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Optimal Scoring Rule Design under Partial Knowledge

Chen, Yiling et al.
arXiv (All) · Papers
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computer-science-and-game-theorymachine-learningstatistics-theory
This paper studies the design of optimal proper scoring rules when the principal has partial knowledge of an agent's signal distribution. Recent work characterizes the proper scoring rules that maximize the increase of an agent's payoff when the agent chooses to access a costly signal to refine a po
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