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Reinforcement learning in cooperative multi-agent settings has recently advanced significantly in its scope, with applications in cooperative estimation for advertising, dynamic treatment regimes, distributed control, and federated…

Machine Learning · Computer Science 2021-03-30 Abhimanyu Dubey , Alex Pentland

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…

Computer Science and Game Theory · Computer Science 2024-12-18 Wayne Lin , Georgios Piliouras , Ryann Sim , Antonios Varvitsiotis

The main goal of this paper is to develop a theory of inference of player valuations from observed data in the generalized second price auction without relying on the Nash equilibrium assumption. Existing work in Economics on inferring…

Computer Science and Game Theory · Computer Science 2015-05-05 Denis Nekipelov , Vasilis Syrgkanis , Eva Tardos

AI systems often rely on two key components: a specified goal or reward function and an optimization algorithm to compute the optimal behavior for that goal. This approach is intended to provide value for a principal: the user on whose…

Artificial Intelligence · Computer Science 2021-02-09 Simon Zhuang , Dylan Hadfield-Menell

Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and…

Computer Science and Game Theory · Computer Science 2013-06-13 Mario Bravo , Mathieu Faure

Reinforcement learning is a powerful technique to train an agent to perform a task. However, an agent that is trained using reinforcement learning is only capable of achieving the single task that is specified via its reward function. Such…

Machine Learning · Computer Science 2018-07-24 Carlos Florensa , David Held , Xinyang Geng , Pieter Abbeel

This paper examines the long-run behavior of learning with bandit feedback in non-cooperative concave games. The bandit framework accounts for extremely low-information environments where the agents may not even know they are playing a…

Computer Science and Game Theory · Computer Science 2018-10-05 Mario Bravo , David S. Leslie , Panayotis Mertikopoulos

We establish the first uncoupled learning algorithm that attains $O(n \log^2 d \log T)$ per-player regret in multi-player general-sum games, where $n$ is the number of players, $d$ is the number of actions available to each player, and $T$…

Computer Science and Game Theory · Computer Science 2025-04-01 Ashkan Soleymani , Georgios Piliouras , Gabriele Farina

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…

Computer Science and Game Theory · Computer Science 2022-09-16 David Grimsman , Philip N. Brown , Jason R. Marden

We present a study on a repeated delegated choice problem, which is the first to consider an online learning variant of Kleinberg and Kleinberg, EC'18. In this model, a principal interacts repeatedly with an agent who possesses an exogenous…

Computer Science and Game Theory · Computer Science 2024-02-15 MohammadTaghi Hajiaghayi , Mohammad Mahdavi , Keivan Rezaei , Suho Shin

This paper studies multi-stage systems with end-to-end bandit feedback. In such systems, each job needs to go through multiple stages, each managed by a different agent, before generating an outcome. Each agent can only control its own…

Machine Learning · Computer Science 2024-08-20 I-Hong Hou

In this work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…

Physics and Society · Physics 2017-09-12 Juan Pablo Pinasco , Mauro Rodriguez Cartabia , Nicolas Saintier

In this paper, we consider the revealed preferences problem from a learning perspective. Every day, a price vector and a budget is drawn from an unknown distribution, and a rational agent buys his most preferred bundle according to some…

Computer Science and Game Theory · Computer Science 2012-11-20 Morteza Zadimoghaddam , Aaron Roth

We investigate learning the equilibria in non-stationary multi-agent systems and address the challenges that differentiate multi-agent learning from single-agent learning. Specifically, we focus on games with bandit feedback, where testing…

Machine Learning · Computer Science 2024-05-06 Haozhe Jiang , Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

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

Learning in games considers how multiple agents maximize their own rewards through repeated games. Memory, an ability that an agent changes his/her action depending on the history of actions in previous games, is often introduced into…

Computer Science and Game Theory · Computer Science 2024-02-19 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

Regret minimization has proved to be a versatile tool for tree-form sequential decision making and extensive-form games. In large two-player zero-sum imperfect-information games, modern extensions of counterfactual regret minimization (CFR)…

Computer Science and Game Theory · Computer Science 2021-03-09 Gabriele Farina , Tuomas Sandholm

Learning algorithms are essential for the applications of game theory in a networking environment. In dynamic and decentralized settings where the traffic, topology and channel states may vary over time and the communication between agents…

Machine Learning · Computer Science 2011-03-15 Quanyan Zhu , Hamidou Tembine , Tamer Basar

In this work, we study the interaction of strategic agents in continuous action Cournot games with limited information feedback. Cournot game is the essential market model for many socio-economic systems where agents learn and compete…

Optimization and Control · Mathematics 2020-09-15 Yuanyuan Shi , Baosen Zhang

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