We consider a dynamic pricing problem where a firm sells one item to a single buyer in order to maximize expected revenues. The firm commits to a price function over an infinite horizon. The buyer arrives at some random time with a private value for the item. He is more impatient than the seller...

Dynamic resource allocation problems arise under a variety of settings and have been studied across disciplines such as Operations Research and Computer Science. The present paper introduces a unifying model for a very large class of dynamic optimization problems, that we call dynamic resource...

Consider a sender and a receiver as two distant nodes in a network. The sender wishes to transmit a secret to the receiver, but faces an adversary controlling an unknown set of nodes. We characterize the directed networks for which there exist \epilson-secret and \epsilon-strongly secure...

We study a two-person zero-sum game where players simultaneously choose sequences of actions, and the overall payoff is the average of a one-shot payoff over the joint sequence. We consider the maxmin value of the game played in pure strategies by boundedly rational players and model bounded...

We study infinitely repeated anonymous random matching games played by communities of players, who only observe the outcomes of their own matches. It is well known that cooperation can be sustained in equilibrium for the prisoner's dilemma (PD) through grim trigger strategies. Little is known...