Waiting Buys Exactly Two Moments: Endogenous Identification in Prediction-Driven Allocation
A planner with a fixed budget of preventive help must decide whom to help and when. Waiting reveals risk but removes intervention opportunities as higher-risk individuals leave first. We characterize this tradeoff under repeated noisy signals and risk-dependent attrition: in the canonical model, a length-$τ$ observation prefix identifies exactly the latent risk moments $m_j=\mathbb E[p^j]$ for $j=0,\ldots,2τ-1$, buying two new moments per additional period. These identify average next-period attrition among survivors but need not identify allocation welfare or attrition among those prioritized for treatment. Our observationally equivalent constructions establish unavoidable timing regret ...
| Authors | Rama AlHamidi, Rasul Khanbayov, Erchin Serpedin et al. |
|---|---|
| Primary category | cs.LG |
| Published | 16 October 2026 |
| Last updated at source | 16 October 2026 |
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