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We study the problem of a planner who resolves risk-return trade-offs - like financial investment decisions - on behalf of a collective of agents with heterogeneous risk preferences. The planner's objective is a two-stage utility functional…

General Finance · Quantitative Finance 2021-06-25 Anne G. Balter , Nikolaus Schweizer

We study collaborative learning in multi-agent Bayesian bandit problems, where strategic agents collectively solve the same bandit instance. While multiple agents can accelerate learning by sharing information, strategic agents might prefer…

Machine Learning · Computer Science 2026-05-14 Idan Barnea , Ofir Schlisselberg , Yishay Mansour

The problem of time-constrained multi-agent task scheduling and control synthesis is addressed. We assume the existence of a high level plan which consists of a sequence of cooperative tasks, each of which is associated with a deadline and…

Systems and Control · Computer Science 2018-09-20 Pian Yu , Dimos V. Dimarogonas

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

Cooperative multi-agent decision making involves a group of agents cooperatively solving learning problems while communicating over a network with delays. In this paper, we consider the kernelised contextual bandit problem, where the reward…

Machine Learning · Computer Science 2020-08-17 Abhimanyu Dubey , Alex Pentland

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

The success of teams in robotics, nature, and society often depends on the division of labor among diverse specialists; however, a principled explanation for when such diversity surpasses a homogeneous team is still missing. Focusing on…

Multiagent Systems · Computer Science 2026-03-03 Michael Amir , Matteo Bettini , Amanda Prorok

The staggering feats of AI systems have brought to attention the topic of AI Alignment: aligning a "superintelligent" AI agent's actions with humanity's interests. Many existing frameworks/algorithms in alignment study the problem on a…

Machine Learning · Computer Science 2024-10-22 Hong Jun Jeon , Benjamin Van Roy

This paper deals with solving distributed optimization problems with equality constraints by a class of uncertain nonlinear heterogeneous dynamic multi-agent systems. It is assumed that each agent with an uncertain dynamic model has limited…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Saeed Sarafraz , Mohammad Saleh Tavazoei

Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…

Machine Learning · Computer Science 2020-07-02 Semih Cayci , Atilla Eryilmaz , R. Srikant

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

This paper addresses the problem of collaboratively satisfying long-term spatial constraints in multi-agent systems. Each agent is subject to spatial constraints, expressed as inequalities, which may depend on the positions of other agents…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Farhad Mehdifar , Mani H. Dhullipalla , Charalampos P. Bechlioulis , Dimos V. Dimarogonas

How should a robot that collaborates with multiple people decide upon the distribution of resources (e.g. social attention, or parts needed for an assembly)? People are uniquely attuned to how resources are distributed. A decision to…

Artificial Intelligence · Computer Science 2020-12-08 Houston Claure , Yifang Chen , Jignesh Modi , Malte Jung , Stefanos Nikolaidis

This paper is concerned with evaluating different multiagent learning (MAL) algorithms in problems where individual agents may be heterogenous, in the sense of utilizing different learning strategies, without the opportunity for prior…

Multiagent Systems · Computer Science 2019-07-23 Stefano V. Albrecht , Subramanian Ramamoorthy

We study decentralized multi-agent multi-armed bandits in fully heavy-tailed settings, where clients communicate over sparse random graphs with heavy-tailed degree distributions and observe heavy-tailed (homogeneous or heterogeneous) reward…

Machine Learning · Computer Science 2025-02-03 Xingyu Wang , Mengfan Xu

We study a Combinatorial Multi-Bandit Problem motivated by applications in energy systems management. Given multiple probabilistic multi-arm bandits with unknown outcome distributions, the task is to optimize the value of a combinatorial…

Machine Learning · Computer Science 2020-11-05 Tobias Jacobs , Mischa Schmidt , Sébastien Nicolas , Anett Schülke

Assignment problems are a classic combinatorial optimization problem in which a group of agents must be assigned to a group of tasks such that maximum utility is achieved while satisfying assignment constraints. Given the utility of each…

Multiagent Systems · Computer Science 2024-12-23 Joshua Holder , Natasha Jaques , Mehran Mesbahi

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

We study the problem of plan synthesis for multi-agent systems, to achieve complex, high-level, long-term goals that are assigned to each agent individually. As the agents might not be capable of satisfying their respective goals by…

Systems and Control · Computer Science 2016-10-27 Jana Tumova , Dimos V. Dimarogonas

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Machine Learning · Computer Science 2019-07-30 Alihan Hüyük , Cem Tekin