arXiv subjects

Ludovico Crippa

Publications and source records attributed to Ludovico Crippa.

3 recordsLinked to original sources

arXiv2025

Equilibria under Dynamic Benchmark Consistency in Non-Stationary Multi-Agent Systems

We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents and platform designers optimize algorithmic decision-making in dynamic competitive settings. In these systems, no-regret algorithms that provide guarantees relative to \emph{static} benchmarks can perform poorly and the distributions of play that emerge from their interaction do not correspond anymore to static solution concepts such as coarse correlated equilibria. Instead, we analyze the interaction of \textit{dynamic benchmark} consistent policies that have performance guarantees relative to \emph{dynamic} sequences of actions, and through a novel \textit{tracking error} notion we delineate when their empirical joint distribution of play can approximate an evolving sequence of static equilibria. In systems that change sufficiently slowly (sub-linearly in the horizon length), we show that the resulting distributions of play approximate the sequence of coarse correlated equilibria, and apply this result to establish improved welfare bounds for smooth games. On a similar vein, we formulate internal dynamic benchmark consistent policies and establish that they approximate sequences of correlated equilibria. Our findings therefore suggest that in a broad range of multi-agent systems where non-stationarity is prevalent, algorithms designed to compete with dynamic benchmarks can improve both individual and welfare guarantees, and their emerging dynamics approximate a sequence of static equilibrium outcomes.

cs.GT↗

arXiv2025

Equilibria in Repeated Games under No-Regret with Dynamic Benchmarks

In repeated games, strategies are often evaluated by their ability to guarantee the performance of the single best action that is selected in hindsight, a property referred to as \emph{Hannan consistency}, or \emph{no-regret}. However, the effectiveness of the single best action as a yardstick to evaluate strategies is limited, as any static action may perform poorly in common dynamic settings. Our work therefore turns to a more ambitious notion of \emph{dynamic benchmark consistency}, which guarantees the performance of the best \emph{dynamic} sequence of actions, selected in hindsight subject to a constraint on the allowable number of action changes. Our main result establishes that for any joint empirical distribution of play that may arise when all players deploy no-regret strategies, there exist dynamic benchmark consistent strategies such that if all players deploy these strategies the same empirical distribution emerges when the horizon is large enough. This result demonstrates that although dynamic benchmark consistent strategies have a different algorithmic structure and provide significantly enhanced individual assurances, they lead to the same equilibrium set as no-regret strategies. Moreover, the proof of our main result uncovers the capacity of independent algorithms with strong individual guarantees to foster a strong form of coordination.

cs.GT↗

arXiv2024

On the Weighted Top-Difference Distance: Axioms, Aggregation, and Approximation

We study a family of distance functions on rankings that allow for asymmetric treatments of alternatives and consider the distinct relevance of the top and bottom positions for ordered lists. We provide a full axiomatic characterization of our distance. In doing so, we retrieve new characterizations of existing axioms and show how to effectively weaken them for our purposes. This analysis highlights the generality of our distance as it embeds many (semi)metrics previously proposed in the literature. Subsequently, we show that, notwithstanding its level of generality, our distance is still readily applicable. We apply it to preference aggregation, studying the features of the associated median voting rule. It is shown how the derived preference function satisfies many desirable features in the context of voting rules, ranging from fairness to majority and Pareto-related properties. We show how to compute consensus rankings exactly, and provide generalized Diaconis-Graham inequalities that can be leveraged to obtain approximation algorithms. Finally, we propose some truncation ideas for our distances inspired by Lu and Boutilier (2010). These can be leveraged to devise a Polynomial-Time-Approximation Scheme for the corresponding rank aggregation problem.

cs.GT↗