相关论文: Dynamic Information Design: A Simple Problem on Op…

In this paper, we investigate a sequential dynamic team problem consisting of two agents with a nested information structure. We use a combination of the person-by-person and prescription approach to derive structural results for optimal…

We study the optimal design of stealthy attacks against partially observed linear control systems. We first propose a novel likelihood-based detection mechanism derived from the innovation process, based on which we quantify stealthiness…

The problem is area-restricted search for targets using an autonomous mobile sensing platform. Detection is imperfect: the probability of detection depends on the range to the target, while the probability of false detections is non-zero.…

We consider how local and global decision policies interact in stopping time problems such as quickest time change detection. Individual agents make myopic local decisions via social learning, that is, each agent records a private…

Motivated by the Internet-of-things and sensor networks for cyberphysical systems, the problem of dynamic sensor activation for the tracking of a time-varying process is examined. The tradeoff is between energy efficiency, which decreases…

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

A sequential problem in decentralized detection is considered. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, observer 1 can stop and send a final binary message to…

We investigate a two-period Bayesian persuasion game, where the receiver faces a decision, akin to a one-armed bandit problem: to undertake an action, gaining noisy information and a corresponding positive or negative payoff, or to refrain.…

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…

How should an agent (the sender) observing multi-dimensional data (the state vector) persuade another agent to take the desired action? We show that it is always optimal for the sender to perform a (non-linear) dimension reduction by…

We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…

We study a dynamic model in which a principal monitors agents based on historical data of infractions. This data informs when and at what intensity to monitor; the monitoring decision, in turn, selects the collected data, shaping the…

Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…

Strategic classification studies the problem where self-interested individuals or agents manipulate their response to obtain favorable decision outcomes made by classifiers, typically turning to dishonest actions when they are less costly…

This paper examines the optimal design of information sharing in organizations. Organizational performance depends on agents adapting to uncertain external environments while coordinating their actions, where coordination incentives and…

This paper develops a dynamic programming (DP) approach for decentralized stochastic optimal control problems with delayed sharing information patterns, which exhibits the fundamental Properties of classical DP of centralized partially…

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.…

In this paper, we consider a discrete memoryless point to point channel with noisy feedback, where there is a sender with a private message that she wants to communicate to a receiver by sequentially transmitting symbols over a noisy…

Witsenhausen, in his seminal 1971 paper [1], introduced decentralized partially observable Markov decision problems (POMDPs), with multiple agents or controls operating under T-step delayed sharing information patterns. A fundamental…

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…