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We revisit the well-studied problem of budget-feasible procurement, where a buyer with a strict budget constraint seeks to acquire services from a group of strategic providers (the sellers). During the last decade, several strategyproof…

Computer Science and Game Theory · Computer Science 2021-07-22 Eric Balkanski , Pranav Garimidi , Vasilis Gkatzelis , Daniel Schoepflin , Xizhi Tan

The fundamental assignment problem is in search of welfare maximization mechanisms to allocate items to agents when the private preferences over indivisible items are provided by self-interested agents. The mainstream mechanism…

Computer Science and Game Theory · Computer Science 2019-06-04 Yansong Gao , Jie Zhang

Rare events such as conformational changes in biomolecules, phase transitions, and chemical reactions are central to the behavior of many physical systems, yet they are extremely difficult to study computationally because unbiased…

Machine Learning · Statistics 2026-04-16 Yuanqi Du , Jiajun He , Dinghuai Zhang , Eric Vanden-Eijnden , Carles Domingo-Enrich

In multi-agent reinforcement learning systems, the actions of one agent can have a negative impact on the rewards of other agents. One way to combat this problem is to let agents trade their rewards amongst each other. Motivated by this,…

Artificial Intelligence · Computer Science 2022-07-25 Michael Kölle , Lennart Rietdorf , Kyrill Schmid

Principal-agent problems arise when one party acts on behalf of another, leading to conflicts of interest. The economic literature has extensively studied principal-agent problems, and recent work has extended this to more complex scenarios…

Artificial Intelligence · Computer Science 2024-01-02 Omer Ben-Porat , Yishay Mansour , Michal Moshkovitz , Boaz Taitler

The assignment of tasks to multiple resources becomes an interesting game theoretic problem, when both the task owner and the resources are strategic. In the classical, nonstrategic setting, where the states of the tasks and resources are…

Computer Science and Game Theory · Computer Science 2012-02-20 Swaprava Nath , Onno Zoeter , Yadati Narahari , Christopher R. Dance

We introduce a dynamic mechanism design problem in which the designer wants to offer for sale an item to an agent, and another item to the same agent at some point in the future. The agent's joint distribution of valuations for the two…

Computer Science and Game Theory · Computer Science 2023-05-22 Christos Papadimitriou , George Pierrakos , Christos-Alexandros Psomas , Aviad Rubinstein

We study a sequence of independent one-shot non-cooperative games where agents play equilibria determined by a tunable mechanism. Observing only equilibrium decisions, without parametric or distributional knowledge of utilities, we aim to…

Computer Science and Game Theory · Computer Science 2025-11-10 Luke Snow , Vikram Krishnamurthy

A principal must allocate a set of heterogeneous tasks (or objects) among multiple agents. The principal has preferences over the allocation. Each agent has preferences over which tasks they are assigned, which are their private…

Theoretical Economics · Economics 2026-01-29 Quitzé Valenzuela-Stookey

We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might…

Machine Learning · Statistics 2015-04-01 Aditya Gopalan , Shie Mannor

Recent literature highlights the advantages of implementing social rules via dynamic game forms. We characterize when truth-telling remains a dominant strategy in gradual mechanisms implementing strategy-proof social rules, where agents…

Theoretical Economics · Economics 2025-03-27 Wenqian Wang , Zhiwen Zheng

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

Optimization and Control · Mathematics 2022-11-15 Killian Wood , Emiliano Dall'Anese

Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…

Logic in Computer Science · Computer Science 2024-03-19 Ingy Elsayed-Aly , David Parker , Lu Feng

We study portfolio selection in a complete continuous-time market where the preference is dictated by the rank-dependent utility. As such a model is inherently time inconsistent due to the underlying probability weighting, we study the…

Mathematical Finance · Quantitative Finance 2020-06-04 Ying Hu , Hanqing Jin , Xun Yu Zhou

In dynamic programming and reinforcement learning, the policy for the sequential decision making of an agent in a stochastic environment is usually determined by expressing the goal as a scalar reward function and seeking a policy that…

Artificial Intelligence · Computer Science 2025-02-26 Simon Dima , Simon Fischer , Jobst Heitzig , Joss Oliver

Models of economic decision makers often include idealized assumptions, such as rationality, perfect foresight, and access to all relevant pieces of information. These assumptions often assure the models' internal validity, but, at the same…

General Economics · Economics 2021-07-09 Patrick Reinwald , Stephan Leitner , Friederike Wall

Reasoning about strategic abilities is key to AI systems comprising multiple agents, which provide a unified framework for formalizing various problems in game theory, social choice theory, etc. In this work, we propose a probabilistic…

Logic in Computer Science · Computer Science 2024-12-13 Yedi Zhang , Fu Song , Taolue Chen , Xuzhi Wu

Many important stable matching problems are known to be NP-hard, even when strong restrictions are placed on the input. In this paper we seek to identify structural properties of instances of stable matching problems which will allow us to…

Computer Science and Game Theory · Computer Science 2018-12-14 Kitty Meeks , Baharak Rastegari

We study two model selection settings in stochastic linear bandits (LB). In the first setting, which we refer to as feature selection, the expected reward of the LB problem is in the linear span of at least one of $M$ feature maps (models).…

Machine Learning · Computer Science 2022-06-20 Ahmadreza Moradipari , Berkay Turan , Yasin Abbasi-Yadkori , Mahnoosh Alizadeh , Mohammad Ghavamzadeh

We study the problem of vertex-weighted online bipartite matching with stochastic rewards where matches may fail with some known probability and the decision maker has to adapt to the sequential realization of these outcomes. Recent works…

Data Structures and Algorithms · Computer Science 2024-01-10 Rajan Udwani