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In this paper we consider multi-objective reinforcement learning where the objectives are balanced using preferences. In practice, the preferences are often given in an adversarial manner, e.g., customers can be picky in many applications.…

Machine Learning · Computer Science 2021-10-29 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

The agency problem emerges in today's large scale machine learning tasks, where the learners are unable to direct content creation or enforce data collection. In this work, we propose a theoretical framework for aligning economic interests…

Machine Learning · Computer Science 2024-07-03 Jibang Wu , Siyu Chen , Mengdi Wang , Huazheng Wang , Haifeng Xu

Multi-agent reinforcement learning systems aim to provide interacting agents with the ability to collaboratively learn and adapt to the behaviour of other agents. In many real-world applications, the agents can only acquire a partial view…

Machine Learning · Computer Science 2018-12-04 Ozsel Kilinc , Giovanni Montana

We optimize finite horizon multi-agent reach-avoid Markov decision process (MDP) via \emph{local feedback policies}. The global feedback policy solution yields global optimality but its communication complexity, memory usage and computation…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Adam Casselman , Abraham P. Vinod , Sarah H. Q. Li

We consider planning problems, that often arise in autonomous driving applications, in which an agent should decide on immediate actions so as to optimize a long term objective. For example, when a car tries to merge in a roundabout it…

Machine Learning · Computer Science 2016-02-05 Shai Shalev-Shwartz , Nir Ben-Zrihem , Aviad Cohen , Amnon Shashua

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…

Machine Learning · Computer Science 2022-10-07 Jad Rahme

Traditional reinforcement learning usually assumes either episodic interactions with resets or continuous operation to minimize average or cumulative loss. While episodic settings have many theoretical results, resets are often unrealistic…

Optimization and Control · Mathematics 2026-01-13 Bianca Marin Moreno , Margaux Brégère , Pierre Gaillard , Nadia Oudjane

Algorithmic collusion has emerged as a central question in AI: Will the interaction between different AI agents deployed in markets lead to collusion? More generally, understanding how emergent behavior, be it a cartel or market dominance…

Multiagent Systems · Computer Science 2025-10-31 Ziyi Wang , Carmine Ventre , Maria Polukarov

In this paper, we study cooperative multi-agent reinforcement learning (MARL) where the joint reward exhibits submodularity, which is a natural property capturing diminishing marginal returns when adding agents to a team. Unlike standard…

Machine Learning · Computer Science 2026-03-10 Wenjing Chen , Chengyuan Qian , Shuo Xing , Yi Zhou , Victoria Crawford

Modern AI systems increasingly operate inside markets and institutions where data, behavior, and incentives are endogenous. This paper develops an economic foundation for multi-agent learning by studying a principal-agent interaction in a…

Machine Learning · Statistics 2026-01-08 Nassim Helou

We study an online learning version of the generalized principal-agent model, where a principal interacts repeatedly with a strategic agent possessing private types, private rewards, and taking unobservable actions. The agent is non-myopic,…

Machine Learning · Computer Science 2025-06-11 Yuchen Wu , Xinyi Zhong , Zhuoran Yang

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

Machine Learning · Computer Science 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer

We address the question of repeatedly learning linear classifiers against agents who are strategically trying to game the deployed classifiers, and we use the Stackelberg regret to measure the performance of our algorithms. First, we show…

Computer Science and Game Theory · Computer Science 2020-11-17 Yiling Chen , Yang Liu , Chara Podimata

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

Machine Learning · Computer Science 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

Multi-agent systems of large language models (LLMs) show promise for complex reasoning, but their effectiveness is often limited by fixed collaboration protocols. These frameworks typically focus on macro-level orchestration while…

Artificial Intelligence · Computer Science 2025-12-10 Wei Yang , Jesse Thomason

We study learning in periodic Markov Decision Process (MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2023-03-20 Ayush Aniket , Arpan Chattopadhyay

In cooperative multiagent planning, it can often be beneficial for an agent to make commitments about aspects of its behavior to others, allowing them in turn to plan their own behaviors without taking the agent's detailed behavior into…

Artificial Intelligence · Computer Science 2017-03-16 Qi Zhang , Satinder Singh , Edmund Durfee

We revisit the reduction of learning in adversarial Markov decision processes [MDPs] to adversarial learning based on $Q$--values; this reduction has been considered in a number of recent articles as one building block to perform policy…

Machine Learning · Computer Science 2025-05-20 Matthieu Jonckheere , Chiara Mignacco , Gilles Stoltz