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We consider a multi-stage stochastic lot-sizing problem with service level constraints and supplier-driven product substitution. A firm has multiple products and it has the option to meet demand from substitutable products at a cost.…
Deep reinforcement learning for multi-agent cooperation and competition has been a hot topic recently. This paper focuses on cooperative multi-agent problem based on actor-critic methods under local observations settings. Multi agent deep…
We consider the sequential decision-making problem of making proactive request assignment and rejection decisions for a profit-maximizing operator of an autonomous mobility on demand system. We formalize this problem as a Markov decision…
We propose a decentralized game-theoretic framework for dynamic task allocation problems for multi-agent systems. In our problem formulation, the agents' utilities depend on both the rewards and the costs associated with the successful…
In this paper, we consider dynamic multi-agent systems (MAS) for decentralized resource allocation. The MAS operates at a competitive equilibrium to ensure supply and demand are balanced. First, we investigate the MAS over a finite horizon.…
Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…
To solve complex tasks, individuals often autonomously organize in teams. Examples of complex tasks include disaster relief rescue operations or project development in consulting. The teams that work on such tasks are adaptive at multiple…
Social dilemmas present a significant challenge in multi-agent cooperation because individuals are incentivised to behave in ways that undermine socially optimal outcomes. Consequently, self-interested agents often avoid collective…
We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…
Adjustable autonomy refers to entities dynamically varying their own autonomy, transferring decision-making control to other entities (typically agents transferring control to human users) in key situations. Determining whether and when…
Dynamic contracts with multiple agents is a classical decentralized decision-making problem with asymmetric information. In this paper, we extend the single-agent dynamic incentive contract model in continuous-time to a multi-agent scheme…
We study a decentralized dispatch coordination problem in a multi-agent supply chain setting with shared logistics capacity. We propose symmetric (identical) dispatch strategies for all agents, enabling efficient coordination without…
We study two online resource allocation problems with reusability in an adversarial setting, namely kRental-Fixed and kRental-Variable. In both problems, a decision-maker manages $k$ identical reusable units and faces a sequence of rental…
Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…
Decision makers often aim to learn a treatment assignment policy under a capacity constraint on the number of agents that they can treat. When agents can respond strategically to such policies, competition arises, complicating estimation of…
Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…
A smart grid connects wind or solar or storage farms, fossil fuel plants, industrialor commercial loads, or load serving entities, modeled as stochastic dynamical systems. In each time period, they consume or supply electrical energy, with…
Information is often stored in a distributed and proprietary form, and agents who own information are often self-interested and require incentives to reveal their information. Suitable mechanisms are required to elicit and aggregate such…
In this paper, we consider a general distributed system with multiple agents who select and then implement actions in the system. The system has an operator with a centralized objective. The agents, on the other hand, are selfinterested and…
We investigate a multi-agent decision-making problem where a large population of agents is responsible for carrying out a set of assigned tasks. The amount of jobs in each task varies over time governed by a dynamical system model. Each…