Search Results for author: Alberto Marchesi

Found 17 papers, 1 papers with code

Learning Adversarial MDPs with Stochastic Hard Constraints

no code implementations6 Mar 2024 Francesco Emanuele Stradi, Matteo Castiglioni, Alberto Marchesi, Nicola Gatti

To the best of our knowledge, our work is the first to study CMDPs involving both adversarial losses and hard constraints.

Autonomous Driving Recommendation Systems

Markov Persuasion Processes: Learning to Persuade from Scratch

no code implementations5 Feb 2024 Francesco Bacchiocchi, Francesco Emanuele Stradi, Matteo Castiglioni, Alberto Marchesi, Nicola Gatti

Recently, Markov persuasion processes (MPPs) have been introduced to capture sequential scenarios where a sender faces a stream of myopic receivers in a Markovian environment.

Persuasiveness

Learning Optimal Contracts: How to Exploit Small Action Spaces

no code implementations18 Sep 2023 Francesco Bacchiocchi, Matteo Castiglioni, Alberto Marchesi, Nicola Gatti

We design an algorithm that learns an approximately-optimal contract with high probability in a number of rounds polynomial in the size of the outcome space, when the number of actions is constant.

A Best-of-Both-Worlds Algorithm for Constrained MDPs with Long-Term Constraints

no code implementations27 Apr 2023 Jacopo Germano, Francesco Emanuele Stradi, Gianmarco Genalti, Matteo Castiglioni, Alberto Marchesi, Nicola Gatti

We study online learning in episodic constrained Markov decision processes (CMDPs), where the goal of the learner is to collect as much reward as possible over the episodes, while guaranteeing that some long-term constraints are satisfied during the learning process.

Autonomous Driving Recommendation Systems

A Unifying Framework for Online Optimization with Long-Term Constraints

no code implementations15 Sep 2022 Matteo Castiglioni, Andrea Celli, Alberto Marchesi, Giulia Romano, Nicola Gatti

We present the first best-of-both-world type algorithm for this general class of problems, with no-regret guarantees both in the case in which rewards and constraints are selected according to an unknown stochastic model, and in the case in which they are selected at each round by an adversary.

Management

Exploiting Opponents Under Utility Constraints in Sequential Games

no code implementations NeurIPS 2021 Martino Bernasconi-de-Luca, Federico Cacciamani, Simone Fioravanti, Nicola Gatti, Alberto Marchesi, Francesco Trovò

Recently, game-playing agents based on AI techniques have demonstrated super-human performance in several sequential games, such as chess, Go, and poker.

Multi-Receiver Online Bayesian Persuasion

no code implementations11 Jun 2021 Matteo Castiglioni, Alberto Marchesi, Andrea Celli, Nicola Gatti

Then, we focus on the case of submodular sender's utility functions and we show that, in this case, it is possible to design a polynomial-time no-$(1 - \frac{1}{e})$-regret algorithm.

Simple Uncoupled No-Regret Learning Dynamics for Extensive-Form Correlated Equilibrium

no code implementations4 Apr 2021 Gabriele Farina, Andrea Celli, Alberto Marchesi, Nicola Gatti

The existence of simple uncoupled no-regret learning dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems.

Trembling-Hand Perfection and Correlation in Sequential Games

no code implementations11 Dec 2020 Alberto Marchesi, Nicola Gatti

After providing an axiomatic definition of EFPCE, we show that one always exists since any perfect (Nash) equilibrium constitutes an EFPCE, and that it is a refinement of EFCE, as any EFPCE is also an EFCE.

Computer Science and Game Theory

Online Posted Pricing with Unknown Time-Discounted Valuations

no code implementations10 Dec 2020 Giulia Romano, Gianluca Tartaglia, Alberto Marchesi, Nicola Gatti

We evaluate our mechanisms in terms of competitive ratio, measuring the worst-case ratio between their revenue and that of an optimal mechanism that knows the distribution of valuations.

Computer Science and Game Theory

Online Bayesian Persuasion

no code implementations NeurIPS 2020 Matteo Castiglioni, Andrea Celli, Alberto Marchesi, Nicola Gatti

We are interested in no-regret algorithms prescribing a signaling scheme at each round of the repeated interaction with performances close to that of the best-in-hindsight signaling scheme.

Signaling in Bayesian Network Congestion Games: the Subtle Power of Symmetry

no code implementations12 Feb 2020 Matteo Castiglioni, Andrea Celli, Alberto Marchesi, Nicola Gatti

A natural question is the following: is it possible for an informed sender to reduce the overall social cost via the strategic provision of information to players who update their beliefs rationally?

Learning Probably Approximately Correct Maximin Strategies in Simulation-Based Games with Infinite Strategy Spaces

no code implementations18 Nov 2019 Alberto Marchesi, Francesco Trovò, Nicola Gatti

As a result, solving these games begets the challenge of designing learning algorithms that can find (approximate) equilibria with high confidence, using as few simulator queries as possible.

Learning to Correlate in Multi-Player General-Sum Sequential Games

1 code implementation NeurIPS 2019 Andrea Celli, Alberto Marchesi, Tommaso Bianchi, Nicola Gatti

In the context of multi-player, general-sum games, there is an increasing interest in solution concepts modeling some form of communication among players, since they can lead to socially better outcomes with respect to Nash equilibria, and may be reached through learning dynamics in a decentralized fashion.

Computer Science and Game Theory

Computing the Strategy to Commit to in Polymatrix Games (Extended Version)

no code implementations31 Jul 2018 Giuseppe De Nittis, Alberto Marchesi, Nicola Gatti

We study the computational complexity of finding or approximating an optimistic or pessimistic leader-follower equilibrium in specific classes of succinct games---polymatrix like---which are equivalent to 2-player Bayesian games with uncertainty over the follower, with interdependent or independent types.

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