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Data acquisition efficiency is a central challenge in deploying reinforcement learning in business and healthcare operations, where interactions are costly, slow, and often involve humans in the loop. This paper develops a unified large…
We model the behavioral biases of human decision-making in securing interdependent systems and show that such behavioral decision-making leads to a suboptimal pattern of resource allocation compared to non-behavioral (rational)…
This paper studies algorithmic decision-making under human's strategic behavior, where a decision maker uses an algorithm to make decisions about human agents, and the latter with information about the algorithm may exert effort…
This paper investigates the social optimality of linear quadratic mean field control systems with unmodeled dynamics. The objective of agents is to optimize the social cost, which is the sum of costs of all agents. By variational analysis…
Resource allocation takes place in various types of real-world complex systems such as urban traf- fic, social services institutions, economical and ecosystems. Mathematically, the dynamical process of complex resource allocation can be…
Both humans and social animals live in groups and are frequently faced to choose between options with different qualities. When no leader agents are controlling the group decision, consensus can be achieved through repeated interactions…
Estimating optimal dynamic policies from offline data is a fundamental problem in dynamic decision making. In the context of causal inference, the problem is known as estimating the optimal dynamic treatment regime. Even though there exists…
Street-level bureaucrats, such as caseworkers and border guards routinely face the dilemma of whether to follow rigid policy or exercise discretion based on professional judgement. However, frequent overrides threaten consistency and…
As AI usage becomes more prevalent in social contexts, understanding agent-user interaction is critical to designing systems that improve both individual and group outcomes. We present an online behavioral experiment (N = 243) in which…
In the present paper we deal with an optimal control problem related to a model in population dynamics; more precisely, the goal is to modify the behavior of a given density of individuals via another population of agents interacting with…
Given data generated by an observable stochastic process, we study how to construct statistically optimal decisions for general stochastic optimization problems. Our setting encompasses non-standard data structures, including data…
In this paper I present several algorithmic techniques for improving the decision process of multiple types of agents behaving in environments where their interests are in conflict. The interactions between the agents are modelled by using…
Resource allocation takes place in various kinds of real-world complex systems, such as the traffic systems, social services institutions or organizations, or even the ecosystems. The fundamental principle underlying complex…
In several network problems the optimum behavior of the agents (i.e., the nodes of the network) is not known before deployment. Furthermore, the agents might be required to adapt, i.e. change their behavior based on the environment…
We develop a model of the behaviour of a dynamically optimizing economic agent who makes consumption-saving and spatial relocation decisions. We formulate an existence result for the model, derive the necessary conditions for optimality and…
We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…
We study an infinite-horizon optimal investment, consumption and insurance problem for an economic agent who consumes a perishable and a durable good. The agent trades in a risk-free asset, a risky asset, and a durable good whose price…
We study a dynamical model of a population of cooperators and defectors whose actions have long-term consequences on environmental "commons" - what we term the "resource". Cooperators contribute to restoring the resource whereas defectors…
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