相关论文: Dynamic Non-Bayesian Decision Making

Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

We study the problem of selling information to a data-buyer who faces a decision problem under uncertainty. We consider the classic Bayesian decision-theoretic model pioneered by [Blackwell, 1951, 1953]. Initially, the data buyer has only…

We have used agent-based modeling as our numerical method to artificially simulate a dynamic real economy where agents are rational maximizers of an objective function of Cobb-Douglas type. The economy is characterised by heterogeneous…

This paper addresses the question whether model knowledge can guide a defender to appropriate decisions, or not, when an attacker intrudes into control systems. The model-based defense scheme considered in this study, namely Bayesian…

A fundamental (and largely open) challenge in sequential decision-making is dealing with non-stationary environments, where exogenous environmental conditions change over time. Such problems are traditionally modeled as non-stationary…

This paper presents an axiomatic approach to finite Markov decision processes where the discount rate is zero. One of the principal difficulties in the no discounting case is that, even if attention is restricted to stationary policies, a…

Aligning AI systems with human values remains a fundamental challenge, but does our inability to create perfectly aligned models preclude obtaining the benefits of alignment? We study a strategic setting where a human user interacts with…

Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…

We consider the development of adaptive, instance-dependent algorithms for interactive decision making (bandits, reinforcement learning, and beyond) that, rather than only performing well in the worst case, adapt to favorable properties of…

We study information design in multi-agent systems (MAS) with binary actions and strategic complementarities, where an external designer influences behavior only through signals. Agents play the smallest-equilibrium of the induced Bayesian…

AI models that predict the future behavior of a system (a.k.a. predictive AI models) are central to intelligent decision-making. However, decision-making using predictive AI models often results in suboptimal performance. This is primarily…

The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…

Inferring the laws of interaction between particles and agents in complex dynamical systems from observational data is a fundamental challenge in a wide variety of disciplines. We propose a non-parametric statistical learning approach to…

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…

We present an approach for systematically anticipating the actions and policies employed by \emph{oblivious} environments in concurrent stochastic games, while maximizing a reward function. Our main contribution lies in the synthesis of a…

We consider the design of experiments to evaluate treatments that are administered by self-interested agents, each seeking to achieve the highest evaluation and win the experiment. For example, in an advertising experiment, a company wishes…

Organisms and ecological groups accumulate evidence to make decisions. Classic experiments and theoretical studies have explored this process when the correct choice is fixed during each trial. However, we live in a constantly changing…

In this work we investigate the inefficiency of the electricity system with strategic agents. Specifically, we prove that without a proper control the total demand of an inefficient system is at most twice the total demand of the optimal…

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…