Related papers: Equilibrium and Learning in Queues with Advance Re…
Multi-agent learning algorithms have been shown to display complex, unstable behaviours in a wide array of games. In fact, previous works indicate that convergent behaviours are less likely to occur as the total number of agents increases.…
We study how long-lived, rational agents learn in a social network. In every period, after observing the past actions of his neighbors, each agent receives a private signal, and chooses an action whose payoff depends only on the state.…
While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…
We study learning by privately informed forward-looking agents in a simple repeated-action setting of social learning. Under a symmetric signal structure, forward-looking agents behave myopically for any degrees of patience. Myopic…
We consider non-cooperative facility location games where both facilities and clients act strategically and heavily influence each other. This contrasts established game-theoretic facility location models with non-strategic clients that…
There is growing experimental evidence that $Q$-learning agents may learn to charge supracompetitive prices. We provide the first theoretical explanation for this behavior in infinite repeated games. Firms update their pricing policies…
We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…
The interest to retrial queueing systems is due to their application to telephone systems. The paper studies multiserver retrial queueing systems with $n$ servers. Arrival process is a quite general point process. An arriving customer…
We study the interaction between strategy, heterogeneity and growth in a two-agent model of capital accumulation. Preferences are represented by recursive utility functions with decreasing marginal impatience. The stationary equilibria of…
Despite the considerable success enjoyed by machine learning techniques in practice, numerous studies demonstrated that many approaches are vulnerable to attacks. An important class of such attacks involves adversaries changing features at…
We study the problem of finding robust equilibria in multiplayer concurrent games with mean payoff objectives. A $(k,t)$-robust equilibrium is a strategy profile such that no coalition of size $k$ can improve the payoff of one its member by…
Can players sustain long-run trust when their equilibrium beliefs are shaped by machine-learning methods that penalize complexity? I study a game in which an infinite sequence of agents with one-period recall decides whether to place trust…
We consider competitive facility location as a two-stage multi-agent system with two types of clients. For a given host graph with weighted clients on the vertices, first facility agents strategically select vertices for opening their…
Retailers use a variety of mechanisms to enable sales and delivery. A relatively new offering by companies is curbside pickup where customers purchase goods online, schedule a pickup time, and come to a pickup facility to receive their…
We consider learning-based variants of the $c \mu$ rule for scheduling in single and parallel server settings of multi-class queueing systems. In the single server setting, the $c \mu$ rule is known to minimize the expected holding-cost…
In this paper we propose a Bayesian game to allocate resources. In this game, there are $c$ units of resources to be allocated to $n$ players. Agent $i$ has a demand of $V_i$ units of resources and takes action $X_i$ according to a strategy…
We develop a model for pricing, lead-time quotation and delay compensation in a Markovian make-to-order production or service system with strategic customers who exhibit risk aversion. Based on a concave utility function of their net…
We study a make-to-order system with a finite set of customers. Production is stochastic with a nonlinear dependence between the ordered quantity and the production rate. Customers may have to queue until their turn arrives, and therefore…
Autonomous and learning agents increasingly participate in markets - setting prices, placing bids, ordering inventory. Such agents are not just aiming to optimize in an uncertain environment; they are making decisions in a game-theoretical…
We study a routing game in an environment with multiple heterogeneous information systems and an uncertain state that affects edge costs of a congested network. Each information system sends a noisy signal about the state to its subscribed…