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We study a dynamic model of information provision. A state of nature evolves according to a Markov chain. An informed advisor decides how much information to provide to an uninformed decision maker, so as to influence his short-term…

Probability · Mathematics 2014-07-23 Jerome Renault , Eilon Solan , Nicolas Vieille

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

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

There are situations in which an agent should receive rewards only after having accomplished a series of previous tasks, that is, rewards are non-Markovian. One natural and quite general way to represent history-dependent rewards is via a…

Artificial Intelligence · Computer Science 2020-10-01 Gavin Rens , Jean-François Raskin , Raphaël Reynouad , Giuseppe Marra

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

Bayesian persuasion is a model for understanding strategic information revelation: an agent with an informational advantage, called a sender, strategically discloses information by sending signals to another agent, called a receiver. In…

Computer Science and Game Theory · Computer Science 2021-12-14 Kaito Fujii , Shinsaku Sakaue

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

We model endogenous perception of private information in single-agent screening problems, with potential evaluation errors. The agent's evaluation of their type depends on their cognitive state: either attentive (i.e., they correctly…

Theoretical Economics · Economics 2025-03-12 Benjamin Balzer , Benjamin Young

In bipartite matching problems, agents on two sides of a graph want to be paired according to their preferences. The stability of a matching depends on these preferences, which in uncertain environments also reflect agents' beliefs about…

Computer Science and Game Theory · Computer Science 2025-11-10 Jonathan Shaki , Jiarui Gan , Sarit Kraus

We present a model of optimal training of a rational, sluggish agent. A trainer commits to a discrete-time, finite-state Markov process that governs the evolution of training intensity. Subsequently, the agent monitors the state and adjusts…

Theoretical Economics · Economics 2021-05-20 Kfir Eliaz , Ran Spiegler

In Markov Decision Processes (MDPs) with intermittent state information, decision-making becomes challenging due to periods of missing observations. Linear programming (LP) methods can play a crucial role in solving MDPs, in particular,…

Optimization and Control · Mathematics 2025-09-09 Konstantin Avrachenkov , Madhu Dhiman , Veeraruna Kavitha

Graph neural networks (GNNs) are a powerful inductive bias for modelling algorithmic reasoning procedures and data structures. Their prowess was mainly demonstrated on tasks featuring Markovian dynamics, where querying any associated data…

Machine Learning · Computer Science 2021-04-28 Heiko Strathmann , Mohammadamin Barekatain , Charles Blundell , Petar Veličković

We study a simple model of how social behaviors, like trends and opinions, propagate in networks where individuals adopt the trend when they are informed by threshold $T$ neighbors who are adopters. Using a dynamic message-passing…

Physics and Society · Physics 2015-06-18 Munik Shrestha , Cristopher Moore

We consider an infinite horizon dynamic mechanism design problem with interdependent valuations. In this setting the type of each agent is assumed to be evolving according to a first order Markov process and is independent of the types of…

Computer Science and Game Theory · Computer Science 2015-06-26 Swaprava Nath , Onno Zoeter , Y. Narahari , Christopher R. Dance

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

The literature on strategic communication originated with the influential cheap talk model, which precedes the Bayesian persuasion model by three decades. This model describes an interaction between two agents: sender and receiver. The…

Computer Science and Game Theory · Computer Science 2024-09-11 Yakov Babichenko , Inbal Talgam-Cohen , Haifeng Xu , Konstantin Zabarnyi

Recommender systems are widely used for suggesting books, education materials, and products to users by exploring their behaviors. In reality, users' preferences often change over time, leading to studies on time-dependent recommender…

Information Retrieval · Computer Science 2024-12-17 Haidong Zhang , Wancheng Ni , Xin Li , Yiping Yang

A sender commits to an experiment to persuade a receiver. Accounting for the sender's experiment-choice incentives, and not presupposing a receiver tie-breaking rule when indifferent, we characterize when the sender's equilibrium payoff is…

Theoretical Economics · Economics 2024-02-13 Elliot Lipnowski , Doron Ravid , Denis Shishkin

We introduce a class of learning problems where the agent is presented with a series of tasks. Intuitively, if there is relation among those tasks, then the information gained during execution of one task has value for the execution of…

Machine Learning · Computer Science 2012-09-06 Christos Dimitrakakis
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