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While real-world decisions involve many competing objectives, algorithmic decisions are often evaluated with a single objective function. In this paper, we study algorithmic policies which explicitly trade off between a private objective…

Machine Learning · Computer Science 2020-07-17 Esther Rolf , Max Simchowitz , Sarah Dean , Lydia T. Liu , Daniel Björkegren , Moritz Hardt , Joshua Blumenstock

Provably efficient and robust equilibrium computation in general-sum Markov games remains a core challenge in multi-agent reinforcement learning. Nash equilibrium is computationally intractable in general and brittle due to equilibrium…

Machine Learning · Computer Science 2026-03-11 Jake Gonzales , Max Horwitz , Eric Mazumdar , Lillian J. Ratliff

Most learning algorithms are not invariant to the scale of the function that is being approximated. We propose to adaptively normalize the targets used in learning. This is useful in value-based reinforcement learning, where the magnitude…

Machine Learning · Computer Science 2016-08-17 Hado van Hasselt , Arthur Guez , Matteo Hessel , Volodymyr Mnih , David Silver

Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…

Machine Learning · Statistics 2026-05-28 Wonyoung Kim , Min-Hwan Oh , Garud Iyengar , Assaf Zeevi

We study fair multi-agent multi-armed bandit learning under collision-only coordination. Agents cannot communicate explicitly during learning and observe only their own rewards and whether collisions occur when several agents access the…

Machine Learning · Computer Science 2026-05-05 Amir Leshem

We study a dynamic allocation problem in which $T$ sequentially arriving divisible resources are to be allocated to a number of agents with linear utilities. The marginal utilities of each resource to the agents are drawn stochastically…

Optimization and Control · Mathematics 2023-06-27 Santiago R. Balseiro , Shangzhou Xia

We develop polynomial-time algorithms for the fair and efficient allocation of indivisible goods among $n$ agents that have subadditive valuations over the goods. We first consider the Nash social welfare as our objective and design a…

Computer Science and Game Theory · Computer Science 2020-07-07 Siddharth Barman , Umang Bhaskar , Anand Krishna , Ranjani G. Sundaram

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…

Machine Learning · Computer Science 2022-10-18 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi

We study the problem of allocating a set of indivisible goods among agents with subadditive valuations in a fair and efficient manner. Envy-Freeness up to any good (EFX) is the most compelling notion of fairness in the context of…

Computer Science and Game Theory · Computer Science 2020-08-18 Bhaskar Ray Chaudhury , Jugal Garg , Ruta Mehta

Motivated by cognitive radios, stochastic multi-player multi-armed bandits gained a lot of interest recently. In this class of problems, several players simultaneously pull arms and encounter a collision - with 0 reward - if some of them…

Machine Learning · Computer Science 2020-06-22 Etienne Boursier , Vianney Perchet

Mechanism design in resource allocation studies dividing limited resources among self-interested agents whose satisfaction with the allocation depends on privately held utilities. We consider the problem in a payment-free setting, with the…

Computer Science and Game Theory · Computer Science 2025-01-03 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

Machine Learning · Computer Science 2020-01-01 Zihan Zhang , Xiangyang Ji

Systematic discriminatory biases present in our society influence the way data is collected and stored, the way variables are defined, and the way scientific findings are put into practice as policy. Automated decision procedures and…

Machine Learning · Computer Science 2019-05-29 Razieh Nabi , Daniel Malinsky , Ilya Shpitser

Collaborative learning enables multiple participants to learn a single global model by exchanging focused updates instead of sharing data. One of the core challenges in collaborative learning is ensuring that participants are rewarded…

Machine Learning · Computer Science 2025-07-15 Nurbek Tastan , Samuel Horvath , Karthik Nandakumar

The Combinatorial Multi-Armed Bandit problem is a sequential decision-making problem in which an agent selects a set of arms on each round, observes feedback for each of these arms and aims to maximize a known reward function of the arms it…

Machine Learning · Computer Science 2020-07-17 Nadav Merlis , Shie Mannor

No-regret learning has emerged as a powerful tool for solving extensive-form games. This was facilitated by the counterfactual-regret minimization (CFR) framework, which relies on the instantiation of regret minimizers for simplexes at each…

Computer Science and Game Theory · Computer Science 2017-11-10 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches,…

Machine Learning · Computer Science 2021-10-27 Haque Ishfaq , Qiwen Cui , Viet Nguyen , Alex Ayoub , Zhuoran Yang , Zhaoran Wang , Doina Precup , Lin F. Yang