Related papers: Statistical Decision Making for Optimal Budget All…

We consider effort allocation in crowdsourcing, where we wish to assign labeling tasks to imperfect homogeneous crowd workers to maximize overall accuracy in a continuous-time Bayesian setting, subject to budget and time constraints. The…

This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…

The cost of labeling data often limits the performance of machine learning systems. In multi-task learning, related tasks provide information to each other and improve overall performance, but the label cost can vary among tasks. How should…

Sequential incentive marketing is an important approach for online businesses to acquire customers, increase loyalty and boost sales. How to effectively allocate the incentives so as to maximize the return (e.g., business objectives) under…

Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute actions in stochastic environments, modeled as Markov decision…

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Rank aggregation based on pairwise comparisons over a set of items has a wide range of applications. Although considerable research has been devoted to the development of rank aggregation algorithms, one basic question is how to efficiently…

We consider the problem of optimal budget allocation for crowdsourcing problems, allocating users to tasks to maximize our final confidence in the crowdsourced answers. Such an optimized worker assignment method allows us to boost the…

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…

Due to concerns about human error in crowdsourcing, it is standard practice to collect labels for the same data point from multiple internet workers. We here show that the resulting budget can be used more effectively with a flexible worker…

In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

In most common settings of Markov Decision Process (MDP), an agent evaluate a policy based on expectation of (discounted) sum of rewards. However in many applications this criterion might not be suitable from two perspective: first, in risk…

We consider the problem of cost-optimal utilization of a crowdsourcing platform for binary, unsupervised classification of a collection of items, given a prescribed error threshold. Workers on the crowdsourcing platform are assumed to be…

Crowdsourcing has been successfully employed in the past as an effective and cheap way to execute classification tasks and has therefore attracted the attention of the research community. However, we still lack a theoretical understanding…