8 citations · 21 across the 10 of their papers we have counts for
5 papers · 1 filter
Sequentially Optimal Pricing under Informational Robustness
Zihao Li, Jonathan Libgober, Xiaosheng Mu
A seller sells an object over time but is uncertain how the buyer learns their willingness-to-pay. We consider informational robustness under \textit{limited commitment}, where the…
Algorithm Design: A Fairness-Accuracy Frontier
Annie Liang, Jay Lu, Xiaosheng Mu +1
Algorithm designers increasingly optimize not only for accuracy, but also for the fairness of the algorithm across pre-defined groups. We study the tradeoff between fairness and ac…
Monotone additive statistics
Xiaosheng Mu, Luciano Pomatto, Philipp Strack +1
The expectation is an example of a descriptive statistic that is monotone with respect to stochastic dominance, and additive for sums of independent random variables. We provide a…
Background risk and small-stakes risk aversion
Xiaosheng Mu, Luciano Pomatto, Philipp Strack +1
We show that under plausible levels of background risk, no theory of choice under risk -- such as expected utility theory, prospect theory, or rank dependent utility -- can simulta…
Dynamically Aggregating Diverse Information
Annie Liang, Xiaosheng Mu, Vasilis Syrgkanis
An agent has access to multiple information sources, each of which provides information about a different attribute of an unknown state. Information is acquired continuously -- whe…