Strategic Experimentation with Private Payoffs

Fuente: arXiv
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Hauptverfasser: Renault, Jérôme, Solan, Eilon, Vieille, Nicolas
Format: Preprint
Veröffentlicht: 2025
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author Renault, Jérôme
Solan, Eilon
Vieille, Nicolas
author_facet Renault, Jérôme
Solan, Eilon
Vieille, Nicolas
contents We study a strategic experimentation game with exponential bandits, in which experiment outcomes are private. The equilibrium amount of experimentation is always higher than in the benchmark case where experiment outcomes are publicly observed. In addition, for pure equilibria, the equilibrium amount of experimentation is at least socially optimal, and possibly higher. We provide a tight bound on the degree of over-experimentation. The analysis rests on a new form of encouragement effect, according to which a player may hide the absence of a success to encourage future experimentation by the other player, which incentivizes current experimentation.
format Preprint
id arxiv_https___arxiv_org_abs_2512_06180
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Strategic Experimentation with Private Payoffs
Renault, Jérôme
Solan, Eilon
Vieille, Nicolas
Computer Science and Game Theory
Optimization and Control
91A25, 91A05
We study a strategic experimentation game with exponential bandits, in which experiment outcomes are private. The equilibrium amount of experimentation is always higher than in the benchmark case where experiment outcomes are publicly observed. In addition, for pure equilibria, the equilibrium amount of experimentation is at least socially optimal, and possibly higher. We provide a tight bound on the degree of over-experimentation. The analysis rests on a new form of encouragement effect, according to which a player may hide the absence of a success to encourage future experimentation by the other player, which incentivizes current experimentation.
title Strategic Experimentation with Private Payoffs
topic Computer Science and Game Theory
Optimization and Control
91A25, 91A05
url https://arxiv.org/abs/2512.06180