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We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

Multiagent Systems · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia

The Kelly or proportional allocation mechanism is a simple and efficient auction-based scheme that distributes an infinitely divisible resource proportionally to the agents bids. When agents are aware of the allocation rule, their…

Computer Science and Game Theory · Computer Science 2026-03-27 Younes Ben Mazziane , Cleque-Marlain Mboulou Moutoubi , Eitan Altman , Francesco De Pellegrini

In order to collaborate efficiently with unknown partners in cooperative control settings, adaptation of the partners based on online experience is required. The rather general and widely applicable control setting, where each cooperation…

Multiagent Systems · Computer Science 2019-10-30 Florian Köpf , Samuel Tesfazgi , Michael Flad , Sören Hohmann

When deploying machine learning solutions, they must satisfy multiple requirements beyond accuracy, such as fairness, robustness, or safety. These requirements are imposed during training either implicitly, using penalties, or explicitly,…

Machine Learning · Computer Science 2024-01-12 Ignacio Hounie , Alejandro Ribeiro , Luiz F. O. Chamon

This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior…

Systems and Control · Computer Science 2016-11-15 Sergio Grammatico , Francesca Parise , Marcello Colombino , John Lygeros

This paper concerns the mechanism design for online resource allocation in a strategic setting. In this setting, a single supplier allocates capacity-limited resources to requests that arrive in a sequential and arbitrary manner. Each…

Computer Science and Game Theory · Computer Science 2023-10-10 Xiaoqi Tan , Bo Sun , Alberto Leon-Garcia , Yuan Wu , Danny H. K. Tsang

In an infinitely repeated general-sum pricing game, independent reinforcement learners may exhibit collusive behavior without any communication, raising concerns about algorithmic collusion. To better understand the learning dynamics, we…

General Economics · Economics 2025-10-07 Bingyan Han

We study an online resource allocation problem under uncertainty about demand and about the reward of each type of demand (agents) for the resource. Even though dealing with demand uncertainty in resource allocation problems has been the…

Optimization and Control · Mathematics 2022-10-11 Negin Gorlezaei , Patrick Jaillet , Zijie Zhou

We consider a multi-agent optimization problem where agents subject to local, intermittent interactions aim to minimize a sum of local objective functions subject to a global inequality constraint and a global state constraint set. In…

Optimization and Control · Mathematics 2012-10-10 Minghui Zhu , Sonia Martinez

The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…

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…

Optimization and Control · Mathematics 2025-09-25 Zifan Wang , Xinlei Yi , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

Load balancing and auto scaling are at the core of scalable, contemporary systems, addressing dynamic resource allocation and service rate adjustments in response to workload changes. This paper introduces a novel model and algorithms for…

Systems and Control · Electrical Eng. & Systems 2024-06-21 S. R. Eshwar , Lucas Lopes Felipe , Alexandre Reiffers-Masson , Daniel Sadoc Menasché , Gugan Thoppe

We study the problem of cooperative multi-agent reinforcement learning with a single joint reward signal. This class of learning problems is difficult because of the often large combined action and observation spaces. In the fully…

We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…

Optimization and Control · Mathematics 2017-08-11 Pan Li , Hao Wang , Baosen Zhang

In this paper, we consider multi-agent learning via online gradient descent in a class of games called $\lambda$-cocoercive games, a fairly broad class of games that admits many Nash equilibria and that properly includes unconstrained…

Optimization and Control · Mathematics 2021-07-20 Tianyi Lin , Zhengyuan Zhou , Panayotis Mertikopoulos , Michael I. Jordan

In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communication link. The system operates in discrete time; at each time…

Optimization and Control · Mathematics 2024-04-04 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Shima Kheradmand

We study the emergence of cooperative behaviors in reinforcement learning agents by introducing a challenging competitive multi-agent soccer environment with continuous simulated physics. We demonstrate that decentralized, population-based…

Artificial Intelligence · Computer Science 2021-05-21 Siqi Liu , Guy Lever , Josh Merel , Saran Tunyasuvunakool , Nicolas Heess , Thore Graepel

This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…

Computer Science and Game Theory · Computer Science 2014-02-04 Michael J. Neely

When deployed in the world, a learning agent such as a recommender system or a chatbot often repeatedly interacts with another learning agent (such as a user) over time. In many such two-agent systems, each agent learns separately and the…

Machine Learning · Computer Science 2024-06-24 Kate Donahue , Nicole Immorlica , Meena Jagadeesan , Brendan Lucier , Aleksandrs Slivkins

We study an online multi-task learning setting, in which instances of related tasks arrive sequentially, and are handled by task-specific online learners. We consider an algorithmic framework to model the relationship of these tasks via a…

Machine Learning · Computer Science 2017-02-10 Christoph Hirnschall , Adish Singla , Sebastian Tschiatschek , Andreas Krause