We initiate the study of multidimensional Bayesian utility maximization, focusing on the unit-demand setting where values are i.i.d.

However, inmanyapplications including contractual hiringinonlinefreelancing platforms and server allocation in cloud computing systems, the outcome of each action is observed only after a random and action-dependent time.

The mean (median) normalized rating score for White workers was 0.98 (1), while it is 0.97 (1) for Black

This monograph, spanning three chapters, explores Inverse Reinforcement Learning (IRL). The first two chapters view inverse reinforcement learning (IRL) through the lens of revealed preferences from microeconomics while the third chapter studies adaptive IRL via Langevin dynamics stochastic gradient algorithms. Chapter uses classical revealed preference theory (Afriat's theorem and extensions) to identify constrained utility maximizers based on observed agent actions. This allows for the reconstruction of set-valued estimates of an agent's utility. We illustrate this procedure by identifying the presence of a cognitive radar and reconstructing its utility function. The chapter also addresses the construction of a statistical detector for utility maximization behavior when agent actions are corrupted by noise. Chapter 2 studies Bayesian IRL. It investigates how an analyst can determine if an observed agent is a rationally inattentive Bayesian utility maximizer (i.e., simultaneously optimizing its utility and observation likelihood). The chapter discusses inverse stopping-time problems, focusing on reconstructing the continuation and stopping costs of a Bayesian agent operating over a random horizon. We then apply this IRL methodology to identify the presence of a Bayes-optimal sequential detector. Additionally, Chapter 2 provides a concise overview of discrete choice models, inverse Bayesian filtering, and inverse stochastic gradient algorithms for adaptive IRL. Finally, Chapter 3 introduces an adaptive IRL approach utilizing passive Langevin dynamics. This method aims to track time-varying utility functions given noisy and misspecified gradients. In essence, the adaptive IRL algorithms presented in Chapter 3 can be conceptualized as inverse stochastic gradient algorithms, as they learn the utility function in real-time while a stochastic gradient algorithm is in operation.

With the rapid development of artificial intelligence technology, the potential demonstrated by large language models in various complex tasks has garnered significant attention. The research conducted by Chen et al. (2023) [01] validates this through a series of economic decision-making experiments: when faced with economic tasks such as budget allocation and risk preference, GPT can exhibit a level of economic rationality comparable to or even exceeding that of average participants. This finding has sparked widespread discussion in academia and has also attracted considerable attention in the industry, as it suggests that large language models may not only excel in natural language communication but can also make decisions approximating human rationality in classical economic scenarios such as utility maximization (Kosinski, 2023 [09]; Rahwan et al., 2019 [13]). It is important to note that GPT--a large language model--is not the only AI solution for addressing complex decision-making. In fact, many expert systems based on large models also play critical roles in economic decision-making scenarios such as financial market forecasting, medical resource allocation, and industrial production planning (Lin et al., 2020 [10]). These systems are typically trained in depth for specific industries or disciplines; for instance, biotechnology expert agents focus on experimental safety, ethical compliance, and research prioritization, while economist agents often employ game theory or cost-benefit analysis to guide their decisions (Obermeyer et al., 2019 [12]; Chen et al., 2006 [05]). Intuitively, these specialized models seem more likely to outperform general models in terms of economic rationality and decision effectiveness. However, this paper tests within the experimental framework established by Chen et al. (2023) [01] whether the economic rationality of agents significantly enhanced in specialization can indeed exceed the high standards set by GPT when faced with the same or similar economic tasks.

Stochastic Network Optimization (SNO) concerns scheduling in stochastic queueing systems. It has been widely studied in network theory. Classical SNO algorithms require network conditions to be stationary with time, which fails to capture the non-stationary components in many real-world scenarios. Many existing algorithms also assume knowledge of network conditions before decision, which rules out applications where unpredictability presents. Motivated by these issues, we consider Adversarial Network Optimization (ANO) under bandit feedback. Specifically, we consider the task of *i)* maximizing some unknown and time-varying utility function associated to scheduler's actions, where *ii)* the underlying network is a non-stationary multi-hop one whose conditions change arbitrarily with time, and *iii)* only bandit feedback (effect of actually deployed actions) is revealed after decisions. Our proposed `UMO2` algorithm ensures network stability and also matches the utility maximization performance of any "mildly varying" reference policy up to a polynomially decaying gap. To our knowledge, no previous ANO algorithm handled multi-hop networks or achieved utility guarantees under bandit feedback, whereas ours can do both. Technically, our method builds upon a novel integration of online learning into Lyapunov analyses: To handle complex inter-dependencies among queues in multi-hop networks, we propose meticulous techniques to balance online learning and Lyapunov arguments. To tackle the learning obstacles due to potentially unbounded queue sizes, we design a new online linear optimization algorithm that automatically adapts to loss magnitudes. To maximize utility, we propose a bandit convex optimization algorithm with novel queue-dependent learning rate scheduling that suites drastically varying queue lengths. Our new insights in online learning can be of independent interest.

Auction-based federated learning (AFL) is an important emerging category of FL incentive mechanism design, due to its ability to fairly and efficiently motivate high-quality data owners to join data consumers' (i.e., servers') FL training tasks. To enhance the efficiency in AFL decision support for stakeholders (i.e., data consumers, data owners, and the auctioneer), intelligent agent-based techniques have emerged. However, due to the highly interdisciplinary nature of this field and the lack of a comprehensive survey providing an accessible perspective, it is a challenge for researchers to enter and contribute to this field. This paper bridges this important gap by providing a first-of-its-kind survey on the Intelligent Agents for AFL (IA-AFL) literature. We propose a unique multi-tiered taxonomy that organises existing IA-AFL works according to 1) the stakeholders served, 2) the auction mechanism adopted, and 3) the goals of the agents, to provide readers with a multi-perspective view into this field. In addition, we analyse the limitations of existing approaches, summarise the commonly adopted performance evaluation metrics, and discuss promising future directions leading towards effective and efficient stakeholder-oriented decision support in IA-AFL ecosystems.

Fair resource allocation is one of the most important topics in communication networks. Existing solutions almost exclusively assume each user utility function is known and concave. This paper seeks to answer the following question: how to allocate resources when utility functions are unknown, even to the users? This answer has become increasingly important in the next-generation AI-aware communication networks where the user utilities are complex and their closed-forms are hard to obtain. In this paper, we provide a new solution using a distributed and data-driven bilevel optimization approach, where the lower level is a distributed network utility maximization (NUM) algorithm with concave surrogate utility functions, and the upper level is a data-driven learning algorithm to find the best surrogate utility functions that maximize the sum of true network utility. The proposed algorithm learns from data samples (utility values or gradient values) to autotune the surrogate utility functions to maximize the true network utility, so works for unknown utility functions. For the general network, we establish the nonasymptotic convergence rate of the proposed algorithm with nonconcave utility functions. The simulations validate our theoretical results and demonstrate the great effectiveness of the proposed method in a real-world network.