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Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

We study the problem of maximizing payoff generated over a period of time in a general class of closed queueing networks with a finite, fixed number of supply units which circulate in the system. Demand arrives stochastically, and serving a…

Optimization and Control · Mathematics 2022-03-10 Yash Kanoria , Pengyu Qian

Enhancing resilience in multi-agent systems in the face of selfish agents is an important problem that requires further characterisation. This work develops a truthful mechanism that avoids self-interested and strategic agents maliciously…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Tianyi Zhong , David Angeli

In multi-agent coverage control problems, agents navigate their environment to reach locations that maximize the coverage of some density. In practice, the density is rarely known $\textit{a priori}$, further complicating the original…

Machine Learning · Computer Science 2022-10-13 Manish Prajapat , Matteo Turchetta , Melanie N. Zeilinger , Andreas Krause

Finding optimal adversarial attack strategies is an important topic in reinforcement learning and the Markov decision process. Previous studies usually assume one all-knowing coordinator (attacker) for whom attacking different recipient…

Machine Learning · Computer Science 2024-03-05 Ziqing Lu , Guanlin Liu , Lifeng Lai , Weiyu Xu

We study truthful mechanisms for matching and related problems in a partial information setting, where the agents' true utilities are hidden, and the algorithm only has access to ordinal preference information. Our model is motivated by the…

Computer Science and Game Theory · Computer Science 2016-10-20 Elliot Anshelevich , Shreyas Sekar

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

We study optimal liquidation strategies under partial information for a single asset within a finite time horizon. We propose a model tailored for high-frequency trading, capturing price formation driven solely by order flow through…

Mathematical Finance · Quantitative Finance 2024-11-08 Etienne Chevalier , Yadh Hafsi , Vathana Ly Vath

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

Machine Learning · Computer Science 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

On-line firms deploy suites of software platforms, where each platform is designed to interact with users during a certain activity, such as browsing, chatting, socializing, emailing, driving, etc. The economic and incentive structure of…

Computer Science and Game Theory · Computer Science 2021-07-14 Christos Papadimitriou , Kiran Vodrahalli , Mihalis Yannakakis

The maximin share (MMS) guarantee is a desirable fairness notion for allocating indivisible goods. While MMS allocations do not always exist, several approximation techniques have been developed to ensure that all agents receive a fraction…

Computer Science and Game Theory · Computer Science 2021-05-21 Hadi Hosseini , Andrew Searns

We propose a new model of minority game with so-called smart agents such that the standard deviation and the total loss in this model reach the theoretical minimum values in the limit of long time. The smart agents use trail and error…

Statistical Mechanics · Physics 2008-12-02 Yan-Bo Xie , Bing-Hong Wang , Chin-Kun Hu , Tao Zhou

We present prior robust algorithms for a large class of resource allocation problems where requests arrive one-by-one (online), drawn independently from an unknown distribution at every step. We design a single algorithm that, for every…

Data Structures and Algorithms · Computer Science 2019-03-12 Nikhil R. Devanur , Kamal Jain , Balasubramanian Sivan , Christopher A. Wilkens

Historically, much of machine learning research has focused on the performance of the algorithm alone, but recently more attention has been focused on optimizing joint human-algorithm performance. Here, we analyze a specific type of…

Machine Learning · Computer Science 2024-02-27 Kate Donahue , Sreenivas Gollapudi , Kostas Kollias

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

Efficient representations and solutions for large decision problems with continuous and discrete variables are among the most important challenges faced by the designers of automated decision support systems. In this paper, we describe a…

Artificial Intelligence · Computer Science 2011-10-04 C. Guestrin , M. Hauskrecht , B. Kveton

Multi-Agent Pathfinding (MAPF) is the problem of finding paths for multiple agents such that every agent reaches its goal and the agents do not collide. Most prior work on MAPF was on grids, assumed agents' actions have uniform duration,…

Artificial Intelligence · Computer Science 2019-06-17 Anton Andreychuk , Konstantin Yakovlev , Dor Atzmon , Roni Stern

Fraud can pose a challenge in many resource allocation domains, including social service delivery and credit provision. For example, agents may misreport private information in order to gain benefits or access to credit. To mitigate this, a…

Computer Science and Game Theory · Computer Science 2026-04-29 Sanmay Das , Fang-Yi Yu , Yuang Zhang

The problem of controlling multi-agent systems under different models of information sharing among agents has received significant attention in the recent literature. In this paper, we consider a setup where rather than committing to a…

Optimization and Control · Mathematics 2021-04-23 Sagar Sudhakara , Dhruva Kartik , Rahul Jain , Ashutosh Nayyar

An algorithmic decision-maker incentivizes people to act in certain ways to receive better decisions. These incentives can dramatically influence subjects' behaviors and lives, and it is important that both decision-makers and…

Machine Learning · Computer Science 2019-10-15 Yonadav Shavit , William S. Moses