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Related papers: Stochastic Model for Sunk Cost Bias

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This research considers Bayesian decision-analytic approaches toward the traversal of an uncertain graph. Namely, a traveler progresses over a graph in which rewards are gained upon a node's first visit and costs are incurred for every edge…

Artificial Intelligence · Computer Science 2025-03-11 William N. Caballero , Phillip R. Jenkins , David Banks , Matthew Robbins

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

Machine Learning · Computer Science 2021-10-22 Matthias Schultheis , Dominik Straub , Constantin A. Rothkopf

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao

In this paper, we investigate cost-aware joint learning and optimization for multi-channel opportunistic spectrum access in a cognitive radio system. We investigate a discrete time model where the time axis is partitioned into frames. Each…

Networking and Internet Architecture · Computer Science 2018-04-12 Chao Gan , Ruida Zhou , Jing Yang , Cong Shen

We study the multi-agent Smoothed Online Convex Optimization (SOCO) problem, where $N$ agents interact through a communication graph. In each round, each agent $i$ receives a strongly convex hitting cost function $f^i_t$ in an online…

Optimization and Control · Mathematics 2025-01-31 Neelkamal Bhuyan , Debankur Mukherjee , Adam Wierman

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Optimization and Control · Mathematics 2018-06-20 Van Sy Mai , Eyad H. Abed

We consider the problem of estimating the possibly non-convex cost of an agent by observing its interactions with a nonlinear, non-stationary and stochastic environment. For this inverse problem, we give a result that allows to estimate the…

Optimization and Control · Mathematics 2023-07-24 Émiland Garrabé , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

We present an algorithm for finding optimal paths for multiple stochastic agents in a graph to reach their destinations with a user-specified maximum pairwise collision probability. Our algorithm, called STT-CBS, uses Conflict-Based Search…

Robotics · Computer Science 2021-09-01 Oriana Peltzer , Kyle Brown , Mac Schwager , Mykel J. Kochenderfer , Martin Sehr

Agents that learn to select optimal actions represent a prominent focus of the sequential decision-making literature. In the face of a complex environment or constraints on time and resources, however, aiming to synthesize such an optimal…

Machine Learning · Computer Science 2021-06-23 Dilip Arumugam , Benjamin Van Roy

We study two agent based models of opinion formation - one stochastic in nature and one deterministic. Both models are defined in terms of an underlying graph; we study how the structure of the graph affects the long time behavior of the…

Dynamical Systems · Mathematics 2019-01-31 Dylan Weber , Ryan Theisen , Sebastien Motsch

In this paper, we propose a cost-aware cascading bandits model, a new variant of multi-armed ban- dits with cascading feedback, by considering the random cost of pulling arms. In each step, the learning agent chooses an ordered list of…

Machine Learning · Computer Science 2018-05-23 Ruida Zhou , Chao Gan , Jing Yan , Cong Shen

We develop a model of the behaviour of a dynamically optimizing economic agent who makes consumption-saving and spatial relocation decisions. We formulate an existence result for the model, derive the necessary conditions for optimality and…

Optimization and Control · Mathematics 2007-05-23 Iordan Iordanov , Andrey Vassilev

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

Computer Science and Game Theory · Computer Science 2018-08-17 Pu Yang , Krishnamurthy Iyer , Peter Frazier

Empty taxi cruising represents a wastage of resources in the context of urban taxi services. In this work, we seek to minimize such wastage. An analysis of a large trace of taxi operations reveals that the services' inefficiency is caused…

Multiagent Systems · Computer Science 2012-10-19 Lucas Agussurja , Hoong Chuin Lau

Assessing whether an agent has abandoned a goal or is actively pursuing it is important when multiple agents are trying to achieve joint goals, or when agents commit to achieving goals for each other. Making such a determination for a…

Artificial Intelligence · Computer Science 2020-07-29 Ramon Fraga Pereira , Nir Oren , Felipe Meneguzzi

In this paper, we tackle the problem of risk-averse route planning in a transportation network with time-dependent and stochastic costs. To solve this problem, we propose an adaptation of the A* algorithm that accommodates any risk measure…

Artificial Intelligence · Computer Science 2017-01-04 Dajian Li , Paul Weng , Orkun Karabasoglu

In this paper, we consider a general distributed system with multiple agents who select and then implement actions in the system. The system has an operator with a centralized objective. The agents, on the other hand, are selfinterested and…

Computer Science and Game Theory · Computer Science 2020-01-15 Donya Ghavidel , Pratyush Chakraborty , Enrique Baeyens , Vijay Gupta , Pramod P. Khargonekar

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…

Machine Learning · Computer Science 2020-03-26 P Sharoff , Nishant A. Mehta , Ravi Ganti