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This paper surveys the recent attempts at leveraging machine learning to solve constrained optimization problems. It focuses on surveying the work on integrating combinatorial solvers and optimization methods with machine learning…

Machine Learning · Computer Science 2021-03-31 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck , Bryan Wilder

We study a budgeted hyper-parameter tuning problem, where we optimize the tuning result under a hard resource constraint. We propose to solve it as a sequential decision making problem, such that we can use the partial training progress of…

Machine Learning · Computer Science 2019-02-05 Zhiyun Lu , Chao-Kai Chiang , Fei Sha

A possibly immortal agent tries to maximise its summed discounted rewards over time, where discounting is used to avoid infinite utilities and encourage the agent to value current rewards more than future ones. Some commonly used discount…

Artificial Intelligence · Computer Science 2014-07-15 Tor Lattimore , Marcus Hutter

The all-pay auction, a classic competitive model, is widely applied in scenarios such as political elections, sports competitions, and research and development, where all participants pay their bids regardless of winning or losing. However,…

Theoretical Economics · Economics 2025-07-24 Yan Liu , Ying Qin , Zihe Wang

The study of repeated interactions between a learner and a utility-maximizing optimizer has yielded deep insights into the manipulability of learning algorithms. However, existing literature primarily focuses on independent, unlinked…

Computer Science and Game Theory · Computer Science 2026-04-10 Giannis Fikioris , Balasubramanian Sivan , Éva Tardos

This paper studies cooperative games where coalitions are formed online and the value generated by the grand coalition must be irrevocably distributed among the players at each timestep. We investigate the fundamental issue of strategic…

Computer Science and Game Theory · Computer Science 2025-02-28 Haris Aziz , Yuhang Guo , Zhaohong Sun

We consider allocation of a resource to multiple interested users with a constraint that if the resource is allocated to user $i$ then it can not be allocated simultaneously to a predefined set of users $\cS_i$ . This scenario arises in…

Computer Science and Game Theory · Computer Science 2018-11-29 Indu Yadav , Prasanna Chaporkar , Abhay Karandikar

Resource allocation problems across multiple contests are ubiquitous in adversarial settings, from military operations to market competition. While Colonel Blotto and General Lotto games have provided valuable theoretical foundations for…

Computer Science and Game Theory · Computer Science 2026-04-09 Keith Paarporn , Jason R. Marden

We study the problem of policy optimization (PO) with linear temporal logic (LTL) constraints. The language of LTL allows flexible description of tasks that may be unnatural to encode as a scalar cost function. We consider LTL-constrained…

Machine Learning · Computer Science 2022-10-21 Cameron Voloshin , Hoang M. Le , Swarat Chaudhuri , Yisong Yue

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

The most important factors which contribute to the efficiency of game-theoretical algorithms are time and game complexity. In this study, we have offered an elegant method to deal with high complexity of game theoretic multi-objective…

Computer Science and Game Theory · Computer Science 2015-03-13 Mahsa Badami , Ali Hamzeh , Sattar Hashemi

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

This paper discusses capabilities that are essential to models applied in policy analysis settings and the limitations of direct applications of off-the-shelf machine learning methodologies to such settings. Traditional econometric…

Machine Learning · Computer Science 2021-01-26 Youssef M. Aboutaleb , Mazen Danaf , Yifei Xie , Moshe Ben-Akiva

In this technical note, we establish an upper-bound on the threshold on the discount factor starting from which all discounted-optimal deterministic policies are gain-optimal, that we prove to be tight on an example. To address…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Victor Boone

Many machine learning approaches are characterized by information constraints on how they interact with the training data. These include memory and sequential access constraints (e.g. fast first-order methods to solve stochastic…

Machine Learning · Computer Science 2014-10-29 Ohad Shamir

In this note, we prove the existence of an equilibrium concept, dubbed conditional strategy equilibrium, for non-cooperative games in which a strategy of a player is a function from the other players' actions to her own actions. We study…

Theoretical Economics · Economics 2022-05-09 Lorenzo Bastianello , Mehmet S. Ismail

Consequential decision-making incentivizes individuals to strategically adapt their behavior to the specifics of the decision rule. While a long line of work has viewed strategic adaptation as gaming and attempted to mitigate its effects,…

Machine Learning · Computer Science 2020-02-19 John Miller , Smitha Milli , Moritz Hardt

Cooperative game theory has diverse applications in contemporary artificial intelligence, including domains like interpretable machine learning, resource allocation, and collaborative decision-making. However, specifying a cooperative game…

Computer Science and Game Theory · Computer Science 2024-12-05 Filip Úradník , David Sychrovský , Jakub Černý , Martin Černý

Extensive work has been conducted both in game theory and logic to model strategic interaction. An important question is whether we can use these theories to design agents for interacting with people? On the one hand, they provide a formal…

Artificial Intelligence · Computer Science 2016-06-27 Sarit Kraus

In markets with budget-constrained buyers, competitive equilibria need not be efficient in the utilitarian sense, or maximise the seller's revenue. We consider a setting with multiple divisible goods. Competitive equilibrium outcomes, and…

Theoretical Economics · Economics 2025-04-09 Simon Finster , Paul W. Goldberg , Edwin Lock
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