相关论文: Agency Problems and Adversarial Bilevel Optimizati…

Bilevel programming is one of the very active areas of research with many real-life applications in economics and engineering. Bilevel problems are hierarchical problems consisting of lower-level and upper-level problems, respectively. The…

We study an online learning version of the generalized principal-agent model, where a principal interacts repeatedly with a strategic agent possessing private types, private rewards, and taking unobservable actions. The agent is non-myopic,…

We consider the information design problem in spatial resource competition settings. Agents gather at a location deciding whether to move to another location for possibly higher level of resources, and the utility each agent gets by moving…

In this paper, we study robust distributed sub-optimal coordination of linear agents subject to input nonlinearities. Inspired by the robust agreement literature, we formulate a bounded distributed sub-optimal coordination problem, in which…

We study the heavy-tailed stochastic bandit problem in the cooperative multi-agent setting, where a group of agents interact with a common bandit problem, while communicating on a network with delays. Existing algorithms for the stochastic…

A key challenge in multi-robot and multi-agent systems is generating solutions that are robust to other self-interested or even adversarial parties who actively try to prevent the agents from achieving their goals. The practicality of…

This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…

We study hidden-action principal-agent problems with multiple agents. These are problems in which a principal commits to an outcome-dependent payment scheme in order to incentivize some agents to take costly, unobservable actions that lead…

We consider the problem of determining the optimal composition of a heterogeneous multi-agent team for coverage problems by including costs associated with different agents and subject to an upper bound on the maximal allowable number of…

The hidden-action model captures a fundamental problem of principal-agent theory and provides an optimal sharing rule when only the outcome but not the effort can be observed. However, the hidden-action model builds on various explicit and…

We consider a multi-agent optimal resource sharing problem that is represented by a linear program. The amount of resource to be shared is fixed, and agents belong to a population that is characterized probabilistically so as to allow…

This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…

We study the problem of a buyer (aka auctioneer) who gains stochastic rewards by procuring multiple units of a service or item from a pool of heterogeneous strategic agents. The reward obtained for a single unit from an allocated agent…

We consider the problem of Adverse Selection and optimal derivative design within a Principal-Agent framework. The principal's income is exposed to non-hedgeable risk factors arising, for instance, from weather or climate phenomena. She…

In this paper, we propose a novel distributed algorithm to optimize the emergent macroscopic behavior of large-scale multi-agent systems via microscopic actions. We cast this task as a bilevel optimization problem, where the upper level…

This paper develops a stochastic programming framework for multi-agent systems where task decomposition, assignment, and scheduling problems are simultaneously optimized. The framework can be applied to heterogeneous mobile robot teams with…

We study a two-period moral hazard problem; there are two agents, with action sets that are unknown to the principal. The principal contracts with each agent sequentially, and seeks to maximize the worst-case discounted sum of payoffs,…

The problem of order execution is cast as a relative entropy-regularized robust optimal control problem in this article. The order execution agent's goal is to maximize an objective functional associated with his profit-and-loss of trading…

We study a finite horizon optimal contracting problem of a risk-neutral principal and a risk-averse agent who receives a stochastic income stream when the agent is unable to make commitments. The problem involves an infinite number of…

In this paper we consider a principal agent problem where the agent is allowed to quit, by incurring a cost. When the current agent quits the job, the principal will hire a new one, possibly with a different type. We characterize the…