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We study the problem of a buyer (aka auctioneer) who gains stochastic rewards by procuring multiple units of a service or item from a pool of heterogeneous strategic agents. The reward obtained for a single unit from an allocated agent…

Computer Science and Game Theory · Computer Science 2015-04-30 Satyanath Bhat , Shweta Jain , Sujit Gujar , Y. Narahari

This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential auctions, simultaneous auctions, and the Trading Agent…

Computer Science and Game Theory · Computer Science 2012-07-19 Amy Greenwald , Justin Boyan

We consider the classical linear assignment problem, and we introduce new auction algorithms for its optimal and suboptimal solution. The algorithms are founded on duality theory, and are related to ideas of competitive bidding by persons…

Computer Science and Game Theory · Computer Science 2023-10-24 Dimitri Bertsekas

Many sequential decision-making tasks require satisfaction of multiple, partially contradictory objectives. Existing approaches are monolithic, namely all objectives are fulfilled using a single policy, which is a function that selects a…

Artificial Intelligence · Computer Science 2024-02-02 Guy Avni , Kaushik Mallik , Suman Sadhukhan

In order to fully exploit the advantages inherent to cooperating heterogeneous multi-robot teams, sophisticated coordination algorithms are essential. Time-extended multi-robot task allocation approaches assign and schedule a set of tasks…

Systems and Control · Electrical Eng. & Systems 2020-05-11 Esther Bischoff , Fabian Meyer , Jairo Inga , Sören Hohmann

Combinatorial optimization is widely applied in a number of areas nowadays. Unfortunately, many combinatorial optimization problems are NP-hard which usually means that they are unsolvable in practice. However, it is often unnecessary to…

Data Structures and Algorithms · Computer Science 2012-07-10 Daniel Karapetyan

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…

Optimization and Control · Mathematics 2019-03-15 Sulaiman A. Alghunaim , Ali H. Sayed

Optimization problems in process engineering, including design and operation, can often pose challenges to many solvers: multi-modal, non-smooth, and discontinuous models often with large computational requirements. In such cases, the…

Optimization and Control · Mathematics 2025-01-17 Eric S. Fraga , Veerawat Udomvorakulchai , Miguel Pineda , Lazaros G. Papageorgiou

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Artificial Intelligence · Computer Science 2023-01-02 Dimitri Bertsekas

The problem of assigning agents to tasks is a central computational challenge in many multi-agent autonomous systems. However, in the real world, agents are not always perfect and may fail due to a number of reasons. A motivating…

Robotics · Computer Science 2020-07-02 Russell Schwartz , Pratap Tokekar

Constrained multi-agent reinforcement learning offers the framework to design scalable and almost surely feasible solutions for teams of agents operating in dynamic environments to carry out conflicting tasks. We address the challenges of…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Leopoldo Agorio , Sean Van Alen , Santiago Paternain , Miguel Calvo-Fullana , Juan Andres Bazerque

Conflict-Based Search is one of the most popular methods for multi-agent path finding. Though it is complete and optimal, it does not scale well. Recent works have been proposed to accelerate it by introducing various heuristics. However,…

Artificial Intelligence · Computer Science 2023-01-23 Chenning Yu , Qingbiao Li , Sicun Gao , Amanda Prorok

Rollout algorithms have demonstrated excellent performance on a variety of dynamic and discrete optimization problems. Interpreted as an approximate dynamic programming algorithm, a rollout algorithm estimates the value-to-go at each…

Data Structures and Algorithms · Computer Science 2013-11-27 Andrew Mastin , Patrick Jaillet

In decision support systems, it is essential to get a candidate solution fast, even if it means resorting to an approximation. This constraint introduces a scalability requirement with regard to the kind of heuristics which can be used in…

Multiagent Systems · Computer Science 2014-05-22 D. Krzywicki , Ł. Faber , A. Byrski , M. Kisiel-Dorohinicki

Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute actions in stochastic environments, modeled as Markov decision…

Multiagent Systems · Computer Science 2011-10-13 D. A. Dolgov , E. H. Durfee

The design of revenue-maximizing combinatorial auctions, i.e. multi-item auctions over bundles of goods, is one of the most fundamental problems in computational economics, unsolved even for two bidders and two items for sale. In the…

Machine Learning · Computer Science 2016-06-15 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

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.…

Robotics · Computer Science 2026-05-22 Jose Rodriguez , Constantine Tarawneh , Sven Koenig , Wenjie Dong , Qi Lu

We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…

Optimization and Control · Mathematics 2020-05-05 Dimitri Bertsekas

Crowdsourcing has become an important tool to collect data for various artificial intelligence applications and auction can be an effective way to allocate work and determine reward in a crowdsourcing platform. In this paper, we focus on…

Computer Science and Game Theory · Computer Science 2022-02-22 Timothy Shin Heng Mak , Albert Y. S. Lam

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…

Machine Learning · Computer Science 2025-04-22 Dom Huh , Prasant Mohapatra