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We study 2-player turn-based perfect-information stochastic games with countably infinite state space. The players aim at maximizing/minimizing the probability of a given event (i.e., measurable set of infinite plays), such as reachability,…

Computer Science and Game Theory · Computer Science 2017-04-18 Stefan Kiefer , Richard Mayr , Mahsa Shirmohammadi , Dominik Wojtczak

We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…

Machine Learning · Computer Science 2025-10-15 Isaac Gibbs , Ryan J. Tibshirani

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

In this paper, we study expected utility maximization under ratchet and drawdown constraints on consumption in a general incomplete semimartingale market using duality methods. The optimization is considered with respect to two parameters:…

Optimization and Control · Mathematics 2022-07-19 Anastasiya Tanana

Classifiers can be trained with data-dependent constraints to satisfy fairness goals, reduce churn, achieve a targeted false positive rate, or other policy goals. We study the generalization performance for such constrained optimization…

Machine Learning · Computer Science 2018-10-02 Andrew Cotter , Maya Gupta , Heinrich Jiang , Nathan Srebro , Karthik Sridharan , Serena Wang , Blake Woodworth , Seungil You

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Information Theory · Computer Science 2012-03-22 Amir Beck , Yonina C. Eldar

We describe a two-stage mechanism that fully implements the set of efficient outcomes in two-agent environments with quasi-linear utilities. The mechanism asks one agent to set prices for each outcome, and the other agent to make a choice,…

Theoretical Economics · Economics 2023-04-25 Federico Echenique , Matías Núñez

Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important…

Machine Learning · Computer Science 2015-11-24 Moritz Hardt , Nimrod Megiddo , Christos Papadimitriou , Mary Wootters

In dynamic programming and reinforcement learning, the policy for the sequential decision making of an agent in a stochastic environment is usually determined by expressing the goal as a scalar reward function and seeking a policy that…

Artificial Intelligence · Computer Science 2025-02-26 Simon Dima , Simon Fischer , Jobst Heitzig , Joss Oliver

We consider multiplayer stochastic games in which the payoff of each player is a bounded and Borel-measurable function of the infinite play. By using a generalization of the technique of Martin (1998) and Maitra and Sudderth (1998), we show…

Optimization and Control · Mathematics 2022-08-26 János Flesch , Eilon Solan

Multi-dimensional mean-payoff and energy games provide the mathematical foundation for the quantitative study of reactive systems, and play a central role in the emerging quantitative theory of verification and synthesis. In this work, we…

Computer Science and Game Theory · Computer Science 2014-11-04 Krishnendu Chatterjee , Mickael Randour , Jean-François Raskin

Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…

Logic in Computer Science · Computer Science 2016-09-15 Véronique Bruyère , Quentin Hautem , Mickael Randour

Game theory has emerged as a fruitful paradigm for the design of networked multiagent systems. A fundamental component of this approach is the design of agents' utility functions so that their self-interested maximization results in a…

Computer Science and Game Theory · Computer Science 2020-03-12 Dario Paccagnan , Rahul Chandan , Jason R. Marden

We consider contest success functions (CSFs) that extract contestants' prize values. In the common-value case, there exists a CSF extractive in any equilibrium. In the observable-private-value case, there exists a CSF extractive in some…

Theoretical Economics · Economics 2022-07-12 Tomohiko Kawamori

How can a system designer exploit system-level knowledge to derive incentives to optimally influence social behavior? The literature on network routing contains many results studying the application of monetary tolls to influence behavior…

Computer Science and Game Theory · Computer Science 2019-07-25 Bryce L. Ferguson , Philip N. Brown , Jason R. Marden

In this paper, we develop a new method for finding an optimal biddingstrategy in sequential auctions, using a dynamic programming technique. Theexisting method assumes that the utility of a user is represented in anadditive form. Thus, the…

Computer Science and Game Theory · Computer Science 2013-01-14 Hiromitsu Hattori , Makoto Yokoo , Yuko Sakurai , Toramatsu Shintani

We consider the problem of sequential decision making under uncertainty in which the loss caused by a decision depends on the following binary observation. In competitive on-line learning, the goal is to design decision algorithms that are…

Machine Learning · Computer Science 2007-05-23 Vladimir Vovk

Given a binary prediction problem, which performance metric should the classifier optimize? We address this question by formalizing the problem of Metric Elicitation. The goal of metric elicitation is to discover the performance metric of a…

Machine Learning · Statistics 2019-01-21 Gaurush Hiranandani , Shant Boodaghians , Ruta Mehta , Oluwasanmi Koyejo

Human behavioural patterns exhibit selfish or competitive, as well as selfless or altruistic tendencies, both of which have demonstrable effects on human social and economic activity. In behavioural economics, such effects have…

Multiagent Systems · Computer Science 2021-04-28 Jan E. Snellman , Gerardo Iñiguez , János Kertész , R. A. Barrio , Kimmo K. Kaski

The goal of this paper is to share our experience in designing and organizing educational competitions with anonymous and (near) real-time leaderboards in both academic and industrial settings. While such competitions serve as a great…

Human-Computer Interaction · Computer Science 2024-02-14 Serdar Kadıoğlu , Bernard Kleynhans
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