We consider the following abstraction of competing publications. There are n players in the game. Each player i chooses a point xi in the interval [0,1], and a player's payoff is the distance from its point xi to the next larger point, or to 1 if xi is the largest. For this game, we give a...

We apply gradient strategy methods, developed in the literature on robust optimization, approachability and calibration, to develop new bounds for option prices. While this literature focuses on asymptotic performance, we provide a financial interpretation of these methods by demonstrating how...

We study a novel mechanism design model in which agents each arrive sequentially and choose one action from a set of actions with unknown rewards. The information revealed by the principal affects the incentives of the agents to explore and generate new information. We characterize the optimal...