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In modern advertising platforms, learning algorithms are deployed by budget-constrained bidders to maximize their accumulated value. These algorithms often offer classical utility guarantees like no-regret, i.e., the agent's utility is at…

Computer Science and Game Theory · Computer Science 2026-02-23 Giannis Fikioris , Robert Kleinberg , Yoav Kolumbus , Yishay Mansour , Eva Tardos

We address the question of repeatedly learning linear classifiers against agents who are strategically trying to game the deployed classifiers, and we use the Stackelberg regret to measure the performance of our algorithms. First, we show…

Computer Science and Game Theory · Computer Science 2020-11-17 Yiling Chen , Yang Liu , Chara Podimata

We study the fundamental problem of designing contracts in principal-agent problems under uncertainty. Previous works mostly addressed Bayesian settings in which principal's uncertainty is modeled as a probability distribution over agent's…

Computer Science and Game Theory · Computer Science 2024-02-22 Martino Bernasconi , Matteo Castiglioni , Alberto Marchesi

We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…

Computer Science and Game Theory · Computer Science 2024-09-13 Jiarui Gan , Rupak Majumdar , Debmalya Mandal , Goran Radanovic

We consider the problem of a learning agent who has to repeatedly play a general sum game against a strategic opponent who acts to maximize their own payoff by optimally responding against the learner's algorithm. The learning agent knows…

Computer Science and Game Theory · Computer Science 2025-02-21 Eshwar Ram Arunachaleswaran , Natalie Collina , Jon Schneider

In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an…

Computer Science and Game Theory · Computer Science 2022-02-11 Niklas Lauffer , Mahsa Ghasemi , Abolfazl Hashemi , Yagiz Savas , Ufuk Topcu

Principal-agent problems model scenarios where a principal incentivizes an agent to take costly, unobservable actions through the provision of payments. Such problems are ubiquitous in several real-world applications, ranging from…

Computer Science and Game Theory · Computer Science 2025-02-27 Francesco Bacchiocchi , Jiarui Gan , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

In the experts problem, on each of $T$ days, an agent needs to follow the advice of one of $n$ ``experts''. After each day, the loss associated with each expert's advice is revealed. A fundamental result in learning theory says that the…

Data Structures and Algorithms · Computer Science 2023-03-10 Binghui Peng , Aviad Rubinstein

Motivated by the question of how a principal can maximize its utility in repeated interactions with a learning agent, we study repeated games between an principal and an agent employing a mean-based learning algorithm. Prior work has shown…

Computer Science and Game Theory · Computer Science 2025-10-28 Nivasini Ananthakrishnan , Yuval Dagan , Kunhe Yang

We study Stackelberg games where a principal repeatedly interacts with a non-myopic long-lived agent, without knowing the agent's payoff function. Although learning in Stackelberg games is well-understood when the agent is myopic, dealing…

Computer Science and Game Theory · Computer Science 2025-05-29 Nika Haghtalab , Thodoris Lykouris , Sloan Nietert , Alexander Wei

We study the hidden-action principal-agent problem in an online setting. In each round, the principal posts a contract that specifies the payment to the agent based on each outcome. The agent then makes a strategic choice of action that…

Computer Science and Game Theory · Computer Science 2023-05-23 Banghua Zhu , Stephen Bates , Zhuoran Yang , Yixin Wang , Jiantao Jiao , Michael I. Jordan

In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…

Machine Learning · Computer Science 2017-02-21 Adish Singla , Hamed Hassani , Andreas Krause

Online learning algorithms are widely used in strategic multi-agent settings, including repeated auctions, contract design, and pricing competitions, where agents adapt their strategies over time. A key question in such environments is how…

Computer Science and Game Theory · Computer Science 2025-03-07 Angelos Assos , Yuval Dagan , Nived Rajaraman

We consider a repeated Stackelberg game setup where the leader faces a sequence of followers of unknown types and must learn what commitments to make. While previous works have considered followers that best respond to the commitment…

Computer Science and Game Theory · Computer Science 2024-12-10 Vijeth Hebbar , Cédric Langbort

The agency problem emerges in today's large scale machine learning tasks, where the learners are unable to direct content creation or enforce data collection. In this work, we propose a theoretical framework for aligning economic interests…

Machine Learning · Computer Science 2024-07-03 Jibang Wu , Siyu Chen , Mengdi Wang , Huazheng Wang , Haifeng Xu

We introduce and study a computational version of the principal-agent problem -- a classic problem in Economics that arises when a principal desires to contract an agent to carry out some task, but has incomplete information about the agent…

Computer Science and Game Theory · Computer Science 2023-05-18 David Hyland , Julian Gutierrez , Michael Wooldridge

We study principal-agent problems in which a principal commits to an outcome-dependent payment scheme (a.k.a. contract) so as to induce an agent to take a costly, unobservable action. We relax the assumption that the principal perfectly…

Computer Science and Game Theory · Computer Science 2021-06-02 Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We study online learning in Bayesian Stackelberg games, where a leader repeatedly interacts with a follower whose unknown private type is independently drawn at each round from an unknown probability distribution. The goal is to design…

Computer Science and Game Theory · Computer Science 2026-02-03 Matteo Bollini , Francesco Bacchiocchi , Samuel Coutts , Matteo Castiglioni , Alberto Marchesi

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

This brief note considers the problem of learning with dynamic-optimizing principal-agent setting, in which the agents are allowed to have global perspectives about the learning process, i.e., the ability to view things according to their…

Machine Learning · Statistics 2026-01-12 Getachew K. Befekadu