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Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

Optimization and Control · Mathematics 2020-02-24 Romuald Elie , Julien Pérolat , Mathieu Laurière , Matthieu Geist , Olivier Pietquin

In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…

Machine Learning · Computer Science 2022-04-19 Yuzhen Qin , Tommaso Menara , Samet Oymak , ShiNung Ching , Fabio Pasqualetti

The Stackelberg prediction game (SPG) has been extensively used to model the interactions between the learner and data provider in the training process of various machine learning algorithms. Particularly, SPGs played prominent roles in…

Optimization and Control · Mathematics 2021-05-13 Jiali Wang , He Chen , Rujun Jiang , Xudong Li , Zihao Li

Addressing the question of how to achieve optimal decision-making under risk and uncertainty is crucial for enhancing the capabilities of artificial agents that collaborate with or support humans. In this work, we address this question in…

Multiagent Systems · Computer Science 2024-08-02 Nicole Orzan , Erman Acar , Davide Grossi , Patrick Mannion , Roxana Rădulescu

Motivated by a number of real-world applications from domains like healthcare and sustainable transportation, in this paper we study a scenario of repeated principal-agent games within a multi-armed bandit (MAB) framework, where: the…

Machine Learning · Computer Science 2023-05-09 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

In this paper, we introduce the third party to achieve the Stackelberg equilibrium with the time inconsistency in three different Stackelberg games, which are the discrete-time games, the dynamic games, and the mean field games. Here all…

Optimization and Control · Mathematics 2024-07-29 Yiming Jiang , Yawei Wei , Jie Xue

We introduce and study incentive equilibria for multi-player meanpayoff games. Incentive equilibria generalise well-studied solution concepts such as Nash equilibria and leader equilibria (also known as Stackelberg equilibria). Recall that…

Computer Science and Game Theory · Computer Science 2015-11-03 Anshul Gupta , M. S. Krishna Deepak , Bharath Kumar Padarthi , Sven Schewe , Ashutosh Trivedi

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

In a Stackelberg congestion game (SCG), a leader aims to maximize their own gain by anticipating and manipulating the equilibrium state at which the followers settle by playing a congestion game. Often formulated as bilevel programs,…

Computer Science and Game Theory · Computer Science 2024-05-15 Jiayang Li , Jing Yu , Qianni Wang , Boyi Liu , Zhaoran Wang , Yu Marco Nie

We study a Stackelberg variant of the classical discrete-time Dynkin game, in which Player 1 (the leader) commits to a stopping strategy first and Player 2 (the follower) responds optimally. This leader-follower structure induces an optimal…

Optimization and Control · Mathematics 2026-05-26 Jingjie Zhang , Zhou Zhou

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

We investigate learning the equilibria in non-stationary multi-agent systems and address the challenges that differentiate multi-agent learning from single-agent learning. Specifically, we focus on games with bandit feedback, where testing…

Machine Learning · Computer Science 2024-05-06 Haozhe Jiang , Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

We consider a repeated Stackelberg game setup where the leader faces a sequence of followers of unknown types and must learn what commitments to make. While previous works have considered followers that best respond to the commitment…

Computer Science and Game Theory · Computer Science 2024-12-10 Vijeth Hebbar , Cédric Langbort

Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…

Machine Learning · Computer Science 2022-06-29 Srivas Chennu , Andrew Maher , Jamie Martin , Subash Prabanantham

Multi-agent interactions are increasingly important in the context of reinforcement learning, and the theoretical foundations of policy gradient methods have attracted surging research interest. We investigate the global convergence of…

Optimization and Control · Mathematics 2023-03-21 Sarath Pattathil , Kaiqing Zhang , Asuman Ozdaglar

To ensure the usefulness of Reinforcement Learning (RL) in real systems, it is crucial to ensure they are robust to noise and adversarial attacks. In adversarial RL, an external attacker has the power to manipulate the victim agent's…

Machine Learning · Computer Science 2024-06-18 Jeremy McMahan , Young Wu , Xiaojin Zhu , Qiaomin Xie

This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…

Computer Science and Game Theory · Computer Science 2025-03-04 Margarida Carvalho , Gabriele Dragotto , Felipe Feijoo , Andrea Lodi , Sriram Sankaranarayanan

LLM-based multi-agent systems have demonstrated impressive capabilities, but they also introduce significant safety risks when individual agents fail or behave adversarially. In this work, we study the automated design of agentic systems…

Machine Learning · Computer Science 2026-05-25 Jonathan Nöther , Adish Singla , Goran Radanovic

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

Adversarial decision-making in partially observable multi-agent systems requires sophisticated strategies for both deception and counter-deception. This paper presents a sequential hypothesis testing (SHT)-driven framework that captures the…

Optimization and Control · Mathematics 2026-04-14 Haosheng Zhou , Daniel Ralston , Xu Yang , Ruimeng Hu
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