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Here, we consider the planning problem for first-order mean-field games (MFG). When there is no coupling between players, MFG degenerate into optimal transport problems. Displacement convexity is a fundamental tool in optimal transport that…

偏微分方程分析 · 数学 2018-07-20 Diogo Gomes , Tommaso Seneci

High performance machine learning models have become highly dependent on the availability of large quantity and quality of training data. To achieve this, various central agencies such as the government have suggested for different data…

机器学习 · 计算机科学 2019-11-27 Zhiliang Chen

Counterfactual Regret Minimization (CFR) and its variants are widely recognized as effective algorithms for solving extensive-form imperfect information games. Recently, many improvements have been focused on enhancing the convergence speed…

人工智能 · 计算机科学 2024-10-29 Ju Qi , Falin Hei , Ting Feng , Dengbing Yi , Zhemei Fang , Yunfeng Luo

In multi-rate IEEE 802.11 WLANs, the traditional user association based on the strongest received signal and the well known anomaly of the MAC protocol can lead to overloaded Access Points (APs), and poor or heterogeneous performance. Our…

计算机科学与博弈论 · 计算机科学 2016-05-03 Mikael Touati , Rachid El-Azouzi , Marceau Coupechoux , Eitan Altmanand Jean-Marc Kelif

The complexity of computing equilibrium refinements has been at the forefront of algorithmic game theory research, but it has remained open in the seminal class of potential games; we close this fundamental gap in this paper. We first show…

计算机科学与博弈论 · 计算机科学 2026-02-11 Ioannis Anagnostides , Maria-Florina Balcan , Kiriaki Fragkia , Tuomas Sandholm , Emanuel Tewolde , Brian Hu Zhang

Markov games (MGs) provide a mathematical foundation for multi-agent reinforcement learning (MARL), enabling self-interested agents to learn their optimal policies while interacting with others in a shared environment. However, due to the…

系统与控制 · 电气工程与系统科学 2025-11-25 Huiwen Yan , Mushuang Liu

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

多智能体系统 · 计算机科学 2022-07-11 Kai Cui , Heinz Koeppl

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…

数理金融 · 定量金融 2019-04-02 Philippe Casgrain , Sebastian Jaimungal

The $\alpha$-fair resource allocation problem has received remarkable attention and has been studied in numerous application fields. Several algorithms have been proposed in the context of $\alpha$-fair resource sharing to distributively…

网络与互联网体系结构 · 计算机科学 2018-02-09 Zaid Allybokus , Konstantin Avrachenkov , Jérémie Leguay , Lorenzo Maggi

We consider the classic problem of fairly allocating indivisible goods among agents with additive valuation functions and explore the connection between two prominent fairness notions: maximum Nash welfare (MNW) and envy-freeness up to any…

计算机科学与博弈论 · 计算机科学 2022-09-12 Georgios Amanatidis , Georgios Birmpas , Aris Filos-Ratsikas , Alexandros Hollender , Alexandros A. Voudouris

We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…

最优化与控制 · 数学 2025-02-19 Rama Cont , Anran Hu

We study an online version of the max-min fair allocation problem for indivisible items. In this problem, items arrive one by one, and each item must be allocated irrevocably on arrival to one of $n$ agents, who have additive valuations for…

计算机科学与博弈论 · 计算机科学 2021-11-16 Yasushi Kawase , Hanna Sumita

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

偏微分方程分析 · 数学 2019-01-21 Levon Nurbekyan , Joao Saude

This paper studies the transmit power optimization in multi-cell massive multiple-input multiple-output (MIMO) systems. Network-wide max-min fairness (NW-MMF) and network-wide proportional fairness (NW-PF) are two well-known power control…

信息论 · 计算机科学 2021-05-25 Amin Ghazanfari , Hei Victor Cheng , Emil Björnson , Erik G. Larsson

We study the problem of allocating a set of indivisible goods among a set of agents in a fair and efficient manner. An allocation is said to be fair if it is envy-free up to one good (EF1), which means that each agent prefers its own bundle…

计算机科学与博弈论 · 计算机科学 2018-05-14 Siddharth Barman , Sanath Kumar Krishnamurthy , Rohit Vaish

Mean field games (MFGs) tractably model behavior in large agent populations. The literature on learning MFG equilibria typically focuses on finding Nash equilibria (NE), which assume perfectly rational agents and are hence implausible in…

计算机科学与博弈论 · 计算机科学 2025-01-31 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

This paper studies the transmit power optimization in a multi-cell massive multiple-input multiple-output (MIMO) system. To overcome the scalability issue of network-wide max-min fairness (NW-MMF), we propose a novel power control (PC)…

信息论 · 计算机科学 2021-05-24 Amin Ghazanfari , Hei Victor Cheng , Emil Björnson , Erik G. Larsson

We consider infinite duration alternating move games. These games were previously studied by Roth, Balcan, Kalai and Mansour. They presented an FPTAS for computing an approximated equilibrium, and conjectured that there is a polynomial…

计算机科学与博弈论 · 计算机科学 2013-04-25 Yaron Velner

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

系统与控制 · 计算机科学 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

While conventional ranking systems focus solely on maximizing the utility of the ranked items to users, fairness-aware ranking systems additionally try to balance the exposure for different protected attributes such as gender or race. To…

机器学习 · 计算机科学 2021-12-14 Omid Memarrast , Ashkan Rezaei , Rizal Fathony , Brian Ziebart