Related papers: Distinguishing Risk Preferences using Repeated Gam…
A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…
This paper introduces a novel stochastic control framework to enhance the capabilities of automated investment managers, or robo-advisors, by accurately inferring clients' investment preferences from past activities. Our approach leverages…
We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…
Winners-take-all situations introduce an incentive for agents to diversify their behavior, since doing so will result in splitting an eventual price with fewer people. At the same time, when the payoff of a process depends on a parameter…
We consider a ubiquitous scenario in the Internet economy when individual decision-makers (henceforth, agents) both produce and consume information as they make strategic choices in an uncertain environment. This creates a three-way…
In this paper, we analyse inspection games with an evolutionary perspective. In our evolutionary inspection game with a large population, each individual is not a rational payoff maximiser, but periodically updates his strategy if he…
Using artificial intelligence (AI) to automatically test a game remains a critical challenge for the development of richer and more complex game worlds and for the advancement of AI at large. One of the most promising methods for achieving…
We use the indirect evolutionary approach to study evolutionarily stable preferences against multiple mutations in single- and multi-population matching settings, respectively. Players choose strategies to maximize their subjective…
The tendency of repeating past choices more often than expected from the history of outcomes has been repeatedly empirically observed in reinforcement learning experiments. It can be explained by at least two computational processes:…
We propose and study an evolutionary minority game (EMG) in which the agents are allowed to choose among three possible options. Unlike the original EMG where the agents either win or lose one unit of wealth, the present model assigns one…
The strategic selection of resources by selfish agents is a classic research direction, with Resource Selection Games and Congestion Games as prominent examples. In these games, agents select available resources and their utility then…
We study payoff manipulation in repeated multi-objective Stackelberg games, where a leader may strategically influence a follower's deterministic best response, e.g., by offering a share of their own payoff. We assume that the follower's…
In many predictive decision-making scenarios, such as credit scoring and academic testing, a decision-maker must construct a model that accounts for agents' propensity to "game" the decision rule by changing their features so as to receive…
In repeated games, such as auctions, players rely on autonomous learning agents to choose their actions. We study settings in which players have their agents make monetary transfers to other agents during play at their own expense, in order…
Many scenarios where agents with restrictions compete for resources can be cast as maximum matching problems on bipartite graphs. Our focus is on resource allocation problems where agents may have restrictions that make them incompatible…
We study the problem of a planner who resolves risk-return trade-offs - like financial investment decisions - on behalf of a collective of agents with heterogeneous risk preferences. The planner's objective is a two-stage utility functional…
Governments are increasingly turning to algorithmic risk assessments when making important decisions, such as whether to release criminal defendants before trial. Policymakers assert that providing public servants with algorithmic advice…
We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us…
It is well known that reinforcement learning can be cast as inference in an appropriate probabilistic model. However, this commonly involves introducing a distribution over agent trajectories with probabilities proportional to exponentiated…
Recent approaches to goal recognition have leveraged planning landmarks to achieve high-accuracy with low runtime cost. These approaches, however, lack a probabilistic interpretation. Furthermore, while most probabilistic models to goal…