English
Related papers

Related papers: Equilibrium in Misspecified Markov Decision Proces…

200 papers

Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…

Computer Science and Game Theory · Computer Science 2024-06-03 Rohit Konda , Rahul Chandan , Jason Marden

We study the emergence of conformity preferences in an environment in which agents choose effort under heterogeneous, possibly misspecified returns, and social interactions do not directly affect material payoffs. Some agents choose effort…

Theoretical Economics · Economics 2026-05-05 Paolo Pin , Roberto Rozzi

Motivated by growing evidence of agents' mistakes in strategically simple environments, we propose a solution concept -- robust equilibrium -- that requires only an asymptotically optimal behavior. We use it to study large random matching…

Theoretical Economics · Economics 2023-09-26 Georgy Artemov , Yeon-Koo Che , YingHua He

This work considers a novel information design problem and studies how the craft of payoff-relevant environmental signals solely can influence the behaviors of intelligent agents. The agents' strategic interactions are captured by an…

Multiagent Systems · Computer Science 2021-02-16 Tao Zhang , Quanyan Zhu

In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number $N$ of agents subject to an infinite-horizon discounted-cost optimality criterion. The state space of each agent is a locally compact Polish…

Systems and Control · Computer Science 2017-01-17 Naci Saldi , Tamer Başar , Maxim Raginsky

A definition of metastable states applicable to arbitrary finite state Markov processes satisfying detailed balance is discussed. In particular, we identify a crucial condition that distinguishes genuine metastable states from other types…

Statistical Mechanics · Physics 2016-08-31 Francois Leyvraz , Hernan Larralde , David P. Sanders

Subject to reasonable conditions, in large population stochastic dynamics games, where the agents are coupled by the system's mean field (i.e. the state distribution of the generic agent) through their nonlinear dynamics and their nonlinear…

Optimization and Control · Mathematics 2019-05-28 Nevroz Sen , Peter E. Caines

Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…

Theoretical Economics · Economics 2022-07-26 Pierpaolo Battigalli , Fabrizio Panebianco , Paolo Pin

The rapid deployment of Large Language Models and AI agents across critical societal and technical domains is hindered by persistent behavioral pathologies including sycophancy, hallucination, and strategic deception that resist mitigation…

Artificial Intelligence · Computer Science 2026-02-23 Xingcheng Xu , Jingjing Qu , Qiaosheng Zhang , Chaochao Lu , Yanqing Yang , Na Zou , Xia Hu

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe

For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…

Optimization and Control · Mathematics 2020-01-23 Sören Christensen , Kristoffer Lindensjö

This paper studies a multi-player, general-sum stochastic game characterized by a dual-stage temporal structure per period. The agents face uncertainty regarding the time-evolving state that is realized at the beginning of each period.…

Computer Science and Game Theory · Computer Science 2023-10-09 Tao Zhang , Quanyan Zhu

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…

Mathematical Finance · Quantitative Finance 2021-07-14 Yu-Jui Huang , Zhenhua Wang

An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Xiang Yu

We extend the indirect evolutionary approach to the selection of (possibly misspecified) models. Agents with different models match in pairs to play a stage game, where models define feasible beliefs about game parameters and about others'…

Theoretical Economics · Economics 2025-09-22 Kevin He , Jonathan Libgober

Multi-agent reinforcement learning is a challenging and active field of research due to the inherent nonstationary property and coupling between agents. A popular approach to modeling the multi-agent interactions underlying the multi-agent…

Multiagent Systems · Computer Science 2025-10-07 Jushan Chen , Santiago Paternain

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…

Computer Science and Game Theory · Computer Science 2021-09-06 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

The planning domain has experienced increased interest in the formal synthesis of decision-making policies. This formal synthesis typically entails finding a policy which satisfies formal specifications in the form of some well-defined…

Artificial Intelligence · Computer Science 2021-11-30 George K. Atia , Andre Beckus , Ismail Alkhouri , Alvaro Velasquez