9 citations · 16 across the 7 of their papers we have counts for
7 papers · 1 filter
Optimal Dynamic Information Provision
Jerome Renault, Eilon Solan, Nicolas Vieille
We study a dynamic model of information provision. A state of nature evolves according to a Markov chain. An informed advisor decides how much information to provide to an uninform…
Random Stopping Times in Stopping Problems and Stopping Games
Eilon Solan, Boris Tsirelson, Nicolas Vieille
Three notions of random stopping times exist in the literature. We introduce two concepts of equivalence of random stopping times, motivated by optimal stopping problems and stoppi…
Dynamic Sender-Receiver Games
Jerome Renault, Eilon Solan, Nicolas Vieille
We consider a dynamic version of sender-receiver games, where the sequence of states follows an irreducible Markov chain observed by the sender. Under mild assumptions, we provide…
Strategic Information Exchange
Dinah Rosenberg, Eilon Solan, Nicolas Vieille
We study a class of two-player repeated games with incomplete information and informational externalities. In these games, two states are chosen at the outset, and players get priv…
Lowest Unique Bid Auctions
Marco Scarsini, Eilon Solan, Nicolas Vieille
We consider a class of auctions (Lowest Unique Bid Auctions) that have achieved a considerable success on the Internet. Bids are made in cents (of euro) and every bidder can bid as…
On the Optimal Amount of Experimentation in Sequential Decision Problems
Dinah Rosenberg, Eilon Solan, Nicolas Vieille
We provide a tight bound on the amount of experimentation under the optimal strategy in sequential decision problems. We show the applicability of the result by providing a bound o…
Perturbed Markov Chains
Eilon Solan, Nicolas Vieille
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistic…