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Many payment platforms hold large-scale marketing campaigns, which allocate incentives to encourage users to pay through their applications. To maximize the return on investment, incentive allocations are commonly solved in a two-stage…
We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…
Digital advertising platforms operate millisecond-level auctions through Real-Time Bidding (RTB) systems, where advertisers compete for ad impressions through algorithmic bids. This dynamic mechanism enables precise audience targeting but…
In programmatic advertising, ad slots are usually sold using second-price (SP) auctions in real-time. The highest bidding advertiser wins but pays only the second-highest bid (known as the winning price). In SP, for a single item, the…
We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trading takes place asynchronously through a matching engine in…
In online display advertising, guaranteed contracts and real-time bidding (RTB) are two major ways to sell impressions for a publisher. For large publishers, simultaneously selling impressions through both guaranteed contracts and in-house…
In E-commerce advertising, where product recommendations and product ads are presented to users simultaneously, the traditional setting is to display ads at fixed positions. However, under such a setting, the advertising system loses the…
We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…
Conversational agents struggle to handle long conversations due to context window limitations. Therefore, memory systems are developed to leverage essential historical information. Existing memory systems typically follow a pipeline of…
Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…
When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…
In this work, we propose a novel memory-based multi-agent meta-learning architecture and learning procedure that allows for learning of a shared communication policy that enables the emergence of rapid adaptation to new and unseen…
We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…
We study the incentivized information acquisition problem, where a principal hires an agent to gather information on her behalf. Such a problem is modeled as a Stackelberg game between the principal and the agent, where the principal…
Agent-based models (ABMs) have shown promise for modelling various real world phenomena incompatible with traditional equilibrium analysis. However, a critical concern is the manual definition of behavioural rules in ABMs. Recent…
Popular methods in cooperative Multi-Agent Reinforcement Learning with partially observable environments typically allow agents to act independently during execution, which may limit the coordinated effect of the trained policies. However,…
We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors. Neighbors are defined by a network graph with heterogeneous and stochastic…
In online advertising, auto-bidding has become an essential tool for advertisers to optimize their preferred ad performance metrics by simply expressing high-level campaign objectives and constraints. Previous works designed auto-bidding…
Decision makers often aim to learn a treatment assignment policy under a capacity constraint on the number of agents that they can treat. When agents can respond strategically to such policies, competition arises, complicating estimation of…
In various real-world scenarios, interactions among agents often resemble the dynamics of general-sum games, where each agent strives to optimize its own utility. Despite the ubiquitous relevance of such settings, decentralized machine…