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Artificial agents will need to be aware of human moral and social norms, and able to use them in decision-making. In particular, artificial agents will need a principled approach to managing conflicting norms, which are common in human…

Systems and Control · Computer Science 2017-11-21 Daniel Kasenberg , Matthias Scheutz

We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…

Discrete Mathematics · Computer Science 2016-06-28 Ana Bušić , Sean Meyn

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

We study decision dependent distributionally robust optimization models, where the ambiguity sets of probability distributions can depend on the decision variables. These models arise in situations with endogenous uncertainty. The developed…

Optimization and Control · Mathematics 2018-06-26 Fengqiao Luo , Sanjay Mehrotra

We explore the effects of social influence in a simple market model in which a large number of agents face a binary choice: 'to buy/not to buy' a single unit of a product at a price posted by a single seller (the monopoly case). We consider…

Disordered Systems and Neural Networks · Physics 2008-12-02 Jean-Pierre Nadal , Denis Phan , Mirta B. Gordon , Jean Vannimenus

This study introduces an optimal mechanism in a dynamic stochastic knapsack environment. The model features a single seller who has a fixed quantity of a perfectly divisible item. Impatient buyers with a piece-wise linear utility function…

Computer Science and Game Theory · Computer Science 2024-02-23 Jihyeok Jung , Chan-Oi Song , Deok-Joo Lee , Kiho Yoon

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Optimization and Control · Mathematics 2024-12-18 Fei Wu , Erik Demeulemeester , Jannik Matuschke

This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…

Multiagent Systems · Computer Science 2020-03-17 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

We present a time dependent variational method to learn the mechanisms of equilibrium reactive processes and efficiently evaluate their rates within a transition path ensemble. This approach builds off variational path sampling methodology…

Chemical Physics · Physics 2023-07-10 Aditya N. Singh , David T. Limmer

This paper addresses a mathematically tractable model of the Prisoner's Dilemma using the framework of active inference. In this work, we design pairs of Bayesian agents that are tracking the joint game state of their and their opponent's…

Physics and Society · Physics 2023-08-31 Daphne Demekas , Conor Heins , Brennan Klein

Time perception - how humans and animals perceive the passage of time - forms the basis for important cognitive skills such as decision-making, planning, and communication. In this work, we propose a framework for examining the mechanisms…

Systems and Control · Electrical Eng. & Systems 2023-11-08 Inês Lourenço , Robert Mattila , Rodrigo Ventura , Bo Wahlberg

This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach…

Systems and Control · Electrical Eng. & Systems 2024-04-22 Killian Wood , Ahmed Zamzam , Emiliano Dall'Anese

This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibria supported by their interactions. One idea we propose is…

General Finance · Quantitative Finance 2013-11-05 Ted Theodosopoulos

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

Optimization and Control · Mathematics 2018-02-05 Charafeddine Mouzouni

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

Coupled Ising models are studied in a discrete choice theory framework, where they can be understood to represent interdependent choice making processes for homogeneous populations under social influence. Two different coupling schemes are…

Physics and Society · Physics 2020-03-10 Ana Fernández del Río , Elka Korutcheva , Javier de la Rubia

This paper presents a hierarchical decision-making framework for autonomous systems operating under uncertainty, demonstrated through autonomous driving as a representative application. Surrounding agents are modeled using Hybrid Markov…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Siyuan Li , Chengyuan Liu , Wen-Hua Chen

This paper reports a new hierarchical architecture for modeling autonomous multi-robot systems (MRSs): a nonlinear dynamical opinion process is used to model high-level group choice, and multi-objective behavior optimization is used to…

Robotics · Computer Science 2024-10-22 Tyler M. Paine , Michael R. Benjamin

We introduce a general framework for Markov decision problems under model uncertainty in a discrete-time infinite horizon setting. By providing a dynamic programming principle we obtain a local-to-global paradigm, namely solving a local,…

Optimization and Control · Mathematics 2023-01-06 Ariel Neufeld , Julian Sester , Mario Šikić