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In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Optimization and Control · Mathematics 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

Learning to adapt and make real-time informed decisions in a dynamic and complex environment is a challenging problem. Monopoly is a popular strategic board game that requires players to make multiple decisions during the game.…

Machine Learning · Computer Science 2022-04-07 Trevor Bonjour , Marina Haliem , Aala Alsalem , Shilpa Thomas , Hongyu Li , Vaneet Aggarwal , Mayank Kejriwal , Bharat Bhargava

Reinforcement learning with sparse rewards is challenging because an agent can rarely obtain non-zero rewards and hence, gradient-based optimization of parameterized policies can be incremental and slow. Recent work demonstrated that using…

Machine Learning · Computer Science 2021-02-16 Yijie Guo , Jongwook Choi , Marcin Moczulski , Shengyu Feng , Samy Bengio , Mohammad Norouzi , Honglak Lee

Large Language Models (LLMs) trained with reinforcement learning and verifiable rewards have achieved strong results on complex reasoning tasks. Recent work extends this paradigm to a multi-agent setting, where a meta-thinking agent…

Artificial Intelligence · Computer Science 2025-11-05 Zhiwei Zhang , Xiaomin Li , Yudi Lin , Hui Liu , Ramraj Chandradevan , Linlin Wu , Minhua Lin , Fali Wang , Xianfeng Tang , Qi He , Suhang Wang

Memory-based meta-learning is a powerful technique to build agents that adapt fast to any task within a target distribution. A previous theoretical study has argued that this remarkable performance is because the meta-training protocol…

Artificial Intelligence · Computer Science 2020-10-23 Vladimir Mikulik , Grégoire Delétang , Tom McGrath , Tim Genewein , Miljan Martic , Shane Legg , Pedro A. Ortega

We study the repeated principal-agent bandit game, where the principal indirectly interacts with the unknown environment by proposing incentives for the agent to play arms. Most existing work assumes the agent has full knowledge of the…

Machine Learning · Computer Science 2025-06-03 Junyan Liu , Lillian J. Ratliff

In this paper, we consider algorithms to decide the existence of strategies in MDPs for Boolean combinations of objectives. These objectives are omega-regular properties that need to be enforced either surely, almost surely, existentially,…

Logic in Computer Science · Computer Science 2020-04-30 Raphaël Berthon , Shibashis Guha , Jean-François Raskin

We model the behavioral biases of human decision-making in securing interdependent systems and show that such behavioral decision-making leads to a suboptimal pattern of resource allocation compared to non-behavioral (rational)…

Cryptography and Security · Computer Science 2020-11-25 Mustafa Abdallah , Daniel Woods , Parinaz Naghizadeh , Issa Khalil , Timothy Cason , Shreyas Sundaram , Saurabh Bagchi

We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…

Machine Learning · Computer Science 2022-04-06 Jing Tan , Ramin Khalili , Holger Karl

Collective intelligence is the ability of a group to perform more effectively than any individual alone. Diversity among group members is a key condition for the emergence of collective intelligence, but maintaining diversity is challenging…

Computer Science and Game Theory · Computer Science 2017-10-18 Richard P. Mann , Dirk Helbing

Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…

Analysis of PDEs · Mathematics 2026-02-26 Benjamin Moll , Lenya Ryzhik

Mean field game facilitates analyzing multi-armed bandit (MAB) for a large number of agents by approximating their interactions with an average effect. Existing mean field models for multi-agent MAB mostly assume a binary reward function,…

Multiagent Systems · Computer Science 2021-05-11 Xiong Wang , Riheng Jia

We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…

Machine Learning · Computer Science 2020-06-19 Priyank Agrawal , Theja Tulabandhula

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 consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Machine Learning · Computer Science 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

The robustness of multiagent systems can be affected by mistakes or behavioral biases (e.g., risk-aversion, altruism, toll-sensitivity), with some agents playing the "wrong game." This can change the set of equilibria, and may in turn harm…

Computer Science and Game Theory · Computer Science 2018-03-14 Reshef Meir , David Parkes

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

In many settings of interest, a policy is set by one party, the leader, in order to influence the action of another party, the follower, where the follower's response is determined by some private information. A natural question to ask is,…

Computer Science and Game Theory · Computer Science 2025-04-23 Michael Albert , Quinlan Dawkins , Minbiao Han , Haifeng Xu

Understanding the emergence of prosocial behaviours (e.g., cooperation and trust) among self-interested agents is an important problem in many disciplines. Network structure and institutional incentives (e.g., punishing antisocial agents)…

Physics and Society · Physics 2022-03-29 Ik Soo Lim , Valerio Capraro

A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique $\epsilon$-Nash equilibrium for a non-cooperative game with switching and stopping times. We consider the…

Systems and Control · Computer Science 2022-01-11 Dena Firoozi , Ali Pakniyat , Peter E. Caines
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