The paper introduces a fully distributed continuous‑time algorithm for solving Generalized Nash Equilibrium Problems (GNEPs) with shared linear equality constraints. Unlike existing methods that require exchanging Lagrange multipliers, this approach converges to any GNE without multiplier communication, thereby reducing communication overhead and enhancing privacy. Discrete‑time variants are also presented and the method is demonstrated on a multi‑robot placement task.
By Shao-An Yin, Mingyi Hong, Nicola Elia
arXiv:2504.09192v5 Announce Type: replace
Abstract: The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncer...
By Zhiyong Wang
arXiv:2004. 06321v2 Announce Type: replace Abstract: We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe outcomes for the individuals within a batch at the batch's end.
By Yanjun Han, Zhengqing Zhou, Zihao Hu, Jose Blanchet, Peter W. Glynn, Yinyu Ye, Zhengyuan Zhou
arXiv:2603. 27803v2 Announce Type: replace Abstract: We provide a distributed online algorithm for multi-agent submodular maximization under communication delays.
By Zirui Xu, Vasileios Tzoumas
arXiv:2607. 25835v1 Announce Type: new Abstract: Distributed constraint optimization problems (DCOPs) provide a popular framework for distributed decision making under limited communication, but many real-world instances are too large to solve monolithically.
By Itai Zilberstein, Pranav Rajbhandari, Steve Chien, Tuomas Sandholm
arXiv:2606. 17489v1 Announce Type: cross Abstract: Large Language Models (LLMs) are increasingly deployed in edge-cloud inference systems to handle diverse user tasks with heterogeneous accuracy, latency, and cost profiles.
By Yin Huang, Qingsong Liu, Jie Xu
The paper introduces online contextual matrix games, a framework that merges contextual bandits with multi‑player online games to handle dynamic contexts and strategic interactions. It presents OnGameLearn, an algorithm that balances exploration and exploitation across actions and contexts, providing statistical guarantees such as tail bounds, Nash equilibrium convergence, asymptotic normality, and sublinear regret. The authors also define a policy value for matrix games and propose a doubly robust, √T‑consistent estimator, demonstrating effectiveness through simulations and a hotel pricing case study.
By Liner Xiang, Yixin Wang, Hengrui Cai
arXiv:2608. 09389v1 Announce Type: cross Abstract: This note aims to serve as an entry point to the literature on learning in games, a topic with significant theoretical appeal and a wide range of applications -- from machine learning and data science to economics and beyond.
By Panayotis Mertikopoulos
arXiv:2606. 29252v1 Announce Type: new Abstract: We study repeated bidding in multi-unit discriminatory (pay-as-bid) auctions for a single bidder with per-round utility equal to value minus $\alpha$ times payment, where $\alpha\in[0,1]$ is a cost-of-capital parameter.
By Negin Golrezaei, Sourav Sahoo
arXiv:2507. 11366v2 Announce Type: replace-cross Abstract: We study online optimization methods for zero-sum games, a fundamental problem in adversarial learning in machine learning, economics, and many other domains.
By Taemin Kim, James P. Bailey
arXiv:2602. 16965v2 Announce Type: replace Abstract: We study the decentralized multi-player stochastic bandit problem over a continuous, Lipschitz-structured action space where hard collisions yield zero reward.
By Sourav Chakraborty, Amit Kiran Rege, Claire Monteleoni, Lijun Chen
arXiv:2605. 29032v2 Announce Type: replace Abstract: Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss.
By Christoph Dann, Yishay Mansour, Mehryar Mohri