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The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…
There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…
Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…
Bargaining games, where agents attempt to agree on how to split utility, are an important class of games used to study economic behavior, which motivates a study of online learning algorithms in these games. In this work, we tackle when…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…
Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…
Ubiquitous mobile computing have enabled ride-hailing services to collect vast amounts of behavioral data of riders and drivers and optimize supply and demand matching in real time. While these mobility service providers have some degree of…
Multi-Agent Reinforcement Learning (MARL) -- where multiple agents learn to interact in a shared dynamic environment -- permeates across a wide range of critical applications. While there has been substantial progress on understanding the…
Collaborative Vehicle Routing is where delivery companies cooperate by sharing their delivery information and performing delivery requests on behalf of each other. This achieves economies of scale and thus reduces cost, greenhouse gas…
Multi-agent reinforcement learning (MARL) methods, while effective in zero-sum or positive-sum games, often yield suboptimal outcomes in general-sum games where cooperation is essential for achieving globally optimal outcomes. Matrix game…
Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…
Multi-agent policy-gradient methods have been shown to converge locally near stable Nash equilibria. Local convergence, however, does not determine which equilibrium is reached. We study this question through basin-entry probability with…
We consider the interaction among agents engaging in a driving task and we model it as general-sum game. This class of games exhibits a plurality of different equilibria posing the issue of equilibrium selection. While selecting the most…
Multi-agent robust reinforcement learning, also known as multi-player robust Markov games (RMGs), is a crucial framework for modeling competitive interactions under environmental uncertainties, with wide applications in multi-agent systems.…
We study multi-agent reinforcement learning (MARL) in a stochastic network of agents. The objective is to find localized policies that maximize the (discounted) global reward. In general, scalability is a challenge in this setting because…
Many real-world systems such as taxi systems, traffic networks and smart grids involve self-interested actors that perform individual tasks in a shared environment. However, in such systems, the self-interested behaviour of agents produces…
We study the problem of multi-agent reinforcement learning (MARL) with adaptivity constraints -- a new problem motivated by real-world applications where deployments of new policies are costly and the number of policy updates must be…
We consider the situation where multiple transportation service providers cooperate to offer an integrated multi-modal platform to enhance the convenience to the passengers through ease in multi-modal journey planning, payment, and first…
We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…