We consider the problem of revenue-optimal dynamic mechanism design in settings where agents' types evolve over time as a function of their (both public and private) experien...
Abstract—The dynamics of the survival of recruiting fish are analyzed as evolving random processes of aggregation and mortality. The analyses draw on recent advances in the phys...
Consider Alice, who is interacting with Bob. Alice and Bob have some shared secret which helps Alice identify Bob-impersonators. Now consider Eve, who knows Alice and Bob, but doe...
We introduce a new class of games, congestion games with failures (CGFs), which extends the class of congestion games to allow for facility failures. In a basic CGF (BCGF) agents ...
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...