Related papers: An Imitation Learning Based Algorithm Enabling Pri…
In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose a novel continuous-time solution algorithm that uses regular projections and first-order information. As…
Market equilibrium is one of the most fundamental solution concepts in economics and social optimization analysis. Existing works on market equilibrium computation primarily focus on settings with relatively few buyers. Motivated by this,…
In current power distribution systems, one of the most challenging operation tasks is to coordinate the network- wide distributed energy resources (DERs) to maintain the stability of voltage magnitude of the system. This voltage control…
We design and analyze reinforcement learning algorithms for Graphon Mean-Field Games (GMFGs). In contrast to previous works that require the precise values of the graphons, we aim to learn the Nash Equilibrium (NE) of the regularized GMFGs…
Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…
A new gradient-based optimization approach by automatically scheduling the learning rate has been proposed recently, which is called Binary Forward Exploration (BFE). The Adaptive version of BFE has also been discussed thereafter. In this…
Modern open and softwarized systems -- such as O-RAN telecom networks and cloud computing platforms -- host independently developed applications with distinct, and potentially conflicting, objectives. Coordinating the behavior of such…
We present a methodology to robustly estimate the competitive equilibria (CE) of combinatorial markets under the assumption that buyers do not know their precise valuations for bundles of goods, but instead can only provide noisy estimates.…
Predictive uncertainty quantification is crucial for reliable decision-making in various applied domains. Bayesian neural networks offer a powerful framework for this task. However, defining meaningful priors and ensuring computational…
This work describes a novel simulation approach that combines machine learning and device modelling simulations. The device simulations are based on the quantum mechanical non-equilibrium Greens function (NEGF) approach and the machine…
Multi-agent imitation learning (MA-IL) aims to learn optimal policies from expert demonstrations of interactions in multi-agent interactive domains. Despite existing guarantees on the performance of the resulting learned policies,…
In Evolutionary Game Theory (EGT), a population reaches a Nash equilibrium when none of the agents can improve its objective by solely changing its strategy on its own. Roughly speaking, this equilibrium is a protection against betrayal.…
In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In…
To address issues of group-level fairness in machine learning, it is natural to adjust model parameters based on specific fairness objectives over a sensitive-attributed validation set. Such an adjustment procedure can be cast within a…
We tackle a common scenario in imitation learning (IL), where agents try to recover the optimal policy from expert demonstrations without further access to the expert or environment reward signals. Except the simple Behavior Cloning (BC)…
Generalized Nash equilibrium (GNE) problems are commonly used to model strategic interactions between self-interested agents who are coupled in cost and constraints. Specifically, the variational GNE, a refinement of the GNE, is often…
Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…
This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…
We systematically study various network Expectation-Maximization (EM) algorithms for the Gaussian mixture model within the framework of decentralized federated learning. Our theoretical investigation reveals that directly extending the…
Auto-bidding has become a cornerstone of modern online advertising platforms, enabling many advertisers to automate bidding at scale and optimize campaign performance. However, prevailing industrial systems rely on single-agent auto-bidding…