Related papers: Rationality of Learning Algorithms in Repeated Nor…
As a schematic model of the complexity economic agents are confronted with, we introduce the ``SK-game'', a discrete time binary choice model inspired from mean-field spin-glasses. We show that even in a completely static environment,…
We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark…
We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…
Reinforcement learning algorithms rely on carefully engineering environment rewards that are extrinsic to the agent. However, annotating each environment with hand-designed, dense rewards is not scalable, motivating the need for developing…
We consider a setting for Inverse Reinforcement Learning (IRL) where the learner is extended with the ability to actively select multiple environments, observing an agent's behavior on each environment. We first demonstrate that if the…
We study a sequential mechanism design problem in which a principal seeks to elicit truthful reports from multiple rational agents while starting with no prior knowledge of agents' beliefs. We introduce Distributionally Robust Adaptive…
Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and…
This paper investigates a class of multi-player discrete games where each player aims to maximize its own utility function. Each player does not know the other players' action sets, their deployed actions or the structures of its own or the…
Deep reinforcement learning has learned to play many games well, but failed on others. To better characterize the modes and reasons of failure of deep reinforcement learners, we test the widely used Asynchronous Actor-Critic (A2C) algorithm…
This article presents a unified probabilistic framework that allows both rational and irrational decision making to be theoretically investigated and simulated in classical and quantum games. Rational choice theory is a basic component of…
We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…
Autonomous systems can substantially enhance a human's efficiency and effectiveness in complex environments. Machines, however, are often unable to observe the preferences of the humans that they serve. Despite the fact that the human's and…
Most learning algorithms are not invariant to the scale of the function that is being approximated. We propose to adaptively normalize the targets used in learning. This is useful in value-based reinforcement learning, where the magnitude…
Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…
An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…
The dominant theories of rational choice assume logical omniscience. That is, they assume that when facing a decision problem, an agent can perform all relevant computations and determine the truth value of all relevant logical/mathematical…
Admissible strategies, i.e. those that are not dominated by any other strategy, are a typical rationality notion in game theory. In many classes of games this is justified by results showing that any strategy is admissible or dominated by…
A classic model to study strategic decision making in multi-agent systems is the normal-form game. This model can be generalised to allow for an infinite number of pure strategies leading to continuous games. Multi-objective normal-form…
In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…
Follow-the-regularized-leader (FTRL) algorithms have become popular in the context of games, providing easy-to-implement methods for each agent, as well as theoretical guarantees that the strategies of all agents will converge to some…