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We study mechanism design when agents may have hidden secondary goals which will manifest as non-trivial preferences among outcomes for which their primary utility is the same. We show that in such cases, a mechanism is robust against…

Computer Science and Game Theory · Computer Science 2023-07-25 Renato Paes Leme , Jon Schneider , Hanrui Zhang

Designing reward functions for efficiently guiding reinforcement learning (RL) agents toward specific behaviors is a complex task. This is challenging since it requires the identification of reward structures that are not sparse and that…

Machine Learning · Computer Science 2023-11-01 Dhawal Gupta , Yash Chandak , Scott M. Jordan , Philip S. Thomas , Bruno Castro da Silva

This study proposes a regime-aware reinforcement learning framework for long-horizon portfolio optimization. Moving beyond traditional feedforward and GARCH-based models, we design realistic environments where agents dynamically reallocate…

Portfolio Management · Quantitative Finance 2025-09-19 Gabriel Nixon Raj

Data-driven decision support tools play an increasingly central role in decision-making across various domains. In this work, we focus on binary classification models for predicting positive-outcome scores and deciding on resource…

Machine Learning · Computer Science 2025-04-30 Simon De Vos , Jente Van Belle , Andres Algaba , Wouter Verbeke , Sam Verboven

Allocation of scarce healthcare resources under limited logistic and infrastructural facilities is a major issue in the modern society. We consider the problem of allocation of healthcare resources like vaccines to people or hospital beds…

Multiagent Systems · Computer Science 2023-03-21 Aadityan Ganesh , Prajakta Nimbhorkar , Pratik Ghosal , Vishwa Prakash HV

A principal uses payments conditioned on stochastic outcomes of a team project to elicit costly effort from the team members. We develop a multi-agent generalization of a classic first-order approach to contract optimization by leveraging…

Theoretical Economics · Economics 2026-03-13 Krishna Dasaratha , Benjamin Golub , Anant Shah

Despite their remarkable success in complex tasks propelling widespread adoption, large language-model-based agents still face critical deployment challenges due to prohibitive latency and inference costs. While recent work has explored…

Artificial Intelligence · Computer Science 2025-09-23 Yilin Guan , Qingfeng Lan , Sun Fei , Dujian Ding , Devang Acharya , Chi Wang , William Yang Wang , Wenyue Hua

A distributed nonsmooth robust resource allocation problem with cardinality constrained uncertainty is investigated in this paper. The global objective is consisted of local objectives, which are convex but nonsmooth. Each agent is…

Optimization and Control · Mathematics 2019-11-05 Yue Wei , Shuxin Ding , Hao Fang , Xianlin Zeng , Qingkai Yang , Bin Xin

Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…

Information Retrieval · Computer Science 2023-08-01 Ruiyang Xu , Jalaj Bhandari , Dmytro Korenkevych , Fan Liu , Yuchen He , Alex Nikulkov , Zheqing Zhu

Serverless computing platforms currently rely on basic pricing schemes that are static and do not reflect customer feedback. This leads to significant inefficiencies from a total utility perspective. As one of the fastest-growing cloud…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-01-26 Vipul Gupta , Soham Phade , Thomas Courtade , Kannan Ramchandran

The usage of automated learning agents is becoming increasingly prevalent in many online economic applications such as online auctions and automated trading. Motivated by such applications, this paper is dedicated to fundamental modeling…

Computer Science and Game Theory · Computer Science 2023-01-04 Yoav Kolumbus , Noam Nisan

When consequential decisions are informed by algorithmic input, individuals may feel compelled to alter their behavior in order to gain a system's approval. Models of agent responsiveness, termed "strategic manipulation," analyze the…

Machine Learning · Computer Science 2019-05-13 Lily Hu , Nicole Immorlica , Jennifer Wortman Vaughan

To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…

Machine Learning · Computer Science 2026-01-14 Juan Sebastian Rojas , Chi-Guhn Lee

In the current intensively changing technological environment, wireless network operators try to manage the increase of global traffic, optimizing the use of the available resources. This involves associating each user to one of its…

Networking and Internet Architecture · Computer Science 2013-04-23 Vladimir Fux , Patrick Maillé , Jean-Marie Bonnin , Nassim Kaci

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

Machine Learning · Computer Science 2019-01-23 Reazul Hasan Russel

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

Econometrics · Economics 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter

Ensuring reliability in modern software systems requires rigorous pre-production testing across highly heterogeneous and evolving environments. Because exhaustive evaluation is infeasible, practitioners must decide how to allocate limited…

Software Engineering · Computer Science 2025-10-08 Yu Zhu

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

This paper presents a novel deep reinforcement learning-based resource allocation technique for the multi-agent environment presented by a cognitive radio network where the interactions of the agents during learning may lead to a…

Machine Learning · Computer Science 2022-05-30 Ankita Tondwalkar , Andres Kwasinski

As distributed artificial intelligence (AI) and multi-agent architectures grow increasingly complex, the need for adaptive, context-aware routing becomes paramount. This paper introduces an enhanced, adaptive routing algorithm tailored for…

Multiagent Systems · Computer Science 2025-03-12 Theodor Panayotov , Ivo Emanuilov