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Title: Efficient Algorithms for Planning with Participation Constraints
We consider the problem of planning with participation constraints introduced in [24]. In this problem, a principal chooses actions in a Markov decision process, resulting in separate utilities for the principal and the agent. However, the agent can and will choose to end the process whenever his expected onward utility becomes negative. The principal seeks to compute and commit to a policy that maximizes her expected utility, under the constraint that the agent should always want to continue participating. We provide the first polynomial-time exact algorithm for this problem for finite-horizon settings, where previously only an additive ε-approximation algorithm was known. Our approach can also be extended to the (discounted) infinite-horizon case, for which we give an algorithm that runs in time polynomial in the size of the input and log(1/ε), and returns a policy that is optimal up to an additive error of ε.  more » « less
Award ID(s):
2307106 2122628 1814056
NSF-PAR ID:
10387293
Author(s) / Creator(s):
; ;
Editor(s):
Pennock, David M.; Segal, Ilya; Seuken, Sven
Publisher / Repository:
ACM
Date Published:
Journal Name:
Proceedings of the 23rd ACM Conference on Economics and Computation
Page Range / eLocation ID:
1121 to 1140
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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