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In this paper we study the problem of information sharing among rational self-interested agents as a dynamic game of asymmetric information. We assume that the agents imperfectly observe a Markov chain and they are called to decide whether…

Computer Science and Game Theory · Computer Science 2021-03-30 Konstantinos Ntemos , George Pikramenos , Nicholas Kalouptsidis

Reinforcement-learning agents seek to maximize a reward signal through environmental interactions. As humans, our job in the learning process is to design reward functions to express desired behavior and enable the agent to learn such…

Machine Learning · Computer Science 2024-08-08 Zhiyuan Zhou , Shreyas Sundara Raman , Henry Sowerby , Michael L. Littman

We study $n$-dimensional contests between two players with heterogeneous effort costs, where each dimension (battle) is modeled as a Tullock contest. Prize-allocation rules are identity-independent, budget-balanced, and weakly increasing in…

Theoretical Economics · Economics 2026-03-31 Siyuan Fan , Zhonghong Kuang , Jingfeng Lu

A principal contracts with an agent who sequentially searches over projects to generate a prize. The principal initially knows only one of the agent's available projects and evaluates a contract by its worst-case performance. We…

Theoretical Economics · Economics 2025-09-17 Théo Durandard , Udayan Vaidya , Boli Xu

We study principal-agent problems in which a principal commits to an outcome-dependent payment scheme -- called contract -- in order to induce an agent to take a costly, unobservable action leading to favorable outcomes. We consider a…

Computer Science and Game Theory · Computer Science 2024-06-10 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

This paper is concerned with the problem of designing agents able to dynamically select information from multiple data sources in order to tackle tasks that involve tracking a target behavior while optimizing a reward. We formulate this…

Optimization and Control · Mathematics 2021-06-11 Émiland Garrabé , Giovanni Russo

This paper studies algorithmic decision-making under human's strategic behavior, where a decision maker uses an algorithm to make decisions about human agents, and the latter with information about the algorithm may exert effort…

Computer Science and Game Theory · Computer Science 2024-09-16 Tian Xie , Xuwei Tan , Xueru Zhang

Actor critic methods with sparse rewards in model-based deep reinforcement learning typically require a deterministic binary reward function that reflects only two possible outcomes: if, for each step, the goal has been achieved or not. Our…

Machine Learning · Computer Science 2020-01-22 Juan Vargas , Lazar Andjelic , Amir Barati Farimani

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

A sequential decision-making agent balances between exploring to gain new knowledge about an environment and exploiting current knowledge to maximize immediate reward. For environments studied in the traditional literature, optimal…

Machine Learning · Computer Science 2024-07-23 Dilip Arumugam , Wanqiao Xu , Benjamin Van Roy

Building on insights of Jovanovic (1982) and subsequent authors, we develop a comprehensive theory of optimal timing of decisions based around continuation value functions and operators that act on them. Optimality results are provided…

Optimization and Control · Mathematics 2017-03-30 Qingyin Ma , John Stachurski

We study the dynamics and resulting score distribution of three-agent games where after each competition a single agent wins and scores a point. A single competition is described by a triplet of numbers $p$, $t$ and $q$ denoting the…

Physics and Society · Physics 2015-05-13 Tonguc Rador , Muhittin Mungan

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

We study a decision-maker's problem of finding optimal monetary incentive schemes for retention when faced with agents whose participation decisions (stochastically) depend on the incentive they receive. Our focus is on policies constrained…

Computer Science and Game Theory · Computer Science 2024-07-31 Daniel Freund , Chamsi Hssaine

We study the problem of designing an optimal sequence of incentives that a principal should offer to an agent so that the agent's optimal behavior under the incentives realizes the principal's objective expressed as a temporal logic…

Optimization and Control · Mathematics 2019-03-20 Yagiz Savas , Vijay Gupta , Melkior Ornik , Lillian J. Ratliff , Ufuk Topcu

While machine-learning models are flourishing and transforming many aspects of everyday life, the inability of humans to understand complex models poses difficulties for these models to be fully trusted and embraced. Thus, interpretability…

Artificial Intelligence · Computer Science 2020-06-18 Guangyi Zhang , Aristides Gionis

We consider a cooperative multi-agent system consisting of a team of agents with decentralized information. Our focus is on the design of symmetric (i.e. identical) strategies for the agents in order to optimize a finite horizon team…

Optimization and Control · Mathematics 2023-07-17 Sagar Sudhakara , Ashutosh Nayyar

With the vast amount of data collected on football and the growth of computing abilities, many games involving decision choices can be optimized. The underlying rule is the maximization of an expected utility of outcomes and the law of…

Machine Learning · Computer Science 2021-03-15 Preston Biro , Stephen G. Walker

Quadrature rules estimate the value of an integral when the function is given by a table of values. Every binary string defines a quadrature rule by choosing which endpoint of each interval represents the interval. The standard rules, such…

Information Theory · Computer Science 2010-04-23 James S. Wolper

A group of privately informed agents chooses between two alternatives. How should the decision rule be designed if agents are known to be biased in favor of one of the options? We address this question by considering the Condorcet Jury…

Theoretical Economics · Economics 2026-01-27 Deniz Kattwinkel , Alexander Winter