Related papers: Taming Equilibrium Bias in Risk-Sensitive Multi-Ag…

A major challenge of multiagent reinforcement learning (MARL) is the curse of multiagents, where the size of the joint action space scales exponentially with the number of agents. This remains to be a bottleneck for designing efficient MARL…

This paper considers offline multi-agent reinforcement learning. We propose the strategy-wise concentration principle which directly builds a confidence interval for the joint strategy, in contrast to the point-wise concentration principle…

Deep reinforcement learning (RL) has achieved outstanding results in recent years, which has led a dramatic increase in the number of methods and applications. Recent works are exploring learning beyond single-agent scenarios and…

We study the repeated congestion game, in which multiple populations of players share resources, and make, at each iteration, a decentralized decision on which resources to utilize. We investigate the following question: given a model of…

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

We extend the notion of regret with a welfarist perspective. Focussing on the classic multi-armed bandit (MAB) framework, the current work quantifies the performance of bandit algorithms by applying a fundamental welfare function, namely…

In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…

Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single…

We introduce a strategic behavior in reinsurance bilateral transactions, where agents choose the risk preferences they will appear to have in the transaction. Within a wide class of risk measures, we identify agents' strategic choices to a…

Markov Potential Games (MPGs) form an important sub-class of Markov games, which are a common framework to model multi-agent reinforcement learning problems. In particular, MPGs include as a special case the identical-interest setting where…

In this paper we consider multi-objective reinforcement learning where the objectives are balanced using preferences. In practice, the preferences are often given in an adversarial manner, e.g., customers can be picky in many applications.…

This work focuses on the entropy-regularized independent natural policy gradient (NPG) algorithm in multi-agent reinforcement learning. In this work, agents are assumed to have access to an oracle with exact policy evaluation and seek to…

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

The Nash Equilibrium (NE) assumes rational play in imperfect-information Extensive-Form Games (EFGs) but fails to ensure optimal strategies for off-equilibrium branches of the game tree, potentially leading to suboptimal outcomes in…

We study an extension of the classic stochastic multi-armed bandit problem which involves multiple plays and Markovian rewards in the rested bandits setting. In order to tackle this problem we consider an adaptive allocation rule which at…

This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…

In this paper, we study risk-sensitive Reinforcement Learning (RL), focusing on the objective of Conditional Value at Risk (CVaR) with risk tolerance $\tau$. Starting with multi-arm bandits (MABs), we show the minimax CVaR regret rate is…

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

As reinforcement learning algorithms are being applied to increasingly complicated and realistic tasks, it is becoming increasingly difficult to solve such problems within a practical time frame. Hence, we focus on a \textit{satisficing}…