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This paper studies algorithmic decision-making in the presence of strategic individual behaviors, where an ML model is used to make decisions about human agents and the latter can adapt their behavior strategically to improve their future…

Artificial Intelligence · Computer Science 2025-08-22 Tian Xie , Xueru Zhang

Multi-agent reinforcement learning (MARL) requires agents to explore within a vast joint action space to find joint actions that lead to coordination. Existing value-based MARL algorithms commonly rely on random exploration, such as…

Multiagent Systems · Computer Science 2025-02-10 Lukas Schäfer , Oliver Slumbers , Stephen McAleer , Yali Du , Stefano V. Albrecht , David Mguni

This paper studies the connection between a class of mean-field games and a social welfare optimization problem. We consider a mean-field game in function spaces with a large population of agents, and each agent seeks to minimize an…

Optimization and Control · Mathematics 2018-02-15 Sen Li , Wei Zhang , Lin Zhao

Today's multiagent systems have grown too complex to rely on centralized controllers, prompting increasing interest in the design of distributed algorithms. In this respect, game theory has emerged as a valuable tool to complement more…

Systems and Control · Computer Science 2020-02-19 Rahul Chandan , Dario Paccagnan , Jason R. Marden

We introduce a new algorithm for multi-objective reinforcement learning (MORL) with linear preferences, with the goal of enabling few-shot adaptation to new tasks. In MORL, the aim is to learn policies over multiple competing objectives…

Machine Learning · Computer Science 2019-11-07 Runzhe Yang , Xingyuan Sun , Karthik Narasimhan

Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…

Analysis of PDEs · Mathematics 2026-02-26 Benjamin Moll , Lenya Ryzhik

A new class of multi agent single machine scheduling problems is introduced, where each job is associated with a self interested agent with a utility function decreasing in completion time. We aim to achieve a fair solution by maximizing…

Computer Science and Game Theory · Computer Science 2026-04-01 Gaia Nicosia , Andrea Pacifici , Ulrich Pferschy

Gambles are random variables that model possible changes in monetary wealth. Classic decision theory transforms money into utility through a utility function and defines the value of a gamble as the expectation value of utility changes.…

Economics · Quantitative Finance 2016-02-03 Ole Peters , Murray Gell-Mann

Exploration is critical to a reinforcement learning agent's performance in its given environment. Prior exploration methods are often based on using heuristic auxiliary predictions to guide policy behavior, lacking a mathematically-grounded…

Machine Learning · Computer Science 2020-03-02 Lisa Lee , Benjamin Eysenbach , Emilio Parisotto , Eric Xing , Sergey Levine , Ruslan Salakhutdinov

In designing stellarators, any design decision ultimately comes with a trade-off. Improvements in particle confinement, for instance, may increase the burden on engineers to build more complex coils, and the tightening of financial…

Plasma Physics · Physics 2023-04-19 David Bindel , Matt Landreman , Misha Padidar

Multi-objective search (MOS) has emerged as a unifying framework for planning and decision-making problems where multiple, often conflicting, criteria must be balanced. While the problem has been studied for decades, recent years have seen…

Artificial Intelligence · Computer Science 2025-10-30 Oren Salzman , Carlos Hernández Ulloa , Ariel Felner , Sven Koenig

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Multiagent Systems · Computer Science 2024-09-17 Shinkyu Park

Multi-objective reinforcement learning (MORL) addresses the challenge of simultaneously optimizing multiple, often conflicting, rewards, moving beyond the single-reward focus of conventional reinforcement learning (RL). This approach is…

Neural and Evolutionary Computing · Computer Science 2025-05-21 Carlos Hernández , Roberto Santana

We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and in traditional location based economic activity. This model…

Computer Science and Game Theory · Computer Science 2016-02-23 Pu Yang , Krishnamurthy Iyer , Peter Frazier

Multi-agent Inverse Reinforcement Learning (MAIRL) aims to recover agent reward functions from expert demonstrations. We characterize the feasible reward set in Markov games, identifying all reward functions that rationalize a given…

Machine Learning · Computer Science 2025-11-26 Till Freihaut , Giorgia Ramponi

The General Video Game AI competitions have been the testing ground for several techniques for game playing, such as evolutionary computation techniques, tree search algorithms, hyper heuristic based or knowledge based algorithms. So far…

Artificial Intelligence · Computer Science 2018-06-05 Ivan Bravi , Jialin Liu , Diego Perez-Liebana , Simon Lucas

Mean-payoff games (MPGs) are infinite duration two-player zero-sum games played on weighted graphs. Under the hypothesis of perfect information, they admit memoryless optimal strategies for both players and can be solved in…

Logic in Computer Science · Computer Science 2015-04-14 Paul Hunter , Guillermo A. Pérez , Jean-François Raskin

Multi-objective reinforcement learning (MORL) allows a user to express preference over outcomes in terms of the relative importance of the objectives, but standard metrics cannot capture whether changes in preference reliably change the…

Machine Learning · Computer Science 2026-05-12 Pau de las Heras Molins , Beyazit Yalcinkaya , Lasse Peters , David Fridovich-Keil , Georgios Bakirtzis

Energy system optimization models (ESOMs) are designed to examine the potential effects of a proposed policy, but often represent energy-efficient technologies and policies in an overly simplified way. Most ESOMs include different end-use…

Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…

Mathematical Finance · Quantitative Finance 2019-12-13 Philippe Casgrain , Sebastian Jaimungal