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The problem of quickest change detection is studied, where there is an additional constraint on the cost of observations used before the change point and where the post-change distribution is composite. Minimax formulations are proposed for…

统计理论 · 数学 2014-10-14 Taposh Banerjee , Venugopal V. Veeravalli

A decision maker records measurements of a finite-state Markov chain corrupted by noise. The goal is to decide when the Markov chain hits a specific target state. The decision maker can choose from a finite set of sampling intervals to pick…

最优化与控制 · 数学 2012-08-17 Vikram Krishnamurthy

Given an underlying graph, we consider the following \emph{dynamics}: Initially, each node locally chooses a value in $\{-1,1\}$, uniformly at random and independently of other nodes. Then, in each consecutive round, every node updates its…

分布式、并行与集群计算 · 计算机科学 2016-07-26 Luca Becchetti , Andrea Clementi , Emanuele Natale , Francesco Pasquale , Luca Trevisan

This paper addresses the problem of distributed detection in fixed and switching networks. A network of agents observe partially informative signals about the unknown state of the world. Hence, they collaborate with each other to identify…

系统与控制 · 计算机科学 2016-01-01 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie

Social learning refers to the process by which networked strategic agents learn an unknown state of the world by observing private state-related signals as well as other agents' actions. In their classic work, Bikhchandani, Hirshleifer and…

计算机科学与博弈论 · 计算机科学 2023-05-12 Xupeng Wei , Achilleas Anastasopoulos

Motivated by an increasing demand for models that can effectively describe features of complex multivariate time series, e.g. from sensor data in biomechanics, motion analysis, and sports science, we introduce a novel state-space modeling…

统计方法学 · 统计学 2025-06-23 Alice Giampino , Bernardo Nipoti , Marina Vannucci , Michele Guindani

A number of prototypical optimization problems in multi-agent systems (e.g., task allocation and network load-sharing) exhibit a highly local structure: that is, each agent's decision variables are only directly coupled to few other agent's…

多智能体系统 · 计算机科学 2020-03-04 Robin Brown , Federico Rossi , Kiril Solovey , Michael T. Wolf , Marco Pavone

In this paper, we study the global convergence of model-based and model-free policy gradient descent and natural policy gradient descent algorithms for linear quadratic deep structured teams. In such systems, agents are partitioned into a…

多智能体系统 · 计算机科学 2020-12-16 Vida Fathi , Jalal Arabneydi , Amir G. Aghdam

This paper proposes an adaptive channel contention mechanism to optimize the queuing performance of a distributed millimeter wave (mmWave) uplink system with the capability of environment and mobility sensing. The mobile agents determine…

信息论 · 计算机科学 2024-05-13 Bojie Lv , Qianren Li , Rui Wang

We study a dynamic information design problem in a finite-horizon setting consisting of two strategic and long-term optimizing agents, namely a principal (he) and a detector (she). The principal observes the evolution of a Markov chain that…

计算机科学与博弈论 · 计算机科学 2020-03-19 Farzaneh Farhadi , Demosthenis Teneketzis

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

系统与控制 · 电气工程与系统科学 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Many real-world networks are complex dynamical systems, where both local (e.g., changing node attributes) and global (e.g., changing network topology) processes unfold over time. Local dynamics may provoke global changes in the network, and…

机器学习 · 计算机科学 2017-10-10 Wenzhe Li , Dong Guo , Greg Ver Steeg , Aram Galstyan

A network of agents attempt to learn some unknown state of the world drawn by nature from a finite set. Agents observe private signals conditioned on the true state, and form beliefs about the unknown state accordingly. Each agent may face…

机器学习 · 计算机科学 2015-03-13 Shahin Shahrampour , Mohammad Amin Rahimian , Ali Jadbabaie

We initiate the study of federated reinforcement learning under environmental heterogeneity by considering a policy evaluation problem. Our setup involves $N$ agents interacting with environments that share the same state and action space…

机器学习 · 计算机科学 2024-07-02 Han Wang , Aritra Mitra , Hamed Hassani , George J. Pappas , James Anderson

How have individuals of social animals in nature evolved to learn from each other, and what would be the optimal strategy for such learning in a specific environment? Here, we address both problems by employing a deep reinforcement learning…

机器学习 · 计算机科学 2023-02-17 Seungwoong Ha , Hawoong Jeong

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

最优化与控制 · 数学 2015-06-03 Jianshu Chen , Ali H. Sayed

Given a time-evolving network, how can we detect communities over periods of high internal and low external interactions? To address this question we generalize traditional local community detection in graphs to the setting of dynamic…

社会与信息网络 · 计算机科学 2017-09-14 Daniel J. DiTursi , Gaurav Ghosh , Petko Bogdanov

We consider a set of agents who are attempting to iteratively learn the 'state of the world' from their neighbors in a social network. Each agent initially receives a noisy observation of the true state of the world. The agents then…

社会与信息网络 · 计算机科学 2011-02-08 Yashodhan Kanoria , Omer Tamuz

The theoretical study of social learning typically assumes that each agent's action affects only her own payoff. In this paper, I present a model in which agents' actions directly affect the payoffs of other agents. On a discrete time line,…

社会与信息网络 · 计算机科学 2015-11-02 Yangbo Song

Effective coordination of agents actions in partially-observable domains is a major challenge of multi-agent systems research. To address this, many researchers have developed techniques that allow the agents to make decisions based on…

多智能体系统 · 计算机科学 2011-09-28 P. S. Dutta , N. R. Jennings , L. Moreau