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This paper proposes a diffusion-based auto-bidding framework that leverages graph representations to model large-scale auction environments. In such settings, agents must dynamically optimize bidding strategies under constraints defined by…
In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian…
Multi-Robot Task Allocation (MRTA) is a central challenge in decentralized multi-agent systems, where teams of robots must cooperatively assign and execute tasks under limited communication while optimizing global performance objectives.…
In a multi-agent system, an agent's optimal policy will typically depend on the policies chosen by others. Therefore, a key issue in multi-agent systems research is that of predicting the behaviours of others, and responding promptly to…
Auto-bidding plays an important role in online advertising and has become a crucial tool for advertisers and advertising platforms to meet their performance objectives and optimize the efficiency of ad delivery. Advertisers employing…
Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…
We study the problem of finding the optimal bidding strategy for an advertiser in a multi-platform auction setting. The competition on a platform is captured by a value and a cost function, mapping bidding strategies to value and cost…
With the increase of machine learning usage by industries and scientific communities in a variety of tasks such as text mining, image recognition and self-driving cars, automatic setting of hyper-parameter in learning algorithms is a key…
Communication is one of the effective means to improve the learning of cooperative policy in multi-agent systems. However, in most real-world scenarios, lossy communication is a prevalent issue. Existing multi-agent reinforcement learning…
Seamlessly interacting with humans or robots is hard because these agents are non-stationary. They update their policy in response to the ego agent's behavior, and the ego agent must anticipate these changes to co-adapt. Inspired by humans,…
We consider the issue of multiple agents learning to communicate through reinforcement learning within partially observable environments, with a focus on information asymmetry in the second part of our work. We provide a review of the…
Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…
We consider the multi-agent reinforcement learning setting with imperfect information in which each agent is trying to maximize its own utility. The reward function depends on the hidden state (or goal) of both agents, so the agents must…
One of the main challenges of multi-agent learning lies in establishing convergence of the algorithms, as, in general, a collection of individual, self-serving agents is not guaranteed to converge with their joint policy, when learning…
In this paper, we study the problem of distributed estimation with an emphasis on communication-efficiency. The proposed algorithm is based on a windowed maximum a posteriori (MAP) estimation problem, wherein each agent in the network…
In a multi-agent setting, the optimal policy of a single agent is largely dependent on the behavior of other agents. We investigate the problem of multi-agent reinforcement learning, focusing on decentralized learning in non-stationary…
We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…
This paper proposes a novel policy for a group of agents to, individually as well as collectively, solve a multi armed bandit (MAB) problem. The policy relies solely on the information that an agent has obtained through sampling of the…
As agentic AI becomes more widespread, agents with distinct and possibly conflicting goals will interact in complex ways. These multi-agent interactions pose a fundamental challenge, particularly in social dilemmas, where agents' individual…
The development of open benchmarking platforms could greatly accelerate the adoption of AI agents in retail. This paper presents comprehensive simulations of customer shopping behaviors for the purpose of benchmarking reinforcement learning…