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Related papers: Incentive Decision Processes

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In this paper, we propose a reinforcement learning algorithm to solve a multi-agent Markov decision process (MMDP). The goal, inspired by Blackwell's Approachability Theorem, is to lower the time average cost of each agent to below a…

Systems and Control · Electrical Eng. & Systems 2023-11-22 Keshav P. Keval , Vivek S. Borkar

This work considers a repeated principal-agent bandit game, where the principal can only interact with her environment through the agent. The principal and the agent have misaligned objectives and the choice of action is only left to the…

We present a method for active inference with partial observations in stochastic systems through incentive design, also known as the leader-follower game. Consider a leader agent who aims to infer a follower agent's type given a finite set…

Systems and Control · Electrical Eng. & Systems 2025-02-12 Xinyi Wei , Chongyang Shi , Shuo Han , Ahmed H. Hemida , Charles A. Kamhoua , Jie Fu

This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…

Systems and Control · Computer Science 2017-04-04 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

How do you incentivize self-interested agents to $\textit{explore}$ when they prefer to $\textit{exploit}$? We consider complex exploration problems, where each agent faces the same (but unknown) MDP. In contrast with traditional…

Machine Learning · Computer Science 2023-02-21 Max Simchowitz , Aleksandrs Slivkins

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

Machine Learning · Computer Science 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

Machine Learning · Computer Science 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

The question of knowing whether the policy Iteration algorithm (PI) for solving Markov Decision Processes (MDPs) has exponential or (strongly) polynomial complexity has attracted much attention in the last 50 years. Recently, Fearnley…

Computer Science and Game Theory · Computer Science 2011-08-19 Romain Hollanders , Jean-Charles Delvenne , Raphaël Jungers

In active perception tasks, an agent aims to select sensory actions that reduce its uncertainty about one or more hidden variables. While partially observable Markov decision processes (POMDPs) provide a natural model for such problems,…

Artificial Intelligence · Computer Science 2020-09-22 Yash Satsangi , Shimon Whiteson , Frans A. Oliehoek , Matthijs T. J. Spaan

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

Although research has produced promising results demonstrating the utility of active inference (AIF) in Markov decision processes (MDPs), there is relatively less work that builds AIF models in the context of environments and problems that…

Robotics · Computer Science 2024-09-24 Viet Dung Nguyen , Zhizhuo Yang , Christopher L. Buckley , Alexander Ororbia

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

Computer Science and Game Theory · Computer Science 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

Partially Observable Markov Decision Processes (POMDPs) are a natural and general model in reinforcement learning that take into account the agent's uncertainty about its current state. In the literature on POMDPs, it is customary to assume…

Machine Learning · Computer Science 2022-03-24 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

This paper proposes an intent-aware multi-agent planning framework as well as a learning algorithm. Under this framework, an agent plans in the goal space to maximize the expected utility. The planning process takes the belief of other…

Artificial Intelligence · Computer Science 2018-03-07 Siyuan Qi , Song-Chun Zhu

This paper looks at predictability problems, i.e., wherein an agent must choose its strategy in order to optimize the predictions that an external observer could make. We address these problems while taking into account uncertainties on the…

Artificial Intelligence · Computer Science 2024-10-08 Salomé Lepers , Sophie Lemonnier , Vincent Thomas , Olivier Buffet

This paper is devoted to fair optimization in Multiobjective Markov Decision Processes (MOMDPs). A MOMDP is an extension of the MDP model for planning under uncertainty while trying to optimize several reward functions simultaneously. This…

Artificial Intelligence · Computer Science 2013-09-27 Patrice Perny , Paul Weng , Judy Goldsmith , Josiah Hanna

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

We present a technique for speeding up the convergence of value iteration for partially observable Markov decisions processes (POMDPs). The underlying idea is similar to that behind modified policy iteration for fully observable Markov…

Artificial Intelligence · Computer Science 2013-01-30 Nevin Lianwen Zhang , Stephen S. Lee , Weihong Zhang