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Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…

Machine Learning · Statistics 2024-05-24 Jonathan Gornet , Bruno Sinopoli

Interactive recommender systems that enable the interactions between users and the recommender system have attracted increasing research attentions. Previous methods mainly focus on optimizing recommendation accuracy. However, they usually…

Information Retrieval · Computer Science 2019-07-04 Yong Liu , Yingtai Xiao , Qiong Wu , Chunyan Miao , Juyong Zhang

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Machine Learning · Computer Science 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

Multi-agent market simulators usually require careful calibration to emulate real markets, which includes the number and the type of agents. Poorly calibrated simulators can lead to misleading conclusions, potentially causing severe loss…

Trading and Market Microstructure · Quantitative Finance 2022-10-19 Andrea Coletta , Aymeric Moulin , Svitlana Vyetrenko , Tucker Balch

Most solutions to the inventory management problem assume a centralization of information that is incompatible with organisational constraints in real supply chain networks. The inventory management problem is a well-known planning problem…

Machine Learning · Computer Science 2023-07-24 Marwan Mousa , Damien van de Berg , Niki Kotecha , Ehecatl Antonio del Rio-Chanona , Max Mowbray

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors. Neighbors are defined by a network graph with heterogeneous and stochastic…

Optimization and Control · Mathematics 2019-05-22 Udari Madhushani , Naomi Ehrich Leonard

Motivated by scenarios of information diffusion and advertising in social media, we study an influence maximization problem in which little is assumed to be known about the diffusion network or about the model that determines how…

Machine Learning · Computer Science 2022-01-17 Alexandra Iacob , Bogdan Cautis , Silviu Maniu

Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In this paper, we build a multi-agent simulation of a dealer…

Trading and Market Microstructure · Quantitative Finance 2019-11-15 Sumitra Ganesh , Nelson Vadori , Mengda Xu , Hua Zheng , Prashant Reddy , Manuela Veloso

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

This paper studies the distributed control and estimation of multi-agent systems based on bearing information. In particular, we consider two problems: (i) the distributed control of bearing-constrained formations using relative position…

Systems and Control · Computer Science 2015-03-31 Shiyu Zhao , Daniel Zelazo

Applications and systems are constantly faced with decisions that require picking from a set of actions based on contextual information. Reinforcement-based learning algorithms such as contextual bandits can be very effective in these…

Current approaches to multi-agent cooperation rely heavily on centralized mechanisms or explicit communication protocols to ensure convergence. This paper studies the problem of distributed multi-agent learning without resorting to…

Multiagent Systems · Computer Science 2025-08-19 Caroline Wang , Ishan Durugkar , Elad Liebman , Peter Stone

Decision markets are mechanisms for selecting one among a set of actions based on forecasts about their consequences. Decision markets that are based on scoring rules have been proven to offer incentive compatibility analogous to properly…

Computer Science and Game Theory · Computer Science 2021-11-16 Wenlong Wang , Thomas Pfeiffer

Deep reinforcement learning for multi-agent cooperation and competition has been a hot topic recently. This paper focuses on cooperative multi-agent problem based on actor-critic methods under local observations settings. Multi agent deep…

Artificial Intelligence · Computer Science 2017-10-04 Xiangxiang Chu , Hangjun Ye

Adapting machine translation systems in the real world is a difficult problem. In contrast to offline training, users cannot provide the type of fine-grained feedback (such as correct translations) typically used for improving the system.…

Computation and Language · Computer Science 2020-09-03 Jason Naradowsky , Xuan Zhang , Kevin Duh

Autonomous cyber-physical agents and systems play an increasingly large role in our lives. To ensure that agents behave in ways aligned with the values of the societies in which they operate, we must develop techniques that allow these…

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Machine Learning · Computer Science 2018-01-11 Sampath Kannan , Jamie Morgenstern , Aaron Roth , Bo Waggoner , Zhiwei Steven Wu

Agent-based models (ABMs) have shown promise for modelling various real world phenomena incompatible with traditional equilibrium analysis. However, a critical concern is the manual definition of behavioural rules in ABMs. Recent…

Multiagent Systems · Computer Science 2024-02-02 Benjamin Patrick Evans , Sumitra Ganesh

In today's technology environment, information is abundant, dynamic, and heterogeneous in nature. Automated filtering and prioritization of information is based on the distinction between whether the information adds substantial value…

Machine Learning · Computer Science 2022-02-01 Jade Freeman , Michael Rawson