiple alternatives, some of which…

Optimization and Control · Mathematics 2026-01-07 Chung-Han Hsieh , Yi-Shan Wong

We address the fundamental problem of selection under uncertainty by modeling it from the perspective of Bayesian persuasion. In our model, a decision maker with imperfect information always selects the option with the highest expected…

Computer Science and Game Theory · Computer Science 2024-10-16 Siddhartha Banerjee , Kamesh Munagala , Yiheng Shen , Kangning Wang

We consider an atomic congestion game in which each player $i$ participates in the game with an exogenous and known probability $p_{i}\in(0,1]$, independently of everybody else, or stays out and incurs no cost. We compute the parameterized…

Computer Science and Game Theory · Computer Science 2024-08-13 Roberto Cominetti , Marco Scarsini , Marc Schröder , Nicolás Stier-Moses

In the prophet secretary problem, $n$ values are drawn independently from known distributions, and presented in a uniformly random order. A decision-maker must accept or reject each value when it is presented, and may accept at most $k$…

Computer Science and Game Theory · Computer Science 2022-06-09 Nick Arnosti , Will Ma

The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most…

Data Structures and Algorithms · Computer Science 2018-03-20 Soheil Ehsani , MohammadTaghi Hajiaghayi , Thomas Kesselheim , Sahil Singla

We consider decision problems under uncertainty where the options available to a decision maker and the resulting outcome are related through a causal mechanism which is unknown to the decision maker. We ask how a decision maker can learn…

Artificial Intelligence · Computer Science 2018-07-04 M. Gonzalez-Soto , L. E. Sucar , H. J. Escalante

It is shown that in the case of a single decision maker who optimizes several possibly conflicting objectives, the amount of information available in preference relations among pairs of possible decisions, when compared with all other…

Optimization and Control · Mathematics 2007-05-23 Elemer E Rosinger

Ambiguity-averse decision makers typically dislike not only the presence of ambiguous events but also their increase, contrary to what standard ambiguity models predict. We axiomatically study such a decision maker. She avoids ex ante…

Theoretical Economics · Economics 2026-05-25 Yutaro Akita , Kensei Nakamura

Various measures can be used to estimate bias or unfairness in a predictor. Previous work has already established that some of these measures are incompatible with each other. Here we show that, when groups differ in prevalence of the…

Applications · Statistics 2017-09-13 Thomas Miconi

In many real-world applications, a model provider provides probabilistic forecasts to downstream decision-makers who use them to make decisions under diverse payoff objectives. The provider may have access to multiple predictive models,…

Machine Learning · Computer Science 2026-02-03 Yiding Feng , Liuhan Qian , Wei Tang

Motivated by applications in cyber security, we develop a simple game model for describing how a learning agent's private information influences an observing agent's inference process. The model describes a situation in which one of the…

Computer Science and Game Theory · Computer Science 2019-09-16 Erik Miehling , Roy Dong , Cédric Langbort , Tamer Başar

In Bayesian online settings, every element has a value that is drawn from a known underlying distribution, which we refer to as the element's identity. The elements arrive sequentially. Upon the arrival of an element, its value is revealed,…

Computer Science and Game Theory · Computer Science 2024-02-28 Tomer Ezra , Michal Feldman , Zhihao Gavin Tang

Explainability and uncertainty quantification are key to trustable artificial intelligence. However, the reasoning behind uncertainty estimates is generally left unexplained. Identifying the drivers of uncertainty complements explanations…

Machine Learning · Computer Science 2025-05-13 Pascal Iversen , Simon Witzke , Katharina Baum , Bernhard Y. Renard

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell

Prophet inequalities and secretary problems have been extensively studied in recent years due to their elegance, connections to online algorithms, stochastic optimization, and mechanism design problems in game theoretic settings. Rubinstein…

Data Structures and Algorithms · Computer Science 2021-07-09 Chandra Chekuri , Vasilis Livanos

We discuss voting scenarios in which the set of voters (agents) and the set of alternatives are the same; that is, voters select a single representative from among themselves. Such a scenario happens, for instance, when a committee selects…

Computer Science and Game Theory · Computer Science 2019-07-23 Yakov Babichenko , Oren Dean , Moshe Tennenholtz

If uncertainty is modelled by a probability measure, decisions are typically made by choosing the option with the highest expected utility. If an imprecise probability model is used instead, this decision rule can be generalised in several…

Artificial Intelligence · Computer Science 2020-03-27 Jasper De Bock

In this paper we introduce the hiring under uncertainty problem to model the questions faced by hiring committees in large enterprises and universities alike. Given a set of $n$ eligible candidates, the decision maker needs to choose the…

Data Structures and Algorithms · Computer Science 2019-05-08 Manish Raghavan , Manish Purohit , Sreenivas Gollupadi

Many policies allocate harms or benefits that are uncertain in nature: they produce distributions over the population in which individuals have different probabilities of incurring harm or benefit. Comparing different policies thus involves…

Computers and Society · Computer Science 2021-03-11 Hoda Heidari , Solon Barocas , Jon Kleinberg , Karen Levy

In various situations, decision makers face experts that may provide conflicting advice. This advice may be in the form of probabilistic forecasts over critical future events. We consider a setting where the two forecasters provide their…

Theoretical Economics · Economics 2020-02-14 Itay Kavaler , Rann Smorodinsky
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