Related papers: Is a sophisticated agent always a wise one?
In this article we study an optimal stopping/optimal control problem which models the decision facing a risk-averse agent over when to sell an asset. The market is incomplete so that the asset exposure cannot be hedged. In addition to the…
Motivated by the control theoretic distinction between controllable and uncontrollable events, we distinguish between two types of agents within a multi-agent system: controllable agents, which are directly controlled by the system's…
In this note, we consider the existence and uniqueness of the solution of a time-dependent optimal control problem constrained by a partial differential equation with uncertain inputs. Relying on the Lions' Lemma for deterministic problems,…
In a dynamic matching market, such as a marriage or job market, how should agents balance accepting a proposed match with the cost of continuing their search? We consider this problem in a discrete setting, in which agents have cardinal…
This paper studies robust time-inconsistent (TIC) linear-quadratic stochastic control problems, formulated by stochastic differential games. By a spike variation approach, we derive sufficient conditions for achieving the Nash equilibrium,…
In order to solve complex, long-horizon tasks, intelligent robots need to carry out high-level, abstract planning and reasoning in conjunction with motion planning. However, abstract models are typically lossy and plans or policies computed…
The intent of control argumentation frameworks is to specifically model strategic scenarios from the perspective of an agent by extending the standard model of argumentation framework in a way that takes unquantified uncertainty regarding…
This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…
The Team-maxmin equilibrium prescribes the optimal strategies for a team of rational players sharing the same goal and without the capability of correlating their strategies in strategic games against an adversary. This solution concept can…
The problem of consensus in the presence of adversarially behaving agents has been studied extensively in the literature. The proposed algorithms typically guarantee that the consensus value lies within the convex hull of initial normal…
Counterfactual estimation using synthetic controls is one of the most successful recent methodological developments in causal inference. Despite its popularity, the current description only considers time series aligned across units and…
In this paper, we solve the time inconsistent portfolio selection problem by using different utility functions with a moving target as our constraint. We solve this problem by finding an equilibrium control under the given definition as our…
A key challenge in multi-robot and multi-agent systems is generating solutions that are robust to other self-interested or even adversarial parties who actively try to prevent the agents from achieving their goals. The practicality of…
Fully cooperative multiagent systems - those in which agents share a joint utility model- is of special interest in AI. A key problem is that of ensuring that the actions of individual agents are coordinated, especially in settings where…
We study sequences, parametrized by the number of agents, of many agent exit time stochastic control problems with risk-sensitive cost structure. We identify a fully characterizing assumption, under which each of such control problem…
We consider continuous-time consensus seeking systems whose time-dependent interactions are cut-balanced, in the following sense: if a group of agents influences the remaining ones, the former group is also influenced by the remaining ones…
We study the problem of resilient strategies in the presence of uncertainty. Resilient strategies enable an agent to make decisions that are robust against disturbances. In particular, we are interested in those disturbances that are able…
This paper studies the synthesis of control policies for an agent that has to satisfy a temporal logic specification in a partially observable environment, in the presence of an adversary. The interaction of the agent (defender) with the…
This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…
This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation preference to incorporate all discount rates via an attitude…