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Feimin Zhong

Publications and source records attributed to Feimin Zhong.

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Multi-level Value Alignment in Agentic AI Systems: Survey and Perspectives

The ongoing evolution of AI paradigms has propelled AI research into the agentic AI stage. Consequently, the focus of research has shifted from single agents and simple applications towards multi-agent autonomous decision-making and task collaboration in complex environments. As Large Language Models (LLMs) advance, their applications become more diverse and complex, leading to increasing situational and systemic risks. This has brought significant attention to value alignment for agentic AI systems, which aims to ensure that an agent's goals, preferences, and behaviors align with human values and societal norms. Addressing socio-governance demands through a Multi-level Value framework, this study comprehensively reviews value alignment in LLM-based multi-agent systems as the representative archetype of agentic AI systems. Our survey systematically examines three interconnected dimensions: First, value principles are structured via a top-down hierarchy across macro, meso, and micro levels. Second, application scenarios are categorized along a general-to-specific continuum explicitly mirroring these value tiers. Third, value alignment methods and evaluation are mapped to this tiered framework through systematic examination of benchmarking datasets and relevant methodologies. Additionally, we delve into value coordination among multiple agents within agentic AI systems. Finally, we propose several potential research directions in this field.

cs.AI

A hybrid stochastic differential reinsurance and investment game with bounded memory

This paper investigates a hybrid stochastic differential reinsurance and investment game between one reinsurer and two insurers, including a stochastic Stackelberg differential subgame and a non-zero-sum stochastic differential subgame. The reinsurer, as the leader of the Stackelberg game, can price reinsurance premium and invest its wealth in a financial market that contains a risk-free asset and a risky asset. The two insurers, as the followers of the Stackelberg game, can purchase proportional reinsurance from the reinsurer and invest in the same financial market. The competitive relationship between two insurers is modeled by the non-zero-sum game, and their decision making will consider the relative performance measured by the difference in their terminal wealth. We consider wealth processes with delay to characterize the bounded memory feature. This paper aims to find the equilibrium strategy for the reinsurer and insurers by maximizing the expected utility of the reinsurer's terminal wealth with delay and maximizing the expected utility of the combination of insurers' terminal wealth and the relative performance with delay. By using the idea of backward induction and the dynamic programming approach, we derive the equilibrium strategy and value functions explicitly. Then, we provide the corresponding verification theorem. Finally, some numerical examples and sensitivity analysis are presented to demonstrate the effects of model parameters on the equilibrium strategy. We find the delay factor discourages or stimulates investment depending on the length of delay. Moreover, competitive factors between two insurers make their optimal reinsurance-investment strategy interact, and reduce reinsurance demand and reinsurance premium price.

q-fin.MF