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We study fair multi-objective reinforcement learning in which an agent must learn a policy that simultaneously achieves high reward on multiple dimensions of a vector-valued reward. Motivated by the fair resource allocation literature, we…

Computer Science and Game Theory · Computer Science 2024-02-09 Zimeng Fan , Nianli Peng , Muhang Tian , Brandon Fain

We divide efficiently a pile of indivisible goods in common property, using cash transfers to ensure fairness among agents with utility linear in money. We compare three cognitively feasible and privacy preserving division rules in terms of…

Theoretical Economics · Economics 2025-07-03 Anna Bogomolnaia , Herve Moulin

The present paper studies the limiting behavior of the average score of a sequentially selected group of items or individuals, the underlying distribution of which, $F$, belongs to the Gumbel domain of attraction of extreme value…

Probability · Mathematics 2010-11-16 Abba M. Krieger , Moshe Pollak , Ester Samuel-Cahn

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

We consider a model of power distribution in a social system where a set of agents play a simple game on a graph: the probability of winning each round is proportional to the agent's current power, and the winner gets more power as a…

Physics and Society · Physics 2019-07-30 Silvia N. Santalla , Kostadin Koroutchev , Elka Korutcheva , Javier Rodriguez-Laguna

The paper studies an oligopolistic equilibrium model of financial agents who aim to share their random endowments. The risk-sharing securities and their prices are endogenously determined as the outcome of a strategic game played among all…

General Finance · Quantitative Finance 2016-05-18 Michail Anthropelos

We introduce the component-wise egalitarian Myerson value for network games. This new value being a convex combination of the Myerson value and the component-wise equal division rule is a player-based allocation rule. In network games under…

Theoretical Economics · Economics 2022-01-11 Surajit Borkotokey , Sujata Goala , Niharika Kakoty , Parishmita Boruah

This paper considers a networked aggregative game (NAG) where the players are distributed over a communication network. By only communicating with a subset of players, the goal of each player in the NAG is to minimize an individual cost…

Optimization and Control · Mathematics 2021-05-13 Rongping Zhu , Jiaqi Zhang , Keyou You

For any $N\ge 2$ and $\alpha=(\alpha_1,\cdots, \alpha_{N+1})\in (0,\infty)^{N+1}$, let $\mu^{(N)}_{\alpha}$ be the Dirichlet distribution with parameter $\alpha$ on the set $\Delta^{ (N)}:= \{ x \in [0,1]^N:\ \sum_{1\le i\le N}x_i \le 1…

Probability · Mathematics 2018-04-10 Feng-Yu Wang , Weiwei Zhang

The control of large-scale, multi-agent systems often entails distributing decision-making across the system components. However, with advances in communication and computation technologies, we can consider new collaborative decision-making…

Computer Science and Game Theory · Computer Science 2024-07-04 Bryce L. Ferguson , Dario Paccagnan , Bary S. R. Pradelski , Jason R. Marden

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Statistics Theory · Mathematics 2011-04-25 G. Jogesh Babu , Zhidong Bai , Kwok Pui Choi , Vasudevan Mangalam

Given a finite collection of estimators or classifiers, we study the problem of model selection type aggregation, that is, we construct a new estimator or classifier, called aggregate, which is nearly as good as the best among them with…

Statistics Theory · Mathematics 2008-11-10 A. Juditsky , P. Rigollet , A. B. Tsybakov

In an instance of the weighted Nash Social Welfare problem, we are given a set of $m$ indivisible items, $\mathscr{G}$, and $n$ agents, $\mathscr{A}$, where each agent $i \in \mathscr{A}$ has a valuation $v_{ij}\geq 0$ for each item $j\in…

Data Structures and Algorithms · Computer Science 2024-01-08 Adam Brown , Aditi Laddha , Madhusudhan Reddy Pittu , Mohit Singh

We consider the fair division of indivisible items among $n$ agents with additive non-negative normalized valuations, with the goal of obtaining high value guarantees, that is, close to the proportional share for each agent. We prove that…

Computer Science and Game Theory · Computer Science 2026-02-13 Sushmita Gupta , Pallavi Jain , Sanjay Seetharaman , Meirav Zehavi

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We study a collaborative learning problem where $m$ agents aim to estimate a vector $\mu =(\mu_1,\ldots,\mu_d)\in \mathbb{R}^d$ by sampling from associated univariate normal distributions $\{\mathcal{N}(\mu_k, \sigma^2)\}_{k\in[d]}$. Agent…

Computer Science and Game Theory · Computer Science 2025-08-15 Alex Clinton , Yiding Chen , Xiaojin Zhu , Kirthevasan Kandasamy

We consider a set of agents who have claims on an endowment that is not large enough to cover all claims. Agents can form coalitions but a minimal coalition size $\theta$ is required to have positive coalitional funding that is proportional…

Theoretical Economics · Economics 2024-09-02 Oihane Gallo , Bettina Klaus

We consider the problem of predicting a response $Y$ from a set of covariates $X$ when test and training distributions differ. Since such differences may have causal explanations, we consider test distributions that emerge from…

Methodology · Statistics 2021-08-19 Rune Christiansen , Niklas Pfister , Martin Emil Jakobsen , Nicola Gnecco , Jonas Peters

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

Machine Learning · Computer Science 2020-02-21 Eric Mazumdar , Lillian J. Ratliff , S. Shankar Sastry

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li
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