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Related papers: Sequential Selection of Correlated Ads by POMDPs

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Evaluating the return on ad spend (ROAS), the causal effect of advertising on sales, is critical to advertisers for understanding the performance of their existing marketing strategy as well as how to improve and optimize it. Media Mix…

Applications · Statistics 2018-07-10 Aiyou Chen , David Chan , Mike Perry , Yuxue Jin , Yunting Sun , Yueqing Wang , Jim Koehler

Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…

Machine Learning · Computer Science 2022-02-09 Yonathan Efroni , Chi Jin , Akshay Krishnamurthy , Sobhan Miryoosefi

Online advertising has motivated interest in online selection problems. Displaying ads to the right users benefits both the platform (e.g., via pay-per-click) and the advertisers (by increasing their reach). In practice, not all users click…

Computer Science and Game Theory · Computer Science 2024-08-16 Sebastian Perez-Salazar , Mohit Singh , Alejandro Toriello

We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…

Optimization and Control · Mathematics 2017-09-12 Xiaohan Wei , Hao Yu , Michael J. Neely

We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…

Artificial Intelligence · Computer Science 2014-11-17 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

Currently, large partially observable Markov decision processes (POMDPs) are often solved by sampling-based online methods which interleave planning and execution phases. However, a pre-computed offline policy is more desirable in POMDP…

Artificial Intelligence · Computer Science 2025-07-29 Yang You , Vincent Thomas , Alex Schutz , Robert Skilton , Nick Hawes , Olivier Buffet

Internet search companies sell advertisement slots based on users' search queries via an auction. Advertisers have to determine how to place bids on the keywords of their interest in order to maximize their return for a given budget: this…

Data Structures and Algorithms · Computer Science 2007-09-24 S. Muthukrishnan , Martin Pal , Zoya Svitkina

Many medical decision-making tasks can be framed as partially observed Markov decision processes (POMDPs). However, prevailing two-stage approaches that first learn a POMDP and then solve it often fail because the model that best fits the…

Machine Learning · Statistics 2020-04-01 Joseph Futoma , Michael C. Hughes , Finale Doshi-Velez

The Partially Observable Markov Decision Process has long been recognized as a rich framework for real-world planning and control problems, especially in robotics. However exact solutions in this framework are typically computationally…

Artificial Intelligence · Computer Science 2011-10-05 J. Pineau , G. Gordon , S. Thrun

Partially Observable Markov Decision Processes (POMDPs) are a powerful framework for planning under uncertainty. They allow to model state uncertainty as a belief probability distribution. Approximate solvers based on Monte Carlo sampling…

Artificial Intelligence · Computer Science 2024-03-01 Daniele Meli , Alberto Castellini , Alessandro Farinelli

Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies…

Artificial Intelligence · Computer Science 2018-05-01 Krishnendu Chatterjee , Adrián Elgyütt , Petr Novotný , Owen Rouillé

We consider the "Offline Ad Slot Scheduling" problem, where advertisers must be scheduled to "sponsored search" slots during a given period of time. Advertisers specify a budget constraint, as well as a maximum cost per click, and may not…

Computer Science and Game Theory · Computer Science 2008-01-21 Jon Feldman , S. Muthukrishnan , Evdokia Nikolova , Martin Pal

Partially observable Markov decision processes (POMDPs) are a central model for uncertainty in sequential decision making. The most basic objective is the reachability objective, where a target set must be eventually visited, and the more…

Computational Complexity · Computer Science 2025-12-09 Ali Asadi , Krishnendu Chatterjee , David Lurie , Raimundo Saona

Online planning for partially observable Markov decision processes (POMDPs) provides efficient techniques for robot decision-making under uncertainty. However, existing methods fall short of preventing safety violations in dynamic…

Robotics · Computer Science 2024-09-10 Shili Sheng , Pian Yu , David Parker , Marta Kwiatkowska , Lu Feng

Partially observable Markov decision processes (POMDPs) are a natural model for planning problems where effects of actions are nondeterministic and the state of the world is not completely observable. It is difficult to solve POMDPs…

Artificial Intelligence · Computer Science 2009-09-25 N. L. Zhang , W. Liu

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

Partially Observable Markov Decision Processes (POMDPs) model decision making under uncertainty. While there are many approaches to approximately solving POMDPs, we aim to address the problem of learning such models. In particular, we are…

Artificial Intelligence · Computer Science 2025-05-13 Aidan Curtis , Hao Tang , Thiago Veloso , Kevin Ellis , Joshua Tenenbaum , Tomás Lozano-Pérez , Leslie Pack Kaelbling

Evaluating the incremental return on ad spend (iROAS) of a prospective online marketing strategy (i.e., the ratio of the strategy's causal effect on some response metric of interest relative to its causal effect on the ad spend) has become…

Methodology · Statistics 2021-12-08 Aiyou Chen , Timothy C. Au

In centralized multi-agent systems, often modeled as multi-agent partially observable Markov decision processes (MPOMDPs), the action and observation spaces grow exponentially with the number of agents, making the value and belief…

Artificial Intelligence · Computer Science 2024-02-26 Maris F. L. Galesloot , Thiago D. Simão , Sebastian Junges , Nils Jansen

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker
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