相关论文: Optimal Dynamic Information Provision

We consider a two-road dynamic routing game where the state of one of the roads (the "risky road") is stochastic and may change over time. This generates room for experimentation. A central planner may wish to induce some of the (finite…

We consider a node-monitor pair, where the node's state varies with time. The monitor needs to track the node's state at all times; however, there is a fixed cost for each state query. So the monitor may instead predict the state using…

A well-intentioned principal provides information to a rationally inattentive agent without internalizing the agent's cost of processing information. Whatever information the principal makes available, the agent may choose to ignore some.…

We analyze the dynamic tradeoff between generating and disclosing evidence. Agents are tempted to delay investing in a new technology in order to learn from information generated by the experiences of others. This informational free-riding…

A monopolist seller of multiple goods screens a buyer whose type is initially unknown to both but drawn from a commonly known distribution. The buyer privately learns about his type via a signal. We derive the seller's optimal mechanism in…

Starting from the Avellaneda-Stoikov framework, we consider a market maker who wants to optimally set bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders she receives depend not only on…

This paper studies the optimal mechanism to motivate effort in a dynamic principal-agent model without transfers. An agent is engaged in a task with uncertain future rewards and can quit at any time. The principal knows the reward and…

We consider the problem of optimal dynamic information acquisition from many correlated information sources. Each period, the decision-maker jointly takes an action and allocates a fixed number of observations across the available sources.…

The maximization of submodular functions is an NP-Hard problem for certain subclasses of functions, for which a simple greedy algorithm has been shown to guarantee a solution whose quality is within 1/2 of the optimal. When this algorithm…

This paper studies information transmission from multiple senders who compete for the attention of a decision maker. Each sender is partially informed about the state of the world and decides how to reveal her information over time to…

I consider the monopolistic pricing of informational good. A buyer's willingness to pay for information is from inferring the unknown payoffs of actions in decision making. A monopolistic seller and the buyer each observes a private signal…

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…

We study the algorithmic problem faced by an information holder (seller) who wants to optimally sell such information to a budged-constrained decision maker (buyer) that has to undertake some action. Differently from previous, we consider…

We consider the downlink of a cellular system and address the problem of multiuser scheduling with partial channel information. In our setting, the channel of each user is modeled by a three-state Markov chain. The scheduler indirectly…

This work considers a novel information design problem and studies how the craft of payoff-relevant environmental signals solely can influence the behaviors of intelligent agents. The agents' strategic interactions are captured by an…

Active perception strategies enable an agent to selectively gather information in a way to improve its performance. In applications in which the agent does not have prior knowledge about the available information sources, it is crucial to…

I examine how a decision maker can incentivize an expert to reveal novel actions, expanding the set from which he can choose, without making ex-ante commitments regarding as-of-yet unrevealed actions. The outcomes achievable by any…

To survive in dynamic and uncertain environments, individuals must develop effective decision strategies that balance information gathering and decision commitment. Models of such strategies often prioritize either optimizing tangible…

We study a general class of dynamic multi-agent decision problems with asymmetric information and non-strategic agents, which includes dynamic teams as a special case. When agents are non-strategic, an agent's strategy is known to the other…

This paper investigates MDPs with intermittent state information. We consider a scenario where the controller perceives the state information of the process via an unreliable communication channel. The transmissions of state information…