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

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

This paper considers the problem of state tracking with observation control for a particular class of dynamical systems. The system state evolution is described by a discrete-time, finite-state Markov chain, while the measurement process is…

During an epidemic, the information available to individuals in the society deeply influences their belief of the epidemic spread, and consequently the preventive measures they take to stay safe from the infection. In this paper, we develop…

We consider a dynamic Bayesian persuasion setting where a single long-lived sender persuades a stream of ``short-lived'' agents (receivers) by sharing information about a payoff-relevant state. The state transitions are Markovian and the…

This article studies the problem of evaluating the information that a Principal lacks when establishing an incentive contract with an Agent whose effort is not observable. The Principal ("she") pays a continuous rent to the Agent ("he"),…

Trajectory optimization of sensing robots to actively gather information of targets has received much attention in the past. It is well-known that under the assumption of linear Gaussian target dynamics and sensor models the stochastic…

We study the problem of dynamic spectrum sensing and access in cognitive radio systems as a partially observed Markov decision process (POMDP). A group of cognitive users cooperatively tries to exploit vacancies in primary (licensed)…

This paper introduces a heuristic framework for the Best Secretary Problem, where one item must be selected using rank information only. We develop five data-responsive rules extending classical fixed-cutoff methods: an expected-record…

We study a game of strategic information design between a sender, who chooses state-dependent information structures, a mediator who can then garble the signals generated from these structures, and a receiver who takes an action after…

This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…

This paper addresses the problem of online learning in a dynamic setting. We consider a social network in which each individual observes a private signal about the underlying state of the world and communicates with her neighbors at each…

This paper proposes a practical successive decoding scheme with finite levels for the finite-state Markov channels where there is no a priori state information at the transmitter or the receiver. The design employs either a random…

We consider a queue with an unobservable backlog by the incoming users. There is an information designer that observes the queue backlog and makes recommendations to the users arriving at the queue whether to join or not to join the queue.…

We study mechanism design when a designer repeatedly uses a fixed mechanism to interact with strategic agents who learn from observing their allocations. We introduce a static framework, calibrated mechanism design, requiring mechanisms to…

We study the information-theoretic limits of joint communication and sensing when the sensing task is modeled as the estimation of a discrete channel state fixed during the transmission of an entire codeword. This setting captures scenarios…

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

We consider the problem of sharing correlated data under a perfect information-theoretic privacy constraint. We focus on redaction (erasure) mechanisms, in which data are either withheld or released unchanged, and measure utility by the…

This paper analyzes the information disclosure problems originated in economics through the lens of information theory. Such problems are radically different from the conventional communication paradigms in information theory since they…

Information relaxation and duality in Markov decision processes have been studied recently by several researchers with the goal to derive dual bounds on the value function. In this paper we extend this dual formulation to controlled Markov…

We present a continuous-time contract whereby a top-level player can incentivize a hierarchy of players below him to act in his best interest despite only observing the output of his direct subordinate. This paper extends Sannikov's…