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We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

Machine Learning · Computer Science 2023-08-07 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

Autonomous agents optimize the reward function we give them. What they don't know is how hard it is for us to design a reward function that actually captures what we want. When designing the reward, we might think of some specific training…

Artificial Intelligence · Computer Science 2020-10-08 Dylan Hadfield-Menell , Smitha Milli , Pieter Abbeel , Stuart Russell , Anca Dragan

In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new…

Data Structures and Algorithms · Computer Science 2022-05-03 Guanting Chen , Xiaocheng Li , Yinyu Ye

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

In this paper we consider the problem of how a reinforcement learning agent tasked with solving a set of related Markov decision processes can use knowledge acquired early in its lifetime to improve its ability to more rapidly solve novel,…

Artificial Intelligence · Computer Science 2019-02-26 Francisco M. Garcia , Bruno C. da Silva , Philip S. Thomas

In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

Trading and Market Microstructure · Quantitative Finance 2018-12-27 Yagna Patel

Multi-agent path finding (MAPF) is the problem of moving agents to the goal vertex without collision. In the online MAPF problem, new agents may be added to the environment at any time, and the current agents have no information about…

Multiagent Systems · Computer Science 2023-01-12 Mingkai Tang , Boyi Liu , Yuanhang Li , Hongji Liu , Ming Liu , Lujia Wang

We consider the allocation of indivisible objects among agents with different valuations, which can be positive or negative. An egalitarian allocation is an allocation that maximizes the smallest value given to an agent; finding such an…

Computer Science and Game Theory · Computer Science 2023-08-30 Israel Jacobovich , Erel Segal-Halevi

Many real-world systems such as taxi systems, traffic networks and smart grids involve self-interested actors that perform individual tasks in a shared environment. However, in such systems, the self-interested behaviour of agents produces…

Multiagent Systems · Computer Science 2019-01-31 David Mguni , Joel Jennings , Sergio Valcarcel Macua , Emilio Sison , Sofia Ceppi , Enrique Munoz de Cote

In this paper, we consider an unconstrained distributed optimization problem over a network of agents, in which some agents are adversarial. We solve the problem via gradient-based distributed optimization algorithm and characterize the…

Optimization and Control · Mathematics 2021-03-22 Iyanuoluwa Emiola , Laurent Njilla , Chinwendu Enyioha

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

In this paper, we propose a novel censoring policy for energy-efficient transmissions in energy-harvesting sensors. The problem is formulated as an infinite-horizon Markov Decision Process (MDP). The objective to be optimized is the…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Jesus Fernandez-Bes , Jesus Cid-Sueiro , Antonio G. Marques

We study the problem of selecting a representative committee of $k$ agents from a collection of $n$ agents in a common metric space. This problem is related to choosing $k$ facilities in facility location and $k$-median problems. However,…

Computer Science and Game Theory · Computer Science 2025-10-27 Christopher Jerrett , Elliot Anshelevich

Many scenarios where agents with restrictions compete for resources can be cast as maximum matching problems on bipartite graphs. Our focus is on resource allocation problems where agents may have restrictions that make them incompatible…

Artificial Intelligence · Computer Science 2022-09-13 Yohai Trabelsi , Abhijin Adiga , Sarit Kraus , S. S. Ravi

We investigate the possibility of an incentive-compatible (IC, a.k.a. strategy-proof) mechanism for the classification of agents in a network according to their reviews of each other. In the $ \alpha $-classification problem we are…

Computer Science and Game Theory · Computer Science 2019-11-21 Yakov Babichenko , Oren Dean , Moshe Tennenholtz

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

Machine Learning · Computer Science 2024-09-25 Woojin Chae , Dabeen Lee

In a multi-agent pathfinding (MAPF) problem, agents need to navigate from their start to their goal locations without colliding into each other. There are various MAPF algorithms, including Windowed Hierarchical Cooperative A*, Flow…

Artificial Intelligence · Computer Science 2019-06-18 Devon Sigurdson , Vadim Bulitko , Sven Koenig , Carlos Hernandez , William Yeoh

The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…

Computer Science and Game Theory · Computer Science 2026-01-05 Sam Ganzfried

Although average gain optimality is a commonly adopted performance measure in Markov Decision Processes (MDPs), it is often too asymptotic. Further incorporating measures of immediate losses leads to the hierarchy of bias optimalities, all…

Machine Learning · Computer Science 2025-10-16 Victor Boone , Adrienne Tuynman

Fair division is a fundamental problem in various multi-agent settings, where the goal is to divide a set of resources among agents in a fair manner. We study the case where m indivisible items need to be divided among n agents with…

Computer Science and Game Theory · Computer Science 2021-04-07 Jugal Garg , Setareh Taki