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This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

Information and free-energy maximization are physics principles that provide general rules for an agent to optimize actions in line with specific goals and policies. These principles are the building blocks for designing decision-making…

Machine Learning · Computer Science 2025-03-21 Alex Barbier-Chebbah , Christian L. Vestergaard , Jean-Baptiste Masson

Decisions in public health are almost always made in the context of uncertainty. Policy makers are responsible for making important decisions, faced with the daunting task of choosing from amongst many possible options. This task is called…

Artificial Intelligence · Computer Science 2020-05-19 Atiye Alaeddini , Daniel Klein

Long-term fairness is an important factor of consideration in designing and deploying learning-based decision systems in high-stake decision-making contexts. Recent work has proposed the use of Markov Decision Processes (MDPs) to formulate…

Machine Learning · Computer Science 2022-10-25 Eric Yang Yu , Zhizhen Qin , Min Kyung Lee , Sicun Gao

The performance of an energy system under a real-time pricing mechanism depends on the consumption behavior of its customers, which involves uncertainties. In this paper, we consider a system operator that charges its customers with a…

Systems and Control · Computer Science 2016-11-17 Ceyhun Eksin , Hakan Delic , Alejandro Ribeiro

The assignment of tasks to multiple resources becomes an interesting game theoretic problem, when both the task owner and the resources are strategic. In the classical, nonstrategic setting, where the states of the tasks and resources are…

Computer Science and Game Theory · Computer Science 2012-02-20 Swaprava Nath , Onno Zoeter , Yadati Narahari , Christopher R. Dance

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell

We consider a class of sequential network interdiction problem settings where the interdictor has incomplete initial information about the network while the evader has complete knowledge of the network including its structure and arc costs.…

Computer Science and Game Theory · Computer Science 2019-11-18 Sergey S. Ketkov , Oleg A. Prokopyev

Information diffusion on social networks has been described as a collective outcome of threshold behaviors in the framework of threshold models. However, since the existing models do not take into account individuals' optimization problem,…

Physics and Society · Physics 2022-09-08 Teruyoshi Kobayashi

We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy…

Optimization and Control · Mathematics 2019-03-19 Galit Ashkenazi-Golan , Catherine Rainer , Eilon Solan

It is well known that options can make planning more efficient, among their many benefits. Thus far, algorithms for autonomously discovering a set of useful options were heuristic. Naturally, a principled way of finding a set of useful…

Machine Learning · Computer Science 2018-02-01 Roy Fox , Michal Moshkovitz , Naftali Tishby

Auto-bidding is widely used in advertising systems, serving a diverse range of advertisers. Generative bidding is increasingly gaining traction due to its strong planning capabilities and generalizability. Unlike traditional reinforcement…

Machine Learning · Computer Science 2025-08-26 Yunshan Peng , Wenzheng Shu , Jiahao Sun , Yanxiang Zeng , Jinan Pang , Wentao Bai , Yunke Bai , Xialong Liu , Peng Jiang

In a variety of applications, an agent's success depends on the knowledge that an adversarial observer has or can gather about the agent's decisions. It is therefore desirable for the agent to achieve a task while reducing the ability of an…

Optimization and Control · Mathematics 2018-09-19 Mustafa O. Karabag , Melkior Ornik , Ufuk Topcu

Many analyses of resource-allocation problems employ simplistic models of the population. Using the example of a resource-allocation problem of Marecek et al. [arXiv:1406.7639], we introduce rather a general behavioural model, where the…

Optimization and Control · Mathematics 2025-09-09 Jonathan Epperlein , Jakub Marecek

In this work, we study the multi-agent decision problem where agents try to coordinate to optimize a given system-level objective. While solving for the global optimal is intractable in many cases, the greedy algorithm is a well-studied and…

Multiagent Systems · Computer Science 2022-12-01 Rohit Konda , David Grimsman , Jason Marden

Applications of machine learning inform human decision makers in a broad range of tasks. The resulting problem is usually formulated in terms of a single decision maker. We argue that it should rather be described as a two-player learning…

Machine Learning · Computer Science 2022-05-04 Sebastian Bordt , Ulrike von Luxburg

When selling information products, the seller can provide some free partial information to change people's valuations so that the overall revenue can possibly be increased. We study the general problem of advertising information products by…

Computer Science and Game Theory · Computer Science 2021-09-24 Shuran Zheng , Yiling Chen

We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…

Machine Learning · Computer Science 2018-05-28 Pratik Gajane , Ronald Ortner , Peter Auer

We initiate the study of the effects of non-transparency in decision rules on individuals' ability to improve in strategic learning settings. Inspired by real-life settings, such as loan approvals and college admissions, we remove the…

Computer Science and Game Theory · Computer Science 2022-02-11 Yahav Bechavod , Chara Podimata , Zhiwei Steven Wu , Juba Ziani

Many decision problems in economics, information technology, and industry can be transformed to an optimal stopping of adapted random vectors with some utility function over the set of Markov times with respect to filtration build by the…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski