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Nowadays, model-free reinforcement learning algorithms have achieved remarkable performance on many decision making and control tasks, but high sample complexity and low sample efficiency still hinder the wide use of model-free…

Artificial Intelligence · Computer Science 2020-10-27 Jingbin Liu , Xinyang Gu , Shuai Liu

AI systems often rely on two key components: a specified goal or reward function and an optimization algorithm to compute the optimal behavior for that goal. This approach is intended to provide value for a principal: the user on whose…

Artificial Intelligence · Computer Science 2021-02-09 Simon Zhuang , Dylan Hadfield-Menell

We analyze the performance of heterogeneous learning agents in asset markets with stochastic payoffs. Our main focus is on comparing Bayesian learners and no-regret learners who compete in markets and identifying the conditions under which…

Computer Science and Game Theory · Computer Science 2026-05-04 David Easley , Yoav Kolumbus , Eva Tardos

Modern AI systems increasingly operate inside markets and institutions where data, behavior, and incentives are endogenous. This paper develops an economic foundation for multi-agent learning by studying a principal-agent interaction in a…

Machine Learning · Statistics 2026-01-08 Nassim Helou

We use model-free reinforcement learning, extensive simulation, and transfer learning to develop a continuous control algorithm that has good zero-shot performance in a real physical environment. We train a simulated agent to act optimally…

Artificial Intelligence · Computer Science 2018-03-09 M Ferguson , K. H. Law

Modeling agent behavior is central to understanding the emergence of complex phenomena in multiagent systems. Prior work in agent modeling has largely been task-specific and driven by hand-engineering domain-specific prior knowledge. We…

Multiagent Systems · Computer Science 2018-08-02 Aditya Grover , Maruan Al-Shedivat , Jayesh K. Gupta , Yura Burda , Harrison Edwards

Making an informed decision -- for example, when choosing a career or housing -- requires knowledge about the available options. Such knowledge is generally acquired through costly trial and error, but this learning process can be disrupted…

Machine Learning · Computer Science 2022-04-15 Sarah H. Cen , Devavrat Shah

In a multi-agent system, an agent's optimal policy will typically depend on the policies chosen by others. Therefore, a key issue in multi-agent systems research is that of predicting the behaviours of others, and responding promptly to…

Multiagent Systems · Computer Science 2019-10-22 Dongge Han , Wendelin Boehmer , Michael Wooldridge , Alex Rogers

We consider the problem of creating assistants that can help agents solve new sequential decision problems, assuming the agent is not able to specify the reward function explicitly to the assistant. Instead of acting in place of the agent…

Machine Learning · Computer Science 2022-12-01 Sebastiaan De Peuter , Samuel Kaski

A natural way to design a negotiation dialogue system is via self-play RL: train an agent that learns to maximize its performance by interacting with a simulated user that has been designed to imitate human-human dialogue data. Although…

Computation and Language · Computer Science 2023-10-24 Kushal Chawla , Ian Wu , Yu Rong , Gale M. Lucas , Jonathan Gratch

We study a variant of the principal-agent problem in which the principal does not directly observe the agent's effort outcome; rather, she gets a signal about the agent's action according to a variable information structure designed by a…

Computer Science and Game Theory · Computer Science 2024-09-06 Yakov Babichenko , Inbal Talgam-Cohen , Haifeng Xu , Konstantin Zabarnyi

We consider a scenario in which two reinforcement learning agents repeatedly play a matrix game against each other and update their parameters after each round. The agents' decision-making is transparent to each other, which allows each…

Artificial Intelligence · Computer Science 2021-08-23 Adrian Hutter

Recent developments in deep reinforcement learning are concerned with creating decision-making agents which can perform well in various complex domains. A particular approach which has received increasing attention is multi-agent…

Machine Learning · Computer Science 2019-06-13 Georgios Papoudakis , Filippos Christianos , Arrasy Rahman , Stefano V. Albrecht

We consider a dynamic social network model in which agents play repeated games in pairings determined by a stochastically evolving social network. Individual agents begin to interact at random, with the interactions modeled as games. The…

Probability · Mathematics 2007-05-23 Brian Skyrms , Robin Pemantle

In real-world multi-agent systems, agents with different capabilities may join or leave without altering the team's overarching goals. Coordinating teams with such dynamic composition is challenging: the optimal team strategy varies with…

Artificial Intelligence · Computer Science 2021-09-07 Bo Liu , Qiang Liu , Peter Stone , Animesh Garg , Yuke Zhu , Animashree Anandkumar

We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trading takes place asynchronously through a matching engine in…

Trading and Market Microstructure · Quantitative Finance 2023-11-23 Matthew Dicks , Andrew Paskaramoorthy , Tim Gebbie

We consider the design of experiments to evaluate treatments that are administered by self-interested agents, each seeking to achieve the highest evaluation and win the experiment. For example, in an advertising experiment, a company wishes…

Methodology · Statistics 2015-09-18 Panos Toulis , David C. Parkes , Elery Pfeffer , James Zou

Multi-agent Reinforcement Learning (MARL) is a powerful tool for training autonomous agents acting independently in a common environment. However, it can lead to sub-optimal behavior when individual incentives and group incentives diverge.…

Artificial Intelligence · Computer Science 2024-01-30 Andreas A. Haupt , Phillip J. K. Christoffersen , Mehul Damani , Dylan Hadfield-Menell

We examine the problem of regret minimization when the learner is involved in a continuous game with other optimizing agents: in this case, if all players follow a no-regret algorithm, it is possible to achieve significantly lower regret…

Computer Science and Game Theory · Computer Science 2023-03-20 Yu-Guan Hsieh , Kimon Antonakopoulos , Volkan Cevher , Panayotis Mertikopoulos

It is desirable for an agent to be able to solve a rich variety of problems that can be specified through language in the same environment. A popular approach towards obtaining such agents is to reuse skills learned in prior tasks to…

Machine Learning · Computer Science 2024-03-19 Geraud Nangue Tasse , Devon Jarvis , Steven James , Benjamin Rosman