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In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

Machine Learning · Computer Science 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang

We examine the dynamics of informational efficiency in a market with asymmetrically informed, boundedly rational traders who adaptively learn optimal strategies using simple multiarmed bandit (MAB) algorithms. The strategies available to…

Theoretical Economics · Economics 2024-11-11 Aleksei Pastushkov

We consider multi-agent systems with heterogeneous, nonlinear agents subject to individual constraints that want to achieve a periodic, dynamic cooperative control goal which can be characterised by a set and a suitable cost. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

In recent several years, the information bottleneck (IB) principle provides an information-theoretic framework for deep multi-view clustering (MVC) by compressing multi-view observations while preserving the relevant information of multiple…

Information Theory · Computer Science 2024-03-26 Xiaoqiang Yan , Zhixiang Jin , Fengshou Han , Yangdong Ye

Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…

Machine Learning · Computer Science 2024-01-15 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli

Model-based reinforcement learning approaches carry the promise of being data efficient. However, due to challenges in learning dynamics models that sufficiently match the real-world dynamics, they struggle to achieve the same asymptotic…

Machine Learning · Computer Science 2018-09-17 Ignasi Clavera , Jonas Rothfuss , John Schulman , Yasuhiro Fujita , Tamim Asfour , Pieter Abbeel

The rising growth of deep neural networks (DNNs) and datasets in size motivates the need for efficient solutions for simultaneous model selection and training. Many methods for hyperparameter optimization (HPO) of iterative learners,…

Machine Learning · Computer Science 2023-02-28 Syrine Belakaria , Janardhan Rao Doppa , Nicolo Fusi , Rishit Sheth

We present a sequential distributed model predictive control (MPC) scheme for cooperative control of multi-agent systems with dynamically decoupled heterogeneous nonlinear agents subject to individual constraints. In the scheme, we explore…

Systems and Control · Electrical Eng. & Systems 2024-06-13 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…

Machine Learning · Computer Science 2021-12-17 Erdem Bıyık , Anusha Lalitha , Rajarshi Saha , Andrea Goldsmith , Dorsa Sadigh

Model-based reinforcement learning methods learn a dynamics model with real data sampled from the environment and leverage it to generate simulated data to derive an agent. However, due to the potential distribution mismatch between…

Machine Learning · Computer Science 2020-10-29 Jian Shen , Han Zhao , Weinan Zhang , Yong Yu

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

Self-interested individuals often fail to cooperate, posing a fundamental challenge for multi-agent learning. How can we achieve cooperation among self-interested, independent learning agents? Promising recent work has shown that in certain…

LLM agents in markets present algorithmic collusion risks. While prior work shows LLM agents reach supracompetitive prices through tacit coordination, existing research focuses on hand-crafted prompts. The emerging paradigm of prompt…

Artificial Intelligence · Computer Science 2026-04-21 Yingtao Tian

We study the problem of decentralized constrained POMDPs in a team-setting where the multiple non-strategic agents have asymmetric information. Strong duality is established for the setting of infinite-horizon expected total discounted…

Optimization and Control · Mathematics 2023-08-01 Nouman Khan , Vijay Subramanian

Deep reinforcement learning algorithms have recently been used to train multiple interacting agents in a centralised manner whilst keeping their execution decentralised. When the agents can only acquire partial observations and are faced…

Machine Learning · Computer Science 2020-01-27 Emanuele Pesce , Giovanni Montana

This paper proposes a novel policy for a group of agents to, individually as well as collectively, solve a multi armed bandit (MAB) problem. The policy relies solely on the information that an agent has obtained through sampling of the…

Machine Learning · Computer Science 2020-02-24 Pathmanathan Pankayaraj , D. H. S. Maithripala

Information sharing is key in building team cognition and enables coordination and cooperation. High-performing human teams also benefit from acting strategically with hierarchical levels of iterated communication and rationalizability,…

Multiagent Systems · Computer Science 2022-06-28 Sachin Konan , Esmaeil Seraj , Matthew Gombolay

This paper introduces Deep Policy Iteration (DPI), a novel approach that integrates the strengths of Neural Networks with the stability and convergence advantages of Policy Iteration (PI) to address high-dimensional stochastic Mean Field…

Optimization and Control · Mathematics 2024-07-15 Mouhcine Assouli , Badr Missaoui

Large language model (LLM)-based agents are increasingly used to perform complex, multi-step workflows in regulated settings such as compliance and due diligence. However, many agentic architectures rely primarily on prompt engineering of a…

Artificial Intelligence · Computer Science 2026-02-03 Ananya Joshi , Michael Rudow

With artificial intelligence systems becoming ubiquitous in our society, its designers will soon have to start to consider its social dimension, as many of these systems will have to interact among them to work efficiently. With this in…

Artificial Intelligence · Computer Science 2020-06-23 Santiago Cuervo , Marco Alzate