8 papers
Online Decision-Focused Learning
Aymeric Capitaine, Maxime Haddouche, Eric Moulines +3
Decision-focused learning (DFL) is an increasingly popular paradigm for training predictive models whose outputs are used in decision-making tasks. Instead of merely optimizing for…
Test-then-Punish: A Statistical Approach to Repeated Games
Aymeric Capitaine, Antoine Scheid, Etienne Boursier +2
We study discounted infinitely repeated games in which players agree on a cooperative mixed action profile but, at each step, observe only the realized pure actions. This form of i…
Dynamic Programming for Epistemic Uncertainty in Markov Decision Processes
Axel Benyamine, Julien Grand-Clément, Julien Grand-Clément +3
In this paper, we propose a general theory of ambiguity-averse MDPs, which treats the uncertain transition probabilities as random variables and evaluates a policy via a risk measu…
Online Decision-Making in Tree-Like Multi-Agent Games with Transfers
Antoine Scheid, Etienne Boursier, Alain Durmus +2
The widespread deployment of Machine Learning systems everywhere raises challenges, such as dealing with interactions or competition between multiple learners. In that goal, we stu…
Prediction-Aware Learning in Multi-Agent Systems
Aymeric Capitaine, Etienne Boursier, Eric Moulines +2
The framework of uncoupled online learning in multiplayer games has made significant progress in recent years. In particular, the development of time-varying games has considerably…
Learning to Mitigate Externalities: the Coase Theorem with Hindsight Rationality
Antoine Scheid, Aymeric Capitaine, Etienne Boursier +3
In economic theory, the concept of externality refers to any indirect effect resulting from an interaction between players that affects the social welfare. Most of the models withi…