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We consider the problem of designing a linear program that has diverse solutions as the right-hand side varies. This problem arises in video game settings where designers aim to have players use different "weapons" or "tactics" as they…
Promoting behavioural diversity is critical for solving games with non-transitive dynamics where strategic cycles exist, and there is no consistent winner (e.g., Rock-Paper-Scissors). Yet, there is a lack of rigorous treatment for defining…
We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…
This paper analyses a stochastic differential game of control and stopping in which one of the players modifies a diffusion process using impulse controls, an adversary then chooses a stopping time to end the game. The paper firstly…
We investigate the termination problem of a family of multi-path polynomial programs (MPPs), in which all assignments to program variables are polynomials, and test conditions of loops and conditional statements are polynomial equalities.…
Tackling large approximate dynamic programming or reinforcement learning problems requires methods that can exploit regularities, or intrinsic structure, of the problem in hand. Most current methods are geared towards exploiting the…
We study reinforcement learning in stochastic path (SP) problems. The goal in these problems is to maximize the expected sum of rewards until the agent reaches a terminal state. We provide the first regret guarantees in this general problem…
We propose a generic mechanism for incentivizing behavior in an arbitrary finite game using payments. Doing so is trivial if the mechanism is allowed to observe all actions taken in the game, as this allows it to simply punish those agents…
In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…
Pure exploration in episodic Reinforcement Learning has primarily focused on Best Policy Identification (BPI), which seeks to identify a (near)-optimal policy with high confidence. Motivated by practical settings where a ``good enough''…
Realistic path planning applications often require optimizing with respect to several criteria simultaneously. Here we introduce an efficient algorithm for bi-criteria path planning on graphs. Our approach is based on augmenting the state…
An important challenge in non-cooperative game theory is coordinating on a single (approximate) equilibrium from many possibilities - a challenge that becomes even more complex when players hold private information. Recommender mechanisms…
Weighted Timed Games (WTG for short) are the most widely used model to describe controller synthesis problems involving real-time issues. The synthesized strategies rely on a perfect measure of time elapse, which is not realistic in…
We introduce smallest valid partitioning (SVP), a segmentation method for multiple change-point detection in time-series. SVP relies on a local notion of segment validity: a candidate segment is retained only if it passes a user-chosen…
Approximate dynamic programming algorithms, such as approximate value iteration, have been successfully applied to many complex reinforcement learning tasks, and a better approximate dynamic programming algorithm is expected to further…
In this paper, we study the problem of learning in quantum games - and other classes of semidefinite games - with scalar, payoff-based feedback. For concreteness, we focus on the widely used matrix multiplicative weights (MMW) algorithm…
This paper considers variational inequalities (VI) defined by the conditional value-at-risk (CVaR) of uncertain functions and provides three stochastic approximation schemes to solve them. All methods use an empirical estimate of the CVaR…
Black-box variational inference (BBVI) scales poorly to high-dimensional problems when it is used to estimate a multivariate Gaussian approximation with a full covariance matrix. In this paper, we extend the batch-and-match (BaM) framework…
We present a deterministic algorithm, solving discounted games with $n$ nodes in $n^{O(1)}\cdot (2 + \sqrt{2})^n$-time. For bipartite discounted games our algorithm runs in $n^{O(1)}\cdot 2^n$-time. Prior to our work no deterministic…
Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…