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Here, we develop a deep learning algorithm for solving Principal-Agent (PA) mean field games with market-clearing conditions -- a class of problems that have thus far not been studied and one that poses difficulties for standard numerical…

Machine Learning · Computer Science 2021-10-05 Steven Campbell , Yichao Chen , Arvind Shrivats , Sebastian Jaimungal

The classic paper of Shapley and Shubik \cite{Shapley1971assignment} characterized the core of the assignment game using ideas from matching theory and LP-duality theory and their highly non-trivial interplay. Whereas the core of this game…

Computer Science and Game Theory · Computer Science 2021-07-19 Vijay V. Vazirani

Training a team to complete a complex task via multi-agent reinforcement learning can be difficult due to challenges such as policy search in a large joint policy space, and non-stationarity caused by mutually adapting agents. To facilitate…

Multiagent Systems · Computer Science 2024-02-16 Elliot Fosong , Arrasy Rahman , Ignacio Carlucho , Stefano V. Albrecht

In this paper we consider general rank minimization problems with rank appearing in either objective function or constraint. We first establish that a class of special rank minimization problems has closed-form solutions. Using this result,…

Optimization and Control · Mathematics 2012-05-30 Zhaosong Lu , Yong Zhang

Fraud can pose a challenge in many resource allocation domains, including social service delivery and credit provision. For example, agents may misreport private information in order to gain benefits or access to credit. To mitigate this, a…

Computer Science and Game Theory · Computer Science 2026-04-29 Sanmay Das , Fang-Yi Yu , Yuang Zhang

In the principal-agent problem formulated by Myerson'82, agents have private information (type) and make private decisions (action), both of which are unobservable to the principal. Myerson pointed out an elegant linear programming solution…

Computer Science and Game Theory · Computer Science 2024-02-15 Jiarui Gan , Minbiao Han , Jibang Wu , Haifeng Xu

We consider a decision network on an undirected graph in which each node corresponds to a decision variable, and each node and edge of the graph is associated with a reward function whose value depends only on the variables of the…

Probability · Mathematics 2009-12-03 David Gamarnik , David Goldberg , Theophane Weber

This paper provides a decomposition technique for the purpose of simplifying the solution of certain zero-sum differential games. The games considered terminate when the state reaches a target, which can be expressed as the union of a…

Optimization and Control · Mathematics 2014-09-17 Adriano Festa , Richard Vinter

We study a classic Bayesian mechanism design setting of monopoly problem for an additive buyer in the presence of budgets. In this setting a monopolist seller with $m$ heterogeneous items faces a single buyer and seeks to maximize her…

Computer Science and Game Theory · Computer Science 2018-10-09 Yu Cheng , Nick Gravin , Kamesh Munagala , Kangning Wang

Constrained maximization of submodular functions poses a central problem in combinatorial optimization. In many realistic scenarios, a number of agents need to maximize multiple submodular objectives over the same ground set. We study such…

Data Structures and Algorithms · Computer Science 2024-07-22 Georgios Amanatidis , Georgios Birmpas , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

We consider a private variant of the classical allocation problem: given k goods and n agents with individual, private valuation functions over bundles of goods, how can we partition the goods amongst the agents to maximize social welfare?…

Computer Science and Game Theory · Computer Science 2018-03-16 Justin Hsu , Zhiyi Huang , Aaron Roth , Tim Roughgarden , Zhiwei Steven Wu

A natural variant of the classical online $k$-server problem is the Weighted $k$-server problem, where the cost of moving a server is its weight times the distance through which it moves. Despite its apparent simplicity, the weighted…

Data Structures and Algorithms · Computer Science 2024-10-10 Nikhil Ayyadevara , Ashish Chiplunkar , Amatya Sharma

We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on…

Computer Science and Game Theory · Computer Science 2025-02-19 Vinzenz Thoma , Vitor Bosshard , Sven Seuken

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

Computer Science and Game Theory · Computer Science 2017-04-17 James Riehl , Pouria Ramazi , Ming Cao

We study the incentivized information acquisition problem, where a principal hires an agent to gather information on her behalf. Such a problem is modeled as a Stackelberg game between the principal and the agent, where the principal…

Machine Learning · Computer Science 2023-08-08 Siyu Chen , Jibang Wu , Yifan Wu , Zhuoran Yang

Here we present a decomposition technique for a class of differential games. The technique consists in a decomposition of the target set which produces, for geometrical reasons, a decomposition in the dimensionality of the problem. Using…

Optimization and Control · Mathematics 2013-03-14 Adriano Festa , Richard B. Vinter

We show how any PAC learning algorithm that works under the uniform distribution can be transformed, in a blackbox fashion, into one that works under an arbitrary and unknown distribution $\mathcal{D}$. The efficiency of our transformation…

Machine Learning · Statistics 2023-03-31 Guy Blanc , Jane Lange , Ali Malik , Li-Yang Tan

In cooperative multi-agent reinforcement learning, a collection of agents learns to interact in a shared environment to achieve a common goal. We propose the use of reward machines (RM) -- Mealy machines used as structured representations…

Multiagent Systems · Computer Science 2021-06-16 Cyrus Neary , Zhe Xu , Bo Wu , Ufuk Topcu

In collective adaptive systems (CAS), adaptation can be implemented by optimization wrt. utility. Agents in a CAS may be self-interested, while their utilities may depend on other agents' choices. Independent optimization of agent utilities…

Multiagent Systems · Computer Science 2018-05-01 Lenz Belzner , Kyrill Schmid , Thomy Phan , Thomas Gabor , Martin Wirsing

In this paper, we consider the problem of a Principal aiming at designing a reward function for a population of heterogeneous agents. We construct an incentive based on the ranking of the agents, so that a competition among the latter is…

Optimization and Control · Mathematics 2026-04-28 Clémence Alasseur , Erhan Bayraktar , Roxana Dumitrescu , Quentin Jacquet
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