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In many multiagent environments, a designer has some, but limited control over the game being played. In this paper, we formalize this by considering incompletely specified games, in which some entries of the payoff matrices can be chosen…

Computer Science and Game Theory · Computer Science 2021-04-30 Markus Brill , Rupert Freeman , Vincent Conitzer

We consider multi-agent coalitional games with uncertainty in the coalitional values. We provide a novel methodology to study the stability of the grand coalition in the case where each coalition constructs ambiguity sets for the (possibly)…

Optimization and Control · Mathematics 2023-09-06 George Pantazis , Barbara Franci , Sergio Grammatico , Kostas Margellos

Inspired by scenarios where the strategic network design and defense or immunisation are of the central importance, Goyal et al. [3] defined a new Network Formation Game with Attack and Immunisation. The authors showed that despite the…

Computer Science and Game Theory · Computer Science 2023-02-13 Carme Àlvarez , Arnau Messegué

In a multi-battle contest, each time a player competes by investing some of her budgets or resources in a component battle to collect a value if winning the battle. There are multiple battles to fight, and the budgets get consumed over…

Computer Science and Game Theory · Computer Science 2016-02-15 Chu-Han Cheng , Po-An Chen , Wing-Kai Hon

A recurring theme in the mathematical social sciences is how to select the "most desirable" elements given a binary dominance relation on a set of alternatives. Schwartz's tournament equilibrium set (TEQ) ranks among the most intriguing,…

Computational Complexity · Computer Science 2015-02-06 Felix Brandt , Felix Fischer , Paul Harrenstein

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

We study a stochastic process that mimics single-game elimination tournaments. In our model, the outcome of each match is stochastic: the weaker player wins with upset probability q<=1/2, and the stronger player wins with probability 1-q.…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , S. Redner , F. Vazquez

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…

Optimization and Control · Mathematics 2023-09-27 Xiankun Yan , Anh Viet Do , Feng Shi , Xiaoyu Qin , Frank Neumann

We study the relationship between the competitive ratio and the tail distribution of randomized online minimization problems. To this end, we define a broad class of online problems that includes some of the well-studied problems like…

Data Structures and Algorithms · Computer Science 2013-02-15 Dennis Komm , Rastislav Královič , Richard Královič , Tobias Mömke

We study the common generalization of Markov decision processes (MDPs) with sets of transition probabilities, known as robust MDPs (RMDPs). A standard goal in RMDPs is to compute a policy that maximizes the expected return under an…

Artificial Intelligence · Computer Science 2025-11-20 Alessandro Abate , Thom Badings , Giuseppe De Giacomo , Francesco Fabiano

Decision making needs to take an uncertain environment into account. Over the last decades, robust optimization has emerged as a preeminent method to produce solutions that are immunized against uncertainty. The main focus in robust…

Optimization and Control · Mathematics 2021-02-11 Marc Goerigk , Michael Hartisch

We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Marta Fochesato , Filippo Fabiani , John Lygeros

One of the most appealing aspects of the (coarse) correlated equilibrium concept is that natural dynamics quickly arrive at approximations of such equilibria, even in games with many players. In addition, there exist polynomial-time…

Computer Science and Game Theory · Computer Science 2015-04-24 Siddharth Barman , Katrina Ligett

A frequently studied performance measure in online optimization is competitive analysis. It corresponds to the worst-case ratio, over all possible inputs of an algorithm, between the performance of the algorithm and the optimal offline…

Optimization and Control · Mathematics 2024-05-30 Antoine Lhomme , Nicolas Catusse , Nadia Brauner

We study N-player finite games with costs perturbed due to time-varying disturbances in the underlying system and to that end, we propose the concept of Robust Correlated Equilibrium that generalizes the definition of Correlated…

Systems and Control · Electrical Eng. & Systems 2025-07-02 Rahul Misra , Rafał Wisniewski , Carsten Skovmose Kallesøe , Manuela L. Bujorianu

Budgeted uncertainty sets have been established as a major influence on uncertainty modeling for robust optimization problems. A drawback of such sets is that the budget constraint only restricts the global amount of cost increase that can…

Optimization and Control · Mathematics 2020-08-28 Marc Goerigk , Stefan Lendl

Tournaments are widely used models to represent pairwise dominance between candidates, alternatives, or teams. We study the problem of providing certified explanations for why a candidate appears among the winners under various tournament…

Artificial Intelligence · Computer Science 2026-01-22 Clément Contet , Umberto Grandi , Jérôme Mengin

Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…

Optimization and Control · Mathematics 2021-02-22 Marc Goerigk , Stefan Lendl , Lasse Wulf

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately,…

Machine Learning · Computer Science 2021-03-01 Elita A. Lobo , Mohammad Ghavamzadeh , Marek Petrik

Determining how close a winner of an election is to becoming a loser, or distinguishing between different possible winners of an election, are major problems in computational social choice. We tackle these problems for so-called weighted…

Computer Science and Game Theory · Computer Science 2024-08-14 Michelle Döring , Jannik Peters