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The $E$-optimality criterion for a regression model maximizes the smallest eigenvalue of the information matrix and becomes non-differentiable when this eigenvalue has multiplicity greater than one. Working in the $2$-Wasserstein space, we…

Optimization and Control · Mathematics 2026-04-17 Jieling Shi , Kim-Chuan Toh , Xin T. Tong , Weng Kee Wong

We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…

Computer Science and Game Theory · Computer Science 2014-04-21 Elliot Anshelevich , Shreyas Sekar

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

Entities in multi-agent systems may seek conflicting subobjectives, and this leads to competition between them. To address performance degradation due to competition, we consider a bi-level lottery where a social planner at the high level…

Computer Science and Game Theory · Computer Science 2020-12-04 Hunmin Kim , Minghui Zhu

Policy gradient methods are very attractive in reinforcement learning due to their model-free nature and convergence guarantees. These methods, however, suffer from high variance in gradient estimation, resulting in poor sample efficiency.…

Machine Learning · Computer Science 2018-11-16 Sergey Pankov

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu

Sequential Social Dilemmas (SSDs) provide a key framework for studying how cooperation emerges when individual incentives conflict with collective welfare. In Multi-Agent Reinforcement Learning, these problems are often addressed by…

Machine Learning · Computer Science 2026-02-18 Alper Demir , Hüseyin Aydın , Kale-ab Abebe Tessera , David Abel , Stefano V. Albrecht

Reward design is a critical part of the application of reinforcement learning, the performance of which strongly depends on how well the reward signal frames the goal of the designer and how well the signal assesses progress in reaching…

Machine Learning · Computer Science 2022-08-01 Yixiang Wang , Yujing Hu , Feng Wu , Yingfeng Chen

We study incentive design when multiple principals simultaneously design mechanisms for their respective teams in environments with strategic spillovers. In this environment, each principal's set of incentive-compatible mechanisms--those…

Theoretical Economics · Economics 2026-05-11 Brian Roberson

In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…

Optimization and Control · Mathematics 2020-02-11 Shi Pu , Wei Shi , Jinming Xu , Angelia Nedić

Reinforcement learning has been shown to be an effective strategy for automatically training policies for challenging control problems. Focusing on non-cooperative multi-agent systems, we propose a novel reinforcement learning framework for…

Computer Science and Game Theory · Computer Science 2022-06-08 Kishor Jothimurugan , Suguman Bansal , Osbert Bastani , Rajeev Alur

We consider a routing game among non-atomic agents where link latency functions are conditional on an uncertain state of the network. The agents have the same prior belief about the state, but only a fixed fraction receive private route…

Computer Science and Game Theory · Computer Science 2021-08-31 Yixian Zhu , Ketan Savla

We study the design of Bayesian incentive compatible mechanisms in single parameter domains, for the objective of optimizing social efficiency as measured by social cost. In the problems we consider, a group of participants compete to…

Computer Science and Game Theory · Computer Science 2013-05-06 Hu Fu , Brendan Lucier , Balasubramanian Sivan , Vasilis Syrgkanis

Despite the increasing popularity of policy gradient methods, they are yet to be widely utilized in sample-scarce applications, such as robotics. The sample efficiency could be improved by making best usage of available information. As a…

Machine Learning · Computer Science 2023-11-03 Qingfeng Lan , Samuele Tosatto , Homayoon Farrahi , A. Rupam Mahmood

We analyze a two-period principal-agent model in which the principal faces a budget constraint, and the agent's private costs of performing tasks across the two periods may be correlated. We examine the optimal design of the reward scheme…

Optimization and Control · Mathematics 2025-12-30 Eilon Solan , Avraham Tabbach , Chang Zhao

We study reward design strategies for incentivizing a reinforcement learning agent to adopt a policy from a set of admissible policies. The goal of the reward designer is to modify the underlying reward function cost-efficiently while…

Machine Learning · Computer Science 2022-01-07 Kiarash Banihashem , Adish Singla , Jiarui Gan , Goran Radanovic

Distributed learning has gained significant attention due to its advantages in scalability, privacy, and fault tolerance.In this paradigm, multiple agents collaboratively train a global model by exchanging parameters only with their…

Machine Learning · Computer Science 2026-03-31 Ziqin Chen , Yongqiang Wang

We study allocation problems without monetary transfers where agents have correlated types, i.e., hold private information about one another. Such peer information is relevant in various settings, including science funding, allocation of…

Theoretical Economics · Economics 2025-03-21 Axel Niemeyer , Justus Preusser

We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, however, we envision…

Optimization and Control · Mathematics 2024-07-09 Filippo Fabiani , Andrea Simonetto , Paul J. Goulart

Reward functions are central in reinforcement learning (RL), guiding agents towards optimal decision-making. The complexity of RL tasks requires meticulously designed reward functions that effectively drive learning while avoiding…

Machine Learning · Computer Science 2025-03-31 Rati Devidze