Ad exchanges are widely used in platforms for online display advertising. Autonomous agents operating in these exchanges must learn policies for interacting profitably with a diverse, continually changing, but unknown market. We consider this problem from the perspective of a publisher, strategically interacting with an advertiser through a posted price mechanism. The learning problem for this agent is made difficult by the fact that information is censored, i.e., the publisher knows if an impression is sold but no other quantitative information. We address this problem using the Harsanyi-Bellman Ad Hoc Coordination (HBA) algorithm [1, 3], which conceptualises this interaction in terms of a Stochastic Bayesian Game and arrives at optimal actions by best responding with respect to probabilistic beliefs maintained over a candidate set of opponent behaviour profiles. We adapt and apply HBA to the censored information setting of ad exchanges. Also, addressing the case of stochastic opponents, we devise a strategy based on a Kaplan-Meier estimator for opponent modelling. We evaluate the proposed method using simulations wherein we show that HBA-KM achieves substantially better competitive ratio and lower variance of return than baselines, including a Q-learning agent and a UCB-based online learning agent, and comparable to the offline optimal algorithm.
As autonomous agents proliferate in the real world, both in software and robotic settings, they will increasingly need to band together for cooperative activities with previously unfamiliar teammates. In such ad hoc team settings, team strategies cannot be developed a priori. Rather, an agent must be prepared to cooperate with many types of teammates: it must collaborate without pre-coordination. This paper challenges the AI community to develop theory and to implement prototypes of ad hoc team agents. It defines the concept of ad hoc team agents, specifies an evaluation paradigm, and provides examples of possible theoretical and empirical approaches to challenge. The goal is to encourage progress towards this ambitious, newly realistic, and increasingly important research goal. The concept of creating autonomous agents capable of exhibiting ad hoc teamwork was recently introduced as a challenge to the AI, and specifically to the multiagent systems community. An agent capable of ad hoc teamwork is one that can effectively cooperate with multiple potential teammates on a set of collaborative tasks. Previous research has investigated theoretically optimal ad hoc teamwork strategies in restrictive settings. This paper presents the first empirical study of ad hoc teamwork in a more open, complex teamwork domain. Specifically, we evaluate a range of effective algorithms for on-line behavior generation on the part of a single ad hoc team agent that must collaborate with a range of possible teammates in the pursuit domain. The ad hoc coordination problem is to design an autonomous agent which is able to achieve optimal flexibility and efficiency in a multiagent system with no mechanisms for prior coordination. We conceptualise this problem formally using a game-theoretic model, called the stochastic Bayesian game, in which the behaviour of a player is determined by its private information, or type. Based on this model, we derive a solution, called Harsanyi-Bellman Ad Hoc Coordination (HBA), which utilises the concept of Bayesian Nash equilibrium in a planning procedure to find optimal actions in the sense of Bellman optimal control. We evaluate HBA in a multiagent logistics domain called level-based foraging, showing that it achieves higher flexibility and efficiency than several alternative algorithms. We also report on a human-machine experiment at a public science exhibition in which the human participants played repeated Prisoner's Dilemma and Rock-Paper-Scissors against HBA and alternative algorithms, showing that HBA achieves equal efficiency and a significantly higher welfare and winning rate.