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Learning how to learn efficiently is a fundamental challenge for biological agents and a growing concern for artificial ones. To learn effectively, an agent must regulate its learning speed, balancing the benefits of rapid improvement…

Machine Learning · Computer Science 2026-01-13 Valentina Njaradi , Rodrigo Carrasco-Davis , Peter E. Latham , Andrew Saxe

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

Travel decisions tend to exhibit sensitivity to uncertainty and information processing constraints. These behavioural conditions can be characterized by a generative learning process. We propose a data-driven generative model version of…

Econometrics · Economics 2019-07-29 Melvin Wong , Bilal Farooq

In this paper, we treat linear quadratic team decision problems, where a team of agents minimizes a convex quadratic cost function over $T$ time steps subject to possibly distinct linear measurements of the state of nature. We assume that…

Optimization and Control · Mathematics 2022-12-23 Olle Kjellqvist , Ather Gattami

We consider a special case of bandit problems, namely batched bandits. Motivated by natural restrictions of recommender systems and e-commerce platforms, we assume that a learning agent observes responses batched in groups over a certain…

Machine Learning · Computer Science 2021-11-04 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…

Machine Learning · Computer Science 2020-03-26 P Sharoff , Nishant A. Mehta , Ravi Ganti

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

We study sequential decision-making with known rewards and unknown constraints, motivated by situations where the constraints represent expensive-to-evaluate human preferences, such as safe and comfortable driving behavior. We formalize the…

Machine Learning · Computer Science 2022-06-13 David Lindner , Sebastian Tschiatschek , Katja Hofmann , Andreas Krause

We consider a class of reinforcement-learning systems in which the agent follows a behavior policy to explore a discrete state-action space to find an optimal policy while adhering to some restriction on its behavior. Such restriction may…

Machine Learning · Computer Science 2023-04-07 Peter C. Y. Chen

The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-11-02 Dilip Arumugam , Benjamin Van Roy

The interplay between exploration and exploitation in competitive multi-agent learning is still far from being well understood. Motivated by this, we study smooth Q-learning, a prototypical learning model that explicitly captures the…

Computer Science and Game Theory · Computer Science 2021-06-25 Stefanos Leonardos , Georgios Piliouras , Kelly Spendlove

AI systems that learn through reward feedback about the actions they take are increasingly deployed in domains that have significant impact on our daily life. However, in many cases the online rewards should not be the only guiding…

Artificial Intelligence · Computer Science 2018-09-18 Avinash Balakrishnan , Djallel Bouneffouf , Nicholas Mattei , Francesca Rossi

The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…

Machine Learning · Computer Science 2019-06-11 Hossein Aboutalebi , Doina Precup , Tibor Schuster

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in many settings of interest, agent utility functions themselves vary as a…

Multiagent Systems · Computer Science 2021-10-01 Brandon C. Collins , Lisa Hines , Gia Barboza , Philip N. Brown

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…

Machine Learning · Statistics 2018-06-04 Jack Umenberger , Thomas B. Schön

Bounded agents are limited by intrinsic constraints on their ability to process information that is available in their sensors and memory and choose actions and memory updates. In this dissertation, we model these constraints as…

Machine Learning · Computer Science 2017-03-31 Roy Fox

The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…

While game theory is widely used to model strategic interactions, a natural question is where do the game representations come from? One answer is to learn the representations from data. If one wants to learn both the payoffs and the…

Computer Science and Game Theory · Computer Science 2012-03-19 Xi Alice Gao , Avi Pfeffer

In high-stakes AI applications, even a single action can cause irreparable damage. However, nearly all of sequential decision-making theory assumes that all errors are recoverable (e.g., by bounding rewards). Standard bandit algorithms that…

Machine Learning · Computer Science 2026-04-14 Sarah Liaw , Benjamin Plaut
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