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We develop original models to study interacting agents in financial markets and in social networks. Within these models randomness is vital as a form of shock or news that decays with time. Agents learn from their observations and learning…

Mathematical Finance · Quantitative Finance 2023-07-14 Ionel Popescu , Tushar Vaidya

This work studies the problem of ad hoc teamwork in teams composed of agents with differing computational capabilities. We consider cooperative multi-player games in which each agent's policy is constrained by a private capability…

Multiagent Systems · Computer Science 2023-04-28 Charles Jin , Zhang-Wei Hong , Farid Arthaud , Idan Orzech , Martin Rinard

This paper addresses the problem of distributed hypothesis testing in multi-agent networks, where agents repeatedly collect local observations about an unknown state of the world, and try to collaboratively detect the true state through…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-13 Lili Su , Nitin H. Vaidya

The central result of this paper is the analysis of an optimization problem which allows one to assess the limiting performance of a team of two agents who coordinate their actions. One agent is fully informed about the past and future…

Optimization and Control · Mathematics 2014-09-08 Benjamin Larrousse , Achal Agrawal , Samson Lasaulce

Current research on robust trajectory planning for autonomous agents aims to mitigate uncertainties arising from disturbances and modeling errors while ensuring guaranteed safety. Existing methods primarily utilize stochastic optimal…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Christian Vitale , Savvas Papaioannou , Panayiotis Kolios , Georgios Ellinas

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on value x, given that the agent makes decisions using the minimax…

Artificial Intelligence · Computer Science 2014-07-29 Peter D. Grunwald , Joseph Y. Halpern

Independent from the still ongoing research in measuring individual intelligence, we anticipate and provide a framework for measuring collective intelligence. Collective intelligence refers to the idea that several individuals can…

Artificial Intelligence · Computer Science 2013-07-01 Michel Halmes

Motivated by the problem of tracking a direction in a decentralized way, we consider the general problem of cooperative learning in multi-agent systems with time-varying connectivity and intermittent measurements. We propose a distributed…

Optimization and Control · Mathematics 2014-12-17 Naomi Ehrich Leonard , Alex Olshevsky

A common assumption in the social learning literature is that agents exchange information in an unselfish manner. In this work, we consider the scenario where a subset of agents aims at deceiving the network, meaning they aim at driving the…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Konstantinos Ntemos , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed

Distributed optimization problems have received much attention due to their privacy preservation, parallel computation, less communication, and strong robustness. This paper presents and studies the time-varying distributed optimization…

Optimization and Control · Mathematics 2025-03-18 Wan-ying Li , Nan-jing Huang

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

We consider a network scenario in which agents can evaluate each other according to a score graph that models some interactions. The goal is to design a distributed protocol, run by the agents, that allows them to learn their unknown state…

Systems and Control · Computer Science 2018-06-05 Francesco Sasso , Angelo Coluccia , Giuseppe Notarstefano

The emergent behavior of a distributed system is conditioned by the information available to the local decision-makers. Therefore, one may expect that providing decision-makers with more information will improve system performance; in this…

Computer Science and Game Theory · Computer Science 2023-06-23 Bryce L. Ferguson , Dario Paccagnan , Jason R. Marden

This paper proposes a potential game theoretic approach to address event-triggered distributed resource allocation in multi-agent systems. The fitness dynamic of the population is proposed and exploited as a linear parametervarying dynamic…

Optimization and Control · Mathematics 2018-07-24 Prashant Bansode , Sharad Jadhav , Mukesh Patil , Navdeep Singh

Evolutionary game theory is a successful mathematical framework geared towards understanding the selective pressures that affect the evolution of the strategies of agents engaged in interactions with potential conflicts. While a…

Populations and Evolution · Quantitative Biology 2016-09-01 Christoph Adami , Jory Schossau , Arend Hintze

We study the problem of decision-making in the setting of a scarcity of shared resources when the preferences of agents are unknown a priori and must be learned from data. Taking the two-sided matching market as a running example, we focus…

Computer Science and Game Theory · Computer Science 2021-11-24 Xiaowu Dai , Michael I. Jordan

Inspired by real-world applications such as the assignment of pupils to schools or the allocation of social housing, the one-sided matching problem studies how a set of agents can be assigned to a set of objects when the agents have…

Data Structures and Algorithms · Computer Science 2023-06-26 Tom Demeulemeester , Dries Goossens , Ben Hermans , Roel Leus

When we test a theory using data, it is common to focus on correctness: do the predictions of the theory match what we see in the data? But we also care about completeness: how much of the predictable variation in the data is captured by…

Machine Learning · Computer Science 2017-06-22 Jon Kleinberg , Annie Liang , Sendhil Mullainathan