Related papers: Agency Problems and Adversarial Bilevel Optimizati…
The Bilevel Optimization Problem is a hierarchical optimization problem with two agents, a leader and a follower. The leader make their own decisions first, and the followers make the best choices accordingly. The leader knows the…
In this paper, we present an innovative risk-bounded motion planning methodology for stochastic multi-agent systems. For this methodology, the disturbance, noise, and model uncertainty are considered; and a velocity obstacle method is…
We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems. Our approach is the following: we first find the contract that is optimal…
We propose a hybrid approach that combines Hamilton-Jacobi (HJ) reachability and mixed-integer optimization for solving a reach-avoid game with multiple attackers and defenders. The reach-avoid game is an important problem with potential…
This paper investigates the problem of synthesizing proactive defense systems in which the defender can allocate deceptive targets and modify the cost of actions for the attacker who aims to compromise security assets in this system. We…
Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…
We study the power of (competitive) algorithms with predictions in a multiagent setting. We introduce a two predictor framework, that assumes that agents use one predictor for their future (self) behavior, and one for the behavior of the…
We introduce and study a computational version of the principal-agent problem -- a classic problem in Economics that arises when a principal desires to contract an agent to carry out some task, but has incomplete information about the agent…
Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…
Recently, a scalable approach to system analysis and controller synthesis for homogeneous multi-agent systems with Bernoulli distributed packet loss has been proposed. As a key result of that line of work, it was shown how to obtain upper…
In this paper, we extend the jump-diffusion model proposed by Davis and Lleo to include jumps in asset prices as well as valuation factors. The criterion, following earlier work by Bielecki, Pliska, Nagai and others, is risk-sensitive…
Partially Controlled Multi-Agent Systems (PCMAS) are comprised of controllable agents, managed by a system designer, and uncontrollable agents, operating autonomously. This study addresses an optimal composition design problem in PCMAS,…
We consider the Bilevel Knapsack with Interdiction Constraints, an extension of the classic 0-1 knapsack problem formulated as a Stackelberg game with two agents, a leader and a follower, that choose items from a common set and hold their…
This paper proposes a hybrid multiagent learning algorithm for solving the dynamic simulation-based bilevel network design problem. The objective is to determine the op-timal frequency of a multimodal transit network, which minimizes total…
We consider leader-follower multi-agent systems that have many leaders, defined on any connected weighted undirected graphs, and address the leader selection and demotion problems. The leader selection problem is formulated as a…
We determine the optimal robust investment strategy of an individual who targets at a given rate of consumption and seeks to minimize the probability of lifetime ruin when she does not have perfect confidence in the drift of the risky…
In practice, incentive providers (i.e., principals) often cannot observe the reward realizations of incentivized agents, which is in contrast to many principal-agent models that have been previously studied. This information asymmetry…
In this paper, we study a stochastic recursive optimal control problem in which the objective functional is described by the solution of a backward stochastic differential equation driven by G-Brownian motion. Under standard assumptions, we…
In this paper, we study the robust optimal investment and risk control problem for an insurer who owns the insider information about the financial market and the insurance market under model uncertainty. Both financial risky asset process…
This paper has a double aim. One the one hand, we introduce a uni-nodal network model for cyber risks with firewalled edges and SIR intra-edge spreading. In connection to this, we formulate an insurance problem in which one seeks the…