Related papers: Markov Persuasion Processes with Endogenous Agent …

We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts.…

Training reinforcement learning (RL) agents using scalar reward signals is often infeasible when an environment has sparse and non-Markovian rewards. Moreover, handcrafting these reward functions before training is prone to…

A decisionmaker faces $n$ alternatives, each of which represents a potential reward. After investing costly resources into investigating the alternatives, the decisionmaker may select one, or more generally a feasible subset, and obtain the…

We study a multi-agent reinforcement learning dynamics, and analyze its asymptotic behavior in infinite-horizon discounted Markov potential games. We focus on the independent and decentralized setting, where players do not know the game…

We study a Bayesian persuasion setting in which a sender wants to persuade a critical mass of receivers by revealing partial information about the state to them. The homogeneous binary-action receivers are located on a communication…

We investigate a two-period Bayesian persuasion game, where the receiver faces a decision, akin to a one-armed bandit problem: to undertake an action, gaining noisy information and a corresponding positive or negative payoff, or to refrain.…

When estimating the directed information between two jointly stationary Markov processes, it is typically assumed that the recipient of the directed information is itself Markov of the same order as the joint process. While this assumption…

People often learn from other's actions when they make decisions while doing online shopping. This kind of observational learning may lead to information cascades, which means agents might ignore their own signals and follow the 'trend'…

In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…

This paper introduces a Markov chain approach that allows a rigorous analysis of agent based opinion dynamics as well as other related agent based models (ABM). By viewing the ABM dynamics as a micro description of the process, we show how…

We present an approach to reduce the communication required between agents in a Multi-Agent learning system by exploiting the inherent robustness of the underlying Markov Decision Process. We compute so-called robustness surrogate functions…

An agent acquires information dynamically until her belief about a binary state reaches an upper or lower threshold. She can choose any signal process subject to a constraint on the rate of entropy reduction. Strategies are ordered by "time…

Exogenous state variables and rewards can slow down reinforcement learning by injecting uncontrolled variation into the reward signal. We formalize exogenous state variables and rewards and identify conditions under which an MDP with…

We consider the batch (off-line) policy learning problem in the infinite horizon Markov Decision Process. Motivated by mobile health applications, we focus on learning a policy that maximizes the long-term average reward. We propose a…

Modeling unknown systems from data is a precursor of system optimization and sequential decision making. In this paper, we focus on learning a Markov model from a single trajectory of states. Suppose that the transition model has a small…

We address Bayesian persuasion between a sender and a receiver with state-dependent quadratic cost measures for general classes of distributions. The receiver seeks to make mean-square-error estimate of a state based on a signal sent by the…

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

We investigate a remote estimation problem in which a transmitter observes a Markov source and chooses the power level to transmit it over a time-varying packet-drop channel. The channel is modeled as a channel with Markovian state where…

In this paper we study the problem of information sharing among rational self-interested agents as a dynamic game of asymmetric information. We assume that the agents imperfectly observe a Markov chain and they are called to decide whether…