Related papers: Coordinated Online Learning for Multi-Agent System…
Considering a class of gradient-based multi-agent learning algorithms in non-cooperative settings, we provide local convergence guarantees to a neighborhood of a stable local Nash equilibrium. In particular, we consider continuous games…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
We introduce an online learning algorithm in the bandit feedback model that, once adopted by all agents of a congestion game, results in game-dynamics that converge to an $\epsilon$-approximate Nash Equilibrium in a polynomial number of…
We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…
This paper proposes a novel distributed approach for solving a cooperative Constrained Multi-agent Reinforcement Learning (CMARL) problem, where agents seek to minimize a global objective function subject to shared constraints. Unlike…
For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…
Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…
In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition…
We consider stochastic optimization problems in multi-agent settings, where a network of agents aims to learn parameters which are optimal in terms of a global objective, while giving preference to locally observed streaming information. To…
In various online/offline multi-agent networked environments, it is very popular that the system can benefit from coordinating actions of two interacting agents at some cost of coordination. In this paper, we first formulate an optimization…
This paper examines whether widely used online learning algorithms in pricing can independently reach competitive outcomes or instead foster tacit collusion. This issue has drawn considerable attention from competition regulators as…
A central goal in algorithmic game theory is to analyze the performance of decentralized multiagent systems, like communication and information networks. In the absence of a central planner who can enforce how these systems are utilized,…
In this work, we study the system of interacting non-cooperative two Q-learning agents, where one agent has the privilege of observing the other's actions. We show that this information asymmetry can lead to a stable outcome of population…
We study the problem of online learning in competitive settings in the context of two-sided matching markets. In particular, one side of the market, the agents, must learn about their preferences over the other side, the firms, through…
We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…
In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…
Bolstering multi-agent learning algorithms to tackle complex coordination and control tasks has been a long-standing challenge of on-going research. Numerous methods have been proposed to help reduce the effects of non-stationarity and…
We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…
Suppose that a set of $m$ tasks are to be shared as equally as possible amongst a set of $n$ resources. A game-theoretic mechanism to find a suitable allocation is to associate each task with a ``selfish agent'', and require each agent to…
We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…