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Algorithms are often used to produce decision-making rules that classify or evaluate individuals. When these individuals have incentives to be classified a certain way, they may behave strategically to influence their outcomes. We develop a…

Machine Learning · Computer Science 2019-08-02 Jon Kleinberg , Manish Raghavan

Online platforms in the Internet Economy commonly incorporate recommender systems that recommend products (or "arms") to users (or "agents"). A key challenge in this domain arises from myopic agents who are naturally incentivized to exploit…

Information Retrieval · Computer Science 2024-06-19 Xiaowu Dai , Wenlu Xu , Yuan Qi , Michael I. Jordan

Interactive reinforcement learning agents use human feedback or instruction to help them learn in complex environments. Often, this feedback comes in the form of a discrete signal that is either positive or negative. While informative, this…

Artificial Intelligence · Computer Science 2021-04-13 Tasmia Tasrin , Md Sultan Al Nahian , Habarakadage Perera , Brent Harrison

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

Computational Finance · Quantitative Finance 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

We study the effect of imperfect memory on decision making in the context of a stochastic sequential action-reward problem. An agent chooses a sequence of actions which generate discrete rewards at different rates. She is allowed to make…

Probability · Mathematics 2019-09-20 Kuang Xu , Se-Young Yun

In this paper, we study belief elicitation about an uncertain future event, where the reports will affect a principal's decision. We study two problems that can arise in this setting: (1) Agents may have an interest in the outcome of the…

Computer Science and Game Theory · Computer Science 2023-03-01 Manuel Wuthrich , Mark York , David C. Parkes

Active inference is a first principle account of how autonomous agents operate in dynamic, non-stationary environments. This problem is also considered in reinforcement learning (RL), but limited work exists on comparing the two approaches…

Artificial Intelligence · Computer Science 2021-02-15 Noor Sajid , Philip J. Ball , Thomas Parr , Karl J. Friston

We study Markov decision problems where the agent does not know the transition probability function mapping current states and actions to future states. The agent has a prior belief over a set of possible transition functions and updates…

Economics · Quantitative Finance 2018-01-04 Ignacio Esponda , Demian Pouzo

In adversarial imitation learning, a discriminator is trained to differentiate agent episodes from expert demonstrations representing the desired behavior. However, as the trained policy learns to be more successful, the negative examples…

This paper focuses on reinforcement learning (RL) with limited prior knowledge. In the domain of swarm robotics for instance, the expert can hardly design a reward function or demonstrate the target behavior, forbidding the use of both…

Machine Learning · Computer Science 2012-08-07 Riad Akrour , Marc Schoenauer , Michèle Sebag

Intelligent agents must pursue their goals in complex environments with partial information and often limited computational capacity. Reinforcement learning methods have achieved great success by creating agents that optimize engineered…

Machine Learning · Computer Science 2021-06-07 Alejandro Daniel Noel , Charel van Hoof , Beren Millidge

User preference learning is generally a hard problem. Individual preferences are typically unknown even to users themselves, while the space of choices is infinite. Here we study user preference learning from information-theoretic…

Machine Learning · Computer Science 2023-11-27 Tanya Ignatenko , Kirill Kondrashov , Marco Cox , Bert de Vries

We present novel monotone comparative statics results for steady-state behavior in a dynamic optimization environment with misspecified Bayesian learning. Building on \cite{ep21a}, we analyze a Bayesian learner whose prior is over…

Theoretical Economics · Economics 2025-03-17 Aniruddha Ghosh

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

Employers are concerned not only with a prospective worker's ability, but also their propensity to avoid shirking. This paper proposes a new experimental framework to study how Principals trade-off measures of ability and prosocial behavior…

General Economics · Economics 2025-11-03 Andrew Leal

Mutual Information between agent Actions and environment States (MIAS) quantifies the influence of agent on its environment. Recently, it was found that the maximization of MIAS can be used as an intrinsic motivation for artificial agents.…

Machine Learning · Computer Science 2020-08-04 Ruihan Zhao , Stas Tiomkin , Pieter Abbeel

The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…

Statistics Theory · Mathematics 2025-01-06 Xuqiao Li , Ying Yan

We consider the design of experiments to evaluate treatments that are administered by self-interested agents, each seeking to achieve the highest evaluation and win the experiment. For example, in an advertising experiment, a company wishes…

Methodology · Statistics 2015-09-18 Panos Toulis , David C. Parkes , Elery Pfeffer , James Zou

We study how to incentivize agents in a target group to produce a higher output in the context of incomplete information, by means of rank-order allocation contests. We describe a symmetric Bayes--Nash equilibrium for contests that have two…

Computer Science and Game Theory · Computer Science 2022-05-02 Edith Elkind , Abheek Ghosh , Paul Goldberg

Reinforcement learning is a machine learning approach based on behavioral psychology. It is focused on learning agents that can acquire knowledge and learn to carry out new tasks by interacting with the environment. However, a problem…

Artificial Intelligence · Computer Science 2022-12-15 Hugo Muñoz , Ernesto Portugal , Angel Ayala , Bruno Fernandes , Francisco Cruz
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