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We introduce a strategic behavior in reinsurance bilateral transactions, where agents choose the risk preferences they will appear to have in the transaction. Within a wide class of risk measures, we identify agents' strategic choices to a…

Risk Management · Quantitative Finance 2020-03-19 Michail Anthropelos , Tim J. Boonen

Seamlessly interacting with humans or robots is hard because these agents are non-stationary. They update their policy in response to the ego agent's behavior, and the ego agent must anticipate these changes to co-adapt. Inspired by humans,…

Robotics · Computer Science 2020-11-16 Annie Xie , Dylan P. Losey , Ryan Tolsma , Chelsea Finn , Dorsa Sadigh

As the rapid proliferation of AI systems and harms spurs efforts in AI governance around the world, prioritizing among competing policy options has become increasingly challenging for policymakers and researchers. We introduce a methodology…

Computers and Society · Computer Science 2026-05-28 Julia Barnett , Kimon Kieslich , Natali Helberger , Nicholas Diakopoulos

Visuomotor policies trained via imitation learning are capable of performing challenging manipulation tasks, but are often extremely brittle to lighting, visual distractors, and object locations. These vulnerabilities can depend…

We derive an optimal strategy in the popular Deal or No Deal game show. Q-learning quantifies the continuation value inherent in sequential decision making and we use this to analyze contestants risky choices. Given their choices and…

Applications · Statistics 2011-10-06 Laszlo Korsos , Nicholas G. Polson

The transition from defined benefit to defined contribution pension plans shifts the responsibility for saving toward retirement from governments and institutions to the individuals. Determining optimal saving and investment strategy for…

Portfolio Management · Quantitative Finance 2022-06-14 Fatih Ozhamaratli , Paolo Barucca

We run experimental asset markets to investigate the emergence of excess trading and the occurrence of synchronised trading activity leading to crashes in the artificial markets. The market environment favours early investment in the risky…

General Finance · Quantitative Finance 2015-12-14 Joao da Gama Batista , Domenico Massaro , Jean-Philippe Bouchaud , Damien Challet , Cars Hommes

Agentic AIs $-$ AIs that are capable and permitted to undertake complex actions with little supervision $-$ mark a new frontier in AI capabilities and raise new questions about how to safely create and align such systems with users,…

Computers and Society · Computer Science 2024-10-04 Hayley Clatterbuck , Clinton Castro , Arvo Muñoz Morán

We consider a dynamic pricing problem for repeated contextual second-price auctions with multiple strategic buyers who aim to maximize their long-term time discounted utility. The seller has limited information on buyers' overall demand…

Machine Learning · Computer Science 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang

A population of committees of agents that learn by using neural networks is implemented to simulate the stock market. Each committee of agents, which is regarded as a player in a game, is optimised by continually adapting the architecture…

Multiagent Systems · Computer Science 2007-05-23 T. Marwala , P. De Wilde , L. Correia , P. Mariano , R. Ribeiro , V. Abramov , N. Szirbik , J. Goossenaerts

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

Intelligent robots provide a new insight into efficiency improvement in industrial and service scenarios to replace human labor. However, these scenarios include dense and dynamic obstacles that make motion planning of robots challenging.…

Robotics · Computer Science 2021-02-08 Chengmin Zhou , Bingding Huang , Pasi Fränti

Cyber and cyber-physical systems equipped with machine learning algorithms such as autonomous cars share environments with humans. In such a setting, it is important to align system (or agent) behaviors with the preferences of one or more…

Machine Learning · Computer Science 2022-03-22 Arezoo Rajabi , Bhaskar Ramasubramanian , Abdullah Al Maruf , Radha Poovendran

Building generalist agents that can rapidly adapt to new environments is a key challenge for deploying AI in the digital and real worlds. Is scaling current agent architectures the most effective way to build generalist agents? We propose a…

Artificial Intelligence · Computer Science 2025-02-25 Kaustubh Sridhar , Souradeep Dutta , Dinesh Jayaraman , Insup Lee

The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…

Trading and Market Microstructure · Quantitative Finance 2019-09-10 Wonsup Shin , Seok-Jun Bu , Sung-Bae Cho

Designing hierarchical reinforcement learning algorithms that exhibit safe behaviour is not only vital for practical applications but also, facilitates a better understanding of an agent's decisions. We tackle this problem in the options…

Artificial Intelligence · Computer Science 2021-07-01 Arushi Jain , Khimya Khetarpal , Doina Precup

Standard real options theory predicts delay in exercising the option to invest or deploy when extreme asset volatility or technological uncertainty are present. However, in the current race to develop artificial general intelligence (AGI),…

Risk Management · Quantitative Finance 2026-05-19 David Tan

Personalized AI-based services involve a population of individual reinforcement learning agents. However, most reinforcement learning algorithms focus on harnessing individual learning and fail to leverage the social learning capabilities…

Machine Learning · Computer Science 2026-03-13 Erfan Mirzaei , Seyed Pooya Shariatpanahi , Alireza Tavakoli , Reshad Hosseini , Majid Nili Ahmadabadi

This position paper argues that AI agents should be regulated by the extent to which they operate autonomously. AI agents with long-term planning and strategic capabilities can pose significant risks of human extinction and irreversible…

Computers and Society · Computer Science 2025-05-27 Takayuki Osogami

Intelligent physical systems as embodied cognitive systems must perform high-level reasoning while concurrently managing an underlying control architecture. The link between cognition and control must manage the problem of converting…