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Olivier Massicot

Publications and source records attributed to Olivier Massicot.

4 recordsLinked to original sources

Empirical coordination in the finite blocklength regime: an achievability result---Extended version

Empirical coordination offers a way to understand how agents can coordinate actions under communication constraints. This paper investigates the finite blocklength regime of this problem, where the encoder and decoder aim to produce a sequence of action pairs that is jointly typical with respect to a target distribution. Adopting Shannon's random coding argument and leveraging the method of types, we analyze the average performance of a random codebook to establish an achievability result. The resulting bound on the optimal rate is presented both in exact form and as an asymptotic expansion, aligning with the prevailing characterizations in the finite blocklength literature. This work extends finite blocklength analysis to the empirical coordination setting, complementing existing results on strong coordination.

cs.IT↗

Almost-Bayesian Quadratic Persuasion (Extended Version)

In this article, we relax the Bayesianity assumption in the now-traditional model of Bayesian Persuasion introduced by Kamenica & Gentzkow. Unlike preexisting approaches -- which have tackled the possibility of the receiver (Bob) being non-Bayesian by considering that his thought process is not Bayesian yet known to the sender (Alice), possibly up to a parameter -- we let Alice merely assume that Bob behaves 'almost like' a Bayesian agent, in some sense, without resorting to any specific model. Under this assumption, we study Alice's strategy when both utilities are quadratic and the prior is isotropic. We show that, contrary to the Bayesian case, Alice's optimal response may not be linear anymore. This fact is unfortunate as linear policies remain the only ones for which the induced belief distribution is known. What is more, evaluating linear policies proves difficult except in particular cases, let alone finding an optimal one. Nonetheless, we derive bounds that prove linear policies are near-optimal and allow Alice to compute a near-optimal linear policy numerically. With this solution in hand, we show that Alice shares less information with Bob as he departs more from Bayesianity, much to his detriment.

cs.GT↗

On Network Congestion Reduction Using Public Signals Under Boundedly Rational User Equilibria (Full Version)

Boundedly Rational User Equilibria (BRUE) capture situations where all agents on a transportation network are electing the fastest option up to some time indifference, and serve as a relaxation of User Equilibria (UE), where each agent exactly minimizes their travel time. We study how the social cost under BRUE departs from that of UE in the context of static demand and stochastic costs, along with the implications of BRUE on the optimal signaling scheme of a benevolent central planner. We show that the average excess time is sublinear in the maximum time indifference of the agents, though such aggregate may hide disparity between populations and the sublinearity constant depends on the topology of the network. Regarding the design of public signals, even though in the limit where agents are totally indifferent, it is optimal to not reveal any information, there is in general no trend in how much information is optimally disclosed to agents. What is more, an increase in information disclosed may either harm or benefit agents as a whole.

cs.GT↗

On-line Non-Convex Constrained Optimization

Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the tracking of local optima by considering an ordinary differential equation (ODE). We then derive an efficient algorithm based on a predictor-corrector method, to track the ODE solution.

math.OC↗