相关论文: Making Decisions Using Sets of Probabilities: Upda…
We consider the problem of evaluating forecasts of binary events whose predictions are consumed by rational agents who take an action in response to a prediction, but whose utility is unknown to the forecaster. We show that optimizing…
Tasks that require information about the world imply a trade-off between the time spent on observation and the variance of the response. In particular, fast decisions need to rely on uncertain information. However, standard estimates of…
In a prophet inequality problem, $n$ independent random variables are presented to a gambler one by one. The gambler decides when to stop the sequence and obtains the most recent value as reward. We evaluate a stopping rule by the…
We study the interpersonal trust of a population of agents, asking whether chance may decide if a population ends up in a high trust or low trust state. We model this by a discrete time, random matching stochastic coordination game. Agents…
Finding numerical approximations to minimax regret treatment rules is of key interest. To do so when potential outcomes are in {0,1} we discretize the action space of nature and apply a variant of Robinson's (1951) algorithm for iterative…
Recommender systems utilize users' historical data to learn and predict their future interests, providing them with suggestions tailored to their tastes. Calibration ensures that the distribution of recommended item categories is consistent…
We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…
We develop an equilibrium framework that relaxes the standard assumption that people have a correctly-specified view of their environment. Each player is characterized by a (possibly misspecified) subjective model, which describes the set…
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…
We investigate the problem of continuous-time causal estimation under a minimax criterion. Let $X^T = \{X_t,0\leq t\leq T\}$ be governed by the probability law $P_{\theta}$ from a class of possible laws indexed by $\theta \in \Lambda$, and…
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…
The field of Game Theory provides a useful mechanism for modeling many decision-making scenarios. In participating in these scenarios individuals and groups adopt particular strategies, which generally perform with varying levels of…
Corrigibility of autonomous agents is an under explored part of system design, with previous work focusing on single agent systems. It has been suggested that uncertainty over the human preferences acts to keep the agents corrigible, even…
The decisions that human beings make to allocate time has significant bearing on economic output and to the sustenance of social networks. The time allocation problem motivates our formal analysis of the resource allocation game, where…
When a human receives a prediction or recommended course of action from an intelligent agent, what additional information, beyond the prediction or recommendation itself, does the human require from the agent to decide whether to trust or…
We consider a simple optimal probabilistic problem solving strategy that searches through potential solution candidates in a specific order. We are interested in what impact has interchanging the order of two solution candidates with…
We analyze, both analytically and numerically, the self-organization of a system of "selfish" adaptive agents playing an arbitrary iterated pairwise game (defined by a 2X2 payoff matrix). Examples of possible games to play are: the…
We analyze different ways of pairing agents in a bipartite matching problem, with regard to its scaling properties and to the distribution of individual ``satisfactions''. Then we explore the role of partial information and bounded…
We study interactions between agents in multi-agent systems, in which the agents are misinformed with regards to the game that they play, essentially having a subjective and incorrect understanding of the setting, without being aware of it.…
A number of attempts have been made to improve accuracy and/or scalability of the PC (Peter and Clark) algorithm, some well known (Buhlmann, et al., 2010; Kalisch and Buhlmann, 2007; 2008; Zhang, 2012, to give some examples). We add here…