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In many non-cooperative settings, agents often possess useful information that provide an advantage over their opponent(s), but acting on such information too frequently can lead to detection. I develop a simple framework to analyze such a…

General Economics · Economics 2024-12-17 Xiaoming Wang

An agent makes decisions based on multiple sources of information. In isolation, each source is well understood, but their correlation is unknown. We study the agent's robustly optimal strategies -- those that give the best possible…

Theoretical Economics · Economics 2024-09-11 Henrique de Oliveira , Yuhta Ishii , Xiao Lin

This paper develops a dynamic programming (DP) approach for decentralized stochastic optimal control problems with delayed sharing information patterns, which exhibits the fundamental Properties of classical DP of centralized partially…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Charalambos D. Charalambous , Umarbek Guvercin , Seddik Djouadi

This work compares ways of extending Reinforcement Learning algorithms to Partially Observed Markov Decision Processes (POMDPs) with options. One view of options is as temporally extended action, which can be realized as a memory that…

Machine Learning · Computer Science 2024-10-14 Shu Ishida , João F. Henriques

Autonomous systems are often required to operate in partially observable environments. They must reliably execute a specified objective even with incomplete information about the state of the environment. We propose a methodology to…

Artificial Intelligence · Computer Science 2020-01-14 Maxime Bouton , Jana Tumova , Mykel J. Kochenderfer

Information theory has been very successful in obtaining performance limits for various problems such as communication, compression and hypothesis testing. Likewise, stochastic control theory provides a characterization of optimal policies…

Information Theory · Computer Science 2018-10-15 Dhruva Kartik , Ekraam Sabir , Urbashi Mitra , Prem Natarajan

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…

Optimization and Control · Mathematics 2019-03-15 Sulaiman A. Alghunaim , Ali H. Sayed

Bounded agents are limited by intrinsic constraints on their ability to process information that is available in their sensors and memory and choose actions and memory updates. In this dissertation, we model these constraints as…

Machine Learning · Computer Science 2017-03-31 Roy Fox

This paper considers a multiple stopping time problem for a Markov chain observed in noise, where a decision maker chooses at most L stopping times to maximize a cumulative objective. We formulate the problem as a Partially Observed Markov…

Systems and Control · Computer Science 2017-12-05 Vikram Krishnamurthy , Anup Aprem , Sujay Bhatt

In this paper we formulate and study an optimal switching problem under partial information. In our model the agent/manager/investor attempts to maximize the expected reward by switching between different states/investments. However, he is…

Optimization and Control · Mathematics 2014-03-10 Kai Li , Kaj Nyström , Marcus Olofsson

Adaptive Informative Path Planning (AIPP) problems model an agent tasked with obtaining information subject to resource constraints in unknown, partially observable environments. Existing work on AIPP has focused on representing…

Artificial Intelligence · Computer Science 2020-03-24 Shushman Choudhury , Nate Gruver , Mykel J. Kochenderfer

In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, partial state observations, and a multiagent structure. We discuss and compare algorithms that simultaneously or…

Robotics · Computer Science 2020-11-10 Sushmita Bhattacharya , Siva Kailas , Sahil Badyal , Stephanie Gil , Dimitri Bertsekas

We study agents acting in an unknown environment where the agent's goal is to find a robust policy. We consider robust policies as policies that achieve high cumulative rewards for all possible environments. To this end, we consider agents…

Machine Learning · Computer Science 2024-10-22 Raghav Bongole , Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…

Computer Science and Game Theory · Computer Science 2024-09-13 Jiarui Gan , Rupak Majumdar , Debmalya Mandal , Goran Radanovic

Finding the best strategy to minimize the time needed to find a given target is a crucial task both in nature and in reaching decisive technological advances. By considering learning agents able to switch their dynamics between standard and…

The automation of factories and manufacturing processes has been accelerating over the past few years, boosted by the Industry 4.0 paradigm, including diverse scenarios with mobile, flexible agents. Efficient coordination between mobile…

Robotics · Computer Science 2023-03-01 Federico Mason , Federico Chiariotti , Andrea Zanella , Petar Popovski

In this paper, a novel adaptive optimal control strategy is proposed to achieve the cooperative optimal output regulation of continuous-time linear multi-agent systems based on adaptive dynamic programming (ADP). The proposed method is…

Systems and Control · Electrical Eng. & Systems 2023-01-18 Omar Qasem , Khalid Jebari , Weinan Gao

We consider a cooperative multi-agent system consisting of a team of agents with decentralized information. Our focus is on the design of symmetric (i.e. identical) strategies for the agents in order to optimize a finite horizon team…

Optimization and Control · Mathematics 2023-07-17 Sagar Sudhakara , Ashutosh Nayyar

The work studies the problem of decentralized constrained POMDPs in a team-setting where multiple nonstrategic agents have asymmetric information. Using an extension of Sion's Minimax theorem for functions with positive infinity and results…

Optimization and Control · Mathematics 2025-04-29 Nouman Khan , Vijay Subramanian

We study tabular reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes $\ell$ steps of future transition and reward realizations: the exact state the agent would reach and the…

Machine Learning · Computer Science 2026-01-16 Nadav Merlis