相关论文: Agency Problems and Adversarial Bilevel Optimizati…

The ad hoc coordination problem is to design an autonomous agent which is able to achieve optimal flexibility and efficiency in a multiagent system with no mechanisms for prior coordination. We conceptualise this problem formally using a…

This article studies the problem of evaluating the information that a Principal lacks when establishing an incentive contract with an Agent whose effort is not observable. The Principal ("she") pays a continuous rent to the Agent ("he"),…

The addition of lower level integrality constraints to a bi-level linear program is known to result in significantly weaker analytical properties. Most notably, the upper level goal function in the optimistic setting lacks lower…

Models of economic decision makers often include idealized assumptions, such as rationality, perfect foresight, and access to all relevant pieces of information. These assumptions often assure the models' internal validity, but, at the same…

In this paper, we investigate a moral hazard problem in finite time with lump$-$sum and continuous payments, involving infinitely many Agents with mean field type interactions, hired by one Principal. By reinterpreting the mean$-$field game…

An autonomous and resilient controller is proposed for leader-follower multi-agent systems under uncertainties and cyber-physical attacks. The leader is assumed non-autonomous with a nonzero control input, which allows changing the team…

We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked point process. The problem of the agent is…

We study a general class of Principal-Agent problems in continuous time under hidden action. By formulating the model as a coupled stochastic optimal control problem we are able to find a set of necessary conditions characterizing optimal…

We consider a bilevel optimization problem in which the ground set is partitioned between two decision makers, a leader and a follower, whose optimization problems are interleaved. We study the Bilevel Independent Set problem, and its…

We consider a continuous time Principal-Agent model on a finite time horizon, where we look for the existence of an optimal contract both parties agreed on. Contrary to the main stream, where the principal is modelled as risk-neutral, we…

This paper studies continuous-time optimal contracting in a hierarchy problem which generalises the model of Sung (2015). The hierarchy is modeled by a series of interlinked principal-agent problems, leading to a sequence of Stackelberg…

We are considering the problem of optimal portfolio delegation between an investor and a portfolio manager under a random default time. We focus on a novel variation of the Principal-Agent problem adapted to this framework. We address the…

Bilevel optimization have gained growing interests, with numerous applications found in meta learning, minimax games, reinforcement learning, and nested composition optimization. This paper studies the problem of distributed bilevel…

The environment plays a critical role in multi-agent navigation by imposing spatial constraints, rules, and limitations that agents must navigate around. Traditional approaches treat the environment as fixed, without exploring its impact on…

In this paper we investigate a Principal-Agent problem with moral hazard under Knightian uncertainty. We extend the seminal framework of Holmstr\"om and Milgrom by combining a Stackelberg equilibrium with a worst-case approach. We…

In this paper, we explore the use of a deep residual U-net with self-attention to solve the the continuous time time-consistent mean variance optimal trade execution problem for multiple agents and assets. Given a finite horizon we…

Adversarial machine learning concerns situations in which learners face attacks from active adversaries. Such scenarios arise in applications such as spam email filtering, malware detection and fake-image generation, where security methods…

This paper proposes a method to design an optimal dynamic contract between a principal and an agent, who has the authority to control both the principal's revenue and an engineered system. The key characteristic of our problem setting is…

Autonomous systems have witnessed a rapid increase in their capabilities, but it remains a challenge for them to perform tasks both effectively and safely. The fact that performance and safety can sometimes be competing objectives renders…

This paper is concerned with stochastic impulse control problems in which the running cost changes depending on the impulse control. Because of such a dependence, it brings several difficulties when the usual dynamic programming principle…