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Related papers: Moral Hazard in Delegated Bayesian Persuasion

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We study the problem of a principal who wants to influence an agent's observable action, subject to an ex-post budget. The agent has a private type determining their cost function. This paper endogenizes the value of the resource driving…

Theoretical Economics · Economics 2024-04-25 Nicole Immorlica , Nicholas Wu , Brendan Lucier

Decentralized machine learning often relies on outsourcing computations, such as gradient evaluations, to untrusted worker nodes. Existing robust aggregation methods can mitigate malicious behavior under honest-majority assumptions, but may…

Machine Learning · Computer Science 2026-05-11 Hanzaleh Akbari Nodehi , Parsa Moradi , Soheil Mohajer , Mohammad Ali Maddah-Ali

Bayesian doubly robust (DR) causal inference faces a fundamental dilemma: joint modeling of outcome and propensity score suffers from the feedback problem where outcome information contaminates propensity score estimation, while two-step…

Methodology · Statistics 2026-01-05 Shunichiro Orihara , Tomotaka Momozaki , Shonosuke Sugasawa

I study dynamic contracting where Sender privately observes a Markovian state and seeks to motivate Receiver, who acts. Sender provides incentives in two ways: payments, which alter payoffs ex-post, and (Bayesian) persuasion, which shapes…

Theoretical Economics · Economics 2026-05-22 Daniel Luo

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

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

We study an optimal process control problem with multiple assignable causes. The process is initially in-control but is subject to random transition to one of multiple out-of-control states due to assignable causes. The objective is to find…

Optimization and Control · Mathematics 2012-12-12 Jue Wang , Chi-Guhn Lee

We study sequential social learning with endogenous information acquisition when agents have a taste for nonconformity. Each agent observes predecessors' actions, chooses whether to acquire a private signal (and its precision), and then…

Theoretical Economics · Economics 2026-01-05 Georgy Lukyanov , Vasilii Ivanik

In the conventional principal-agent problem, a principal delegates a task to an agent and formulates a contract to incentivize the agent's actions on behalf of the principal. However, this framework overlooks the information that is…

Computer Science and Game Theory · Computer Science 2026-04-20 Yirui Zhang , Zhixuan Fang

We present a study on a repeated delegated choice problem, which is the first to consider an online learning variant of Kleinberg and Kleinberg, EC'18. In this model, a principal interacts repeatedly with an agent who possesses an exogenous…

Computer Science and Game Theory · Computer Science 2024-02-15 MohammadTaghi Hajiaghayi , Mohammad Mahdavi , Keivan Rezaei , Suho Shin

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

This paper investigates a Pareto optimal insurance problem, where the insured maximizes her rank-dependent utility preference and the insurer is risk neutral and employs the mean-variance premium principle. To eliminate potential moral…

Risk Management · Quantitative Finance 2022-08-03 Zuo Quan Xu

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 delegation problem, a principal P with commitment power tries to pick one out of $n$ options. Each option is drawn independently from a known distribution. Instead of inspecting the options herself, P delegates the information…

Computer Science and Game Theory · Computer Science 2022-03-03 Pirmin Braun , Niklas Hahn , Martin Hoefer , Conrad Schecker

We study a continuous time contracting model in which a principal hires a risk averse agent to manage a project over a finite horizon and provides sequential payments whose timing is endogenously determined. The resulting nonzero-sum…

Theoretical Economics · Economics 2025-12-01 Guillermo Alonso Alvarez , Ibrahim Ekren , Liwei Huang

Hierarchical decision problems are often modeled as bilevel programs in which a leader commits to a policy and a follower responds optimally. When the follower's optimal response is nonunique, or when only near-optimal follower behavior can…

Optimization and Control · Mathematics 2026-05-19 Jiguang Yu

When organisations adopt commercial AI systems for decision support, they inherit value judgements embedded by vendors that are neither transparent nor renegotiable. The governance puzzle is not whether AI can support decisions but which…

Artificial Intelligence · Computer Science 2026-03-24 Taejin Park

We study misspecified Bayesian learning in principal-agent relationships, where an agent is assessed by an evaluator and rewarded by the market. The agent's outcome depends on their innate ability, costly effort -- whose effectiveness is…

Theoretical Economics · Economics 2025-12-02 Federico Echenique , Anqi Li

We analyze the delegation of pricing by participants, representing firms, to a collusive, self-learning algorithm in a repeated Bertrand experiment. In the baseline treatment, participants set prices themselves. In the other treatments,…

General Economics · Economics 2025-11-03 Hans-Theo Normann , Nina Rulié , Olaf Stypa , Tobias Werner

In bipartite matching problems, agents on two sides of a graph want to be paired according to their preferences. The stability of a matching depends on these preferences, which in uncertain environments also reflect agents' beliefs about…

Computer Science and Game Theory · Computer Science 2025-11-10 Jonathan Shaki , Jiarui Gan , Sarit Kraus