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We initiate the study of Preference-Based Multi-Agent Reinforcement Learning (PbMARL), exploring both theoretical foundations and empirical validations. We define the task as identifying the Nash equilibrium from a preference-only offline…
Managing millions of digital auctions is an essential task for modern advertising auction systems. The main approach to managing digital auctions is an autobidding approach, which depends on the Click-Through Rate and Conversion Rate…
This paper proposes a novel energy sharing mechanism for prosumers who can produce and consume. Different from most existing works, the role of individual prosumer as a seller or buyer in our model is endogenously determined. Several…
This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior…
Competitive Influence Maximization (CIM) has been studied for years due to its wide application in many domains. Most current studies primarily focus on the micro-level optimization by designing policies for one competitor to defeat its…
Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the…
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…
When a centrally operated ride-hailing company considers to enter a market already served by another company, it has to make a strategic decision about how to distribute its fleet among different regions in the area. This decision will be…
Traditional methods for computing equilibria in auctions become computationally intractable as auction complexity increases, particularly in multi-item and dynamic auctions. This paper introduces a self-play based reinforcement learning…
This paper addresses the challenge of solving the generalized Nash Equilibrium seeking problem for decentralized stochastic online multi-cluster games amidst Byzantine agents. During the game process, each honest agent is influenced by both…
Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…
Real-time bidding (RTB) has become a new norm in display advertising where a publisher uses auction models to sell online user's page view to advertisers. In RTB, the ad with the highest bid price will be displayed to the user. This ad…
The connection between games and no-regret algorithms has been widely studied in the literature. A fundamental result is that when all players play no-regret strategies, this produces a sequence of actions whose time-average is a…
In an era of "moving fast and breaking things", regulators have moved slowly to pick up the safety, bias, and legal debris left in the wake of broken Artificial Intelligence (AI) deployment. While there is much-warranted discussion about…
This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach…
In socio-technical multi-agent systems, deception exploits privileged information to induce false beliefs in "victims," keeping them oblivious and leading to outcomes detrimental to them or advantageous to the deceiver. We consider…
Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…
We construct Nash equilibria in feedback form for a class of two-person stochastic games of singular control with absorption, arising from a stylized model for corporate finance. More precisely, the paper focusses on a strategic dynamic…
The majority of online display ads are served through real-time bidding (RTB) --- each ad display impression is auctioned off in real-time when it is just being generated from a user visit. To place an ad automatically and optimally, it is…
Modern open and softwarized systems -- such as O-RAN telecom networks and cloud computing platforms -- host independently developed applications with distinct, and potentially conflicting, objectives. Coordinating the behavior of such…