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Agents rarely act in isolation -- their behavioral history, in particular, is public to others. We seek a non-asymptotic understanding of how a leader agent should shape this history to its maximal advantage, knowing that follower agent(s)…

Computer Science and Game Theory · Computer Science 2019-05-29 Vidya Muthukumar , Anant Sahai

Preference-based reward learning is a popular technique for teaching robots and autonomous systems how a human user wants them to perform a task. Previous works have shown that actively synthesizing preference queries to maximize…

Robotics · Computer Science 2024-03-12 Evan Ellis , Gaurav R. Ghosal , Stuart J. Russell , Anca Dragan , Erdem Bıyık

Sequential decision-making under uncertainty is often associated with long feedback delays. Such delays degrade the performance of the learning agent in identifying a subset of arms with the optimal collective reward in the long run. This…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Setareh Maghsudi

We study optimal stopping of Feller-Markov processes to maximise an undiscounted functional consisting of running and terminal rewards. In a finite-time horizon setting, we extend classical results to unbounded rewards. In infinite horizon,…

Optimization and Control · Mathematics 2016-07-21 Jan Palczewski , Lukasz Stettner

In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an…

Computer Science and Game Theory · Computer Science 2022-02-11 Niklas Lauffer , Mahsa Ghasemi , Abolfazl Hashemi , Yagiz Savas , Ufuk Topcu

In many environments only a tiny subset of all states yield high reward. In these cases, few of the interactions with the environment provide a relevant learning signal. Hence, we may want to preferentially train on those high-reward states…

In sequential change detection, existing performance measures differ significantly in the way they treat the time of change. By modeling this quantity as a random time, we introduce a general framework capable of capturing and better…

Statistics Theory · Mathematics 2008-12-18 George V. Moustakides

The Bradley-Terry (BT) model is a common and successful practice in reward modeling for Large Language Model (LLM) alignment. However, it remains unclear why this model -- originally developed for multi-player stochastic game matching --…

Artificial Intelligence · Computer Science 2025-01-28 Hao Sun , Yunyi Shen , Jean-Francois Ton

Humanity has been fascinated by the pursuit of fortune since time immemorial, and many successful outcomes benefit from strokes of luck. But success is subject to complexity, uncertainty, and change - and at times becoming increasingly…

General Economics · Economics 2019-04-19 Didier Sornette , Spencer Wheatley , Peter Cauwels

We present the first reinforcement-learning model to self-improve its reward-modulated training implemented through a continuously improving "intuition" neural network. An agent was trained how to play the arcade video game Pong with two…

Artificial Intelligence · Computer Science 2016-09-26 Matt Oberdorfer , Matt Abuzalaf

Motivated by applications to online advertising and recommender systems, we consider a game-theoretic model with delayed rewards and asynchronous, payoff-based feedback. In contrast to previous work on delayed multi-armed bandits, we focus…

Computer Science and Game Theory · Computer Science 2020-06-22 Amélie Héliou , Panayotis Mertikopoulos , Zhengyuan Zhou

In Reinforcement Learning (abbreviated as RL), an agent interacts with the environment via a set of possible actions, and a reward is generated from some unknown distribution. The task here is to find an optimal set of actions such that the…

Machine Learning · Computer Science 2025-07-21 Aditi Anand , Suman Banerjee , Dildar Ali

Optimal behavior in (competitive) situation is traditionally determined with the help of utility functions that measure the payoff of different actions. Given an ordering on the space of revenues (payoffs), the classical axiomatic approach…

General Economics · Economics 2020-04-27 Stefan Rass

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

We introduce a novel framework to account for sensitivity to rewards uncertainty in sequential decision-making problems. While risk-sensitive formulations for Markov decision processes studied so far focus on the distribution of the…

Machine Learning · Computer Science 2020-09-16 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

Preference-based reward learning is widely used for shaping agent behavior to match a user's preference, yet its sparse binary feedback makes it especially vulnerable to causal confusion. The learned reward often latches onto spurious…

Artificial Intelligence · Computer Science 2026-03-06 Minjune Hwang , Yigit Korkmaz , Daniel Seita , Erdem Bıyık

Existing methods for learning Stackelberg equilibria typically assume that the followers' (variational, generalized) Nash equilibrium is unique. However, in the presence of multiple equilibria, without a selection convention, the problem…

Optimization and Control · Mathematics 2026-04-30 Silvia Cianchi , Anibal Sanjab , Sergio Grammatico

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Machine Learning · Computer Science 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

Strategic randomization is a key principle in game theory, yet it remains underexplored in large language models (LLMs). Prior work often conflates the cognitive decision to randomize with the mechanical generation of randomness, leading to…

Artificial Intelligence · Computer Science 2025-06-25 Lingyu Yang

The ability of reinforcement learning algorithms to learn effective policies is determined by the rewards available during training. However, for practical problems, obtaining large quantities of reward labels is often infeasible due to…

Machine Learning · Computer Science 2025-10-02 Shreyas Chaudhari , Renhao Zhang , Philip S. Thomas , Bruno Castro da Silva