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We explore the connection between an agent's decision problem and her ranking of information structures. We find that a finite amount of ordinal data on the agent's ranking of experiments is enough to identify her (finite) set of…

Theoretical Economics · Economics 2024-04-02 Mark Whitmeyer

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

In the experts problem, on each of $T$ days, an agent needs to follow the advice of one of $n$ ``experts''. After each day, the loss associated with each expert's advice is revealed. A fundamental result in learning theory says that the…

Data Structures and Algorithms · Computer Science 2023-03-10 Binghui Peng , Aviad Rubinstein

Motivated by the psychological literature on the "peak-end rule" for remembered experience, we perform an analysis within a random walk framework of a discrete choice model where agents' future choices depend on the peak memory of their…

Statistical Mechanics · Physics 2015-06-01 Rosemary J. Harris

This work examines a social learning problem, where dispersed agents connected through a network topology interact locally to form their opinions (beliefs) as regards certain hypotheses of interest. These opinions evolve over time, since…

Signal Processing · Electrical Eng. & Systems 2023-01-26 Michele Cirillo , Virginia Bordignon , Vincenzo Matta , Ali H. Sayed

Solving real-life sequential decision making problems under partial observability involves an exploration-exploitation problem. To be successful, an agent needs to efficiently gather valuable information about the state of the world for…

Machine Learning · Computer Science 2020-11-03 Haiyan Yin , Yingzhen Li , Sinno Jialin Pan , Cheng Zhang , Sebastian Tschiatschek

In the future, artificial learning agents are likely to become increasingly widespread in our society. They will interact with both other learning agents and humans in a variety of complex settings including social dilemmas. We consider the…

Computer Science and Game Theory · Computer Science 2019-11-21 Tobias Baumann , Thore Graepel , John Shawe-Taylor

We study the parallel Minority Game, where a group of agents, each having two choices, try to independently decide on a strategy such that they stay on minority between their own two choices. However, there are multiple such groups of…

Physics and Society · Physics 2025-09-04 Ankith Reddy Vemula , Soumyajyoti Biswas

Workers spend a significant amount of time learning how to make good decisions. Evaluating the efficacy of a given decision, however, can be complicated -- e.g., decision outcomes are often long-term and relate to the original decision in…

Machine Learning · Computer Science 2024-03-20 Hamsa Bastani , Osbert Bastani , Wichinpong Park Sinchaisri

Sequential decision-making under uncertainty is often associated with long feedback delays. Such delays degrade the performance of the learning agent in identifying a subset of arms with the optimal collective reward in the long run. This…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Setareh Maghsudi

We study how to optimally design selection mechanisms, accounting for agents' investment incentives. A principal wishes to allocate a resource of homogeneous quality to a heterogeneous population of agents. The principal commits to a…

Theoretical Economics · Economics 2025-11-11 Victor Augias , Eduardo Perez-Richet

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…

Multiagent Systems · Computer Science 2019-10-22 Dongge Han , Wendelin Boehmer , Michael Wooldridge , Alex Rogers

A family of models of individual discrete choice are constructed by means of statistical averaging of choices made by a subject in a reinforcement learning process, where the subject has short, k-term memory span. The choice probabilities…

Econometrics · Economics 2019-08-20 Misha Perepelitsa

Algorithmic decision-making in high-stakes domains often involves assigning decisions to agents with incentives to strategically modify their input to the algorithm. In addition to dealing with incentives, in many domains of interest (e.g.…

Computer Science and Game Theory · Computer Science 2023-10-31 Keegan Harris , Chara Podimata , Zhiwei Steven Wu

This paper introduces two metrics (cycle-based and memory-based metrics), grounded on a dynamical game-theoretic solution concept called sink equilibrium, for the evaluation, ranking, and computation of policies in multi-agent learning. We…

Computer Science and Game Theory · Computer Science 2020-06-23 Rui Yan , Xiaoming Duan , Zongying Shi , Yisheng Zhong , Jason R. Marden , Francesco Bullo

This paper studies the optimal mechanism to motivate effort in a dynamic principal-agent model without transfers. An agent is engaged in a task with uncertain future rewards and can quit at any time. The principal knows the reward and…

Theoretical Economics · Economics 2026-01-16 Chang Liu

Large language model (LLM) agents are constrained by limited context windows, necessitating external memory systems for long-term information understanding. Current memory-augmented agents typically depend on pre-defined instructions and…

Computation and Language · Computer Science 2025-10-01 Yu Wang , Ryuichi Takanobu , Zhiqi Liang , Yuzhen Mao , Yuanzhe Hu , Julian McAuley , Xiaojian Wu

In this work, we study the problem of finding Pareto optimal policies in multi-agent reinforcement learning problems with cooperative reward structures. We show that any algorithm where each agent only optimizes their reward is subject to…

Machine Learning · Computer Science 2024-10-28 Bang Giang Le , Viet Cuong Ta

Reinforcement learning (RL) agents have traditionally been tasked with maximizing the value function of a Markov decision process (MDP), either in continuous settings, with fixed discount factor $\gamma < 1$, or in episodic settings, with…

Machine Learning · Computer Science 2019-02-11 Silviu Pitis

We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…

Methodology · Statistics 2015-03-11 Miroslav Dudík , Dumitru Erhan , John Langford , Lihong Li