Fairness in Multi-Agent Sequential Decision-Making

We define a fairness solution criterion for multi-agent decision-making problems, where agents have local interests. This new criterion aims to maximize the worst performance of agents with consideration on the overall performance. We develop a simple linear programming approach and a more scalable...

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Main Authors: Zhang, Chongjie, Shah, Julie A
Other Authors: Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
Format: Article
Language:en_US
Published: Neural Information Processing Systems Foundation Inc. 2017
Online Access:http://hdl.handle.net/1721.1/109304
https://orcid.org/0000-0001-5545-1691
https://orcid.org/0000-0003-1338-8107
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author Zhang, Chongjie
Shah, Julie A
author2 Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
author_facet Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
Zhang, Chongjie
Shah, Julie A
author_sort Zhang, Chongjie
collection MIT
description We define a fairness solution criterion for multi-agent decision-making problems, where agents have local interests. This new criterion aims to maximize the worst performance of agents with consideration on the overall performance. We develop a simple linear programming approach and a more scalable game-theoretic approach for computing an optimal fairness policy. This game-theoretic approach formulates this fairness optimization as a two-player, zero-sum game and employs an iterative algorithm for finding a Nash equilibrium, corresponding to an optimal fairness policy. We scale up this approach by exploiting problem structure and value function approximation. Our experiments on resource allocation problems show that this fairness criterion provides a more favorable solution than the utilitarian criterion, and that our game-theoretic approach is significantly faster than linear programming.
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spelling mit-1721.1/1093042022-09-30T01:30:03Z Fairness in Multi-Agent Sequential Decision-Making Zhang, Chongjie Shah, Julie A Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory Zhang, Chongjie Shah, Julie A We define a fairness solution criterion for multi-agent decision-making problems, where agents have local interests. This new criterion aims to maximize the worst performance of agents with consideration on the overall performance. We develop a simple linear programming approach and a more scalable game-theoretic approach for computing an optimal fairness policy. This game-theoretic approach formulates this fairness optimization as a two-player, zero-sum game and employs an iterative algorithm for finding a Nash equilibrium, corresponding to an optimal fairness policy. We scale up this approach by exploiting problem structure and value function approximation. Our experiments on resource allocation problems show that this fairness criterion provides a more favorable solution than the utilitarian criterion, and that our game-theoretic approach is significantly faster than linear programming. 2017-05-24T13:21:03Z 2017-05-24T13:21:03Z 2014-12 2014-12 Article http://purl.org/eprint/type/ConferencePaper http://hdl.handle.net/1721.1/109304 Zhang, Chongjie and Shah, Julie A. "Fairness in Multi-Agent Sequential Decision-Making." Advances in Neural Information Processing Systems 27 (NIPS 2014), December 8-13 2014 Palais des Congrès de Montréal, Montréal, Canada, Neural Information Processing Systems Foundation Inc., December 2014 © 2014 Neural Information Processing Systems Foundation Inc. https://orcid.org/0000-0001-5545-1691 https://orcid.org/0000-0003-1338-8107 en_US https://papers.nips.cc/paper/5588-fairness-in-multi-agent-sequential-decision-making Advances in Neural Information Processing Systems 27 (NIPS 2014) Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. application/pdf Neural Information Processing Systems Foundation Inc. NIPS
spellingShingle Zhang, Chongjie
Shah, Julie A
Fairness in Multi-Agent Sequential Decision-Making
title Fairness in Multi-Agent Sequential Decision-Making
title_full Fairness in Multi-Agent Sequential Decision-Making
title_fullStr Fairness in Multi-Agent Sequential Decision-Making
title_full_unstemmed Fairness in Multi-Agent Sequential Decision-Making
title_short Fairness in Multi-Agent Sequential Decision-Making
title_sort fairness in multi agent sequential decision making
url http://hdl.handle.net/1721.1/109304
https://orcid.org/0000-0001-5545-1691
https://orcid.org/0000-0003-1338-8107
work_keys_str_mv AT zhangchongjie fairnessinmultiagentsequentialdecisionmaking
AT shahjuliea fairnessinmultiagentsequentialdecisionmaking