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Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

Machine Learning · Computer Science 2023-10-26 Daqian Shao , Marta Kwiatkowska

Designing incentives for an adapting population is a ubiquitous problem in a wide array of economic applications and beyond. In this work, we study how to design additional rewards to steer multi-agent systems towards desired policies…

Machine Learning · Computer Science 2025-02-11 Jiawei Huang , Vinzenz Thoma , Zebang Shen , Heinrich H. Nax , Niao He

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using…

Computational Finance · Quantitative Finance 2017-12-14 Igor Halperin

We model human decision-making behaviors in a risk-taking task using inverse reinforcement learning (IRL) for the purposes of understanding real human decision making under risk. To the best of our knowledge, this is the first work applying…

Machine Learning · Computer Science 2019-06-14 Quanying Liu , Haiyan Wu , Anqi Liu

We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and the space of observations is finite. This algorithm is based…

Optimization and Control · Mathematics 2022-07-19 Arsham Afsardeir , Andreas Kapetanis , Vaios Laschos , Klaus Obermayer

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

In many robotic applications, some aspects of the system dynamics can be modeled accurately while others are difficult to obtain or model. We present a novel reinforcement learning (RL) method for continuous state and action spaces that…

Artificial Intelligence · Computer Science 2017-06-06 Tomoki Nishi , Prashant Doshi , Michael R. James , Danil Prokhorov

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

Understanding emerging behaviors of reinforcement learning (RL) agents may be difficult since such agents are often trained in complex environments using highly complex decision making procedures. This has given rise to a variety of…

Artificial Intelligence · Computer Science 2022-12-02 Mira Finkelstein , Lucy Liu , Nitsan Levy Schlot , Yoav Kolumbus , David C. Parkes , Jeffrey S. Rosenshein , Sarah Keren

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Learning from expert demonstrations to flexibly program an autonomous system with complex behaviors or to predict an agent's behavior is a powerful tool, especially in collaborative control settings. A common method to solve this problem is…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Samuel Tesfazgi , Leonhard Sprandl , Armin Lederer , Sandra Hirche

The interactive partially observable Markov decision process (I-POMDP) is a recently developed framework which extends the POMDP to the multi-agent setting by including agent models in the state space. This paper argues for formulating the…

Robotics · Computer Science 2012-04-03 Mark P. Woodward , Robert J. Wood

This paper looks at predictability problems, i.e., wherein an agent must choose its strategy in order to optimize the predictions that an external observer could make. We address these problems while taking into account uncertainties on the…

Artificial Intelligence · Computer Science 2024-10-08 Salomé Lepers , Sophie Lemonnier , Vincent Thomas , Olivier Buffet

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

Simulation environments are good for learning different driving tasks like lane changing, parking or handling intersections etc. in an abstract manner. However, these simulation environments often restrict themselves to operate under…

Machine Learning · Computer Science 2021-11-01 Ashish Rana , Avleen Malhi

Imitation learning (IL) algorithms use expert demonstrations to learn a specific task. Most of the existing approaches assume that all expert demonstrations are reliable and trustworthy, but what if there exist some adversarial…

Machine Learning · Computer Science 2021-01-06 Mostafa Hussein , Brendan Crowe , Marek Petrik , Momotaz Begum

We pursue an inverse approach to utility theory and consumption & investment problems. Instead of specifying an agent's utility function and deriving her actions, we assume we observe her actions (i.e. her consumption and investment…

Portfolio Management · Quantitative Finance 2015-03-17 Alexander M. G. Cox , David Hobson , Jan Obloj

We consider the problem of learning to behave optimally in a Markov Decision Process when a reward function is not specified, but instead we have access to a set of demonstrators of varying performance. We assume the demonstrators are…

Machine Learning · Computer Science 2019-08-01 Pablo Samuel Castro , Shijian Li , Daqing Zhang