Related papers: Quickest Detection with Social Learning: Interacti…
In the theory of dynamic programming, an optimal policy is a policy whose lifetime value dominates that of all other policies from every possible initial condition in the state space. This raises a natural question: when does optimality…
Systematic discriminatory biases present in our society influence the way data is collected and stored, the way variables are defined, and the way scientific findings are put into practice as policy. Automated decision procedures and…
We study how long-lived, rational agents learn in a social network. In every period, after observing the past actions of his neighbors, each agent receives a private signal, and chooses an action whose payoff depends only on the state.…
The problem of quickest detection of dynamic events in networks is studied. At some unknown time, an event occurs, and a number of nodes in the network are affected by the event, in that they undergo a change in the statistics of their…
Collective, especially group-based, managerial decision making is crucial in organizations. Using an evolutionary theoretic approach to collective decision making, agent-based simulations were conducted to investigate how human collective…
This work leverages adaptive social learning to estimate partially observable global states in multi-agent reinforcement learning (MARL) problems. Unlike existing methods, the proposed approach enables the concurrent operation of social…
We investigate the problem of co-designing computation and communication in a multi-agent system (e.g. a sensor network or a multi-robot team). We consider the realistic setting where each agent acquires sensor data and is capable of local…
This research investigates the impact of dynamic, time-varying interactions on cooperative behaviour in social dilemmas. Traditional research has focused on deterministic rules governing pairwise interactions, yet the impact of interaction…
In a constantly changing world, animals must account for environmental volatility when making decisions. To appropriately discount older, irrelevant information, they need to learn the rate at which the environment changes. We develop an…
We develop a framework for self-induced phase changes in programmable matter in which a collection of agents with limited computational and communication capabilities can collectively perform appropriate global tasks in response to local…
Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…
We consider a model of Bayesian observational learning in which a sequence of agents receives a private signal about an underlying binary state of the world. Each agent makes a decision based on its own signal and its observations of…
Adaptive social learning is a useful tool for studying distributed decision-making problems over graphs. This paper investigates the effect of combination policies on the performance of adaptive social learning strategies. Using…
This paper presents an online method that learns optimal decisions for a discrete time Markov decision problem with an opportunistic structure. The state at time $t$ is a pair $(S(t),W(t))$ where $S(t)$ takes values in a finite set…
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…
The advancement of artificial intelligence has cast a new light on the development of optimization algorithm. This paper proposes to learn a two-phase (including a minimization phase and an escaping phase) global optimization algorithm for…
We consider a change detection problem in which the arrival rate of a Poisson process changes suddenly at some unknown and unobservable disorder time. It is assumed that the prior distribution of the disorder time is known. The objective is…
This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…
We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…
We consider the distributed stochastic optimization problem where $n$ agents want to minimize a global function given by the sum of agents' local functions, and focus on the heterogeneous setting when agents' local functions are defined…