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We study revenue optimization learning algorithms for repeated second-price auctions with reserve where a seller interacts with multiple strategic bidders each of which holds a fixed private valuation for a good and seeks to maximize his…

Computer Science and Game Theory · Computer Science 2019-06-25 Alexey Drutsa

Firms increasingly delegate decisions to learning algorithms in platform markets. Standard algorithms perform well when platform policies are stationary, but firms often face ambiguity about whether policies are stationary or adapt…

Theoretical Economics · Economics 2026-02-11 Kyohei Okumura

We present a neural network for predicting purchasing intent in an Ecommerce setting. Our main contribution is to address the significant investment in feature engineering that is usually associated with state-of-the-art methods such as…

Machine Learning · Computer Science 2018-07-24 Humphrey Sheil , Omer Rana , Ronan Reilly

Estimating consumer preferences is central to many problems in economics and marketing. This paper develops a flexible framework for learning individual preferences from partial ranking information by interpreting observed rankings as…

Machine Learning · Statistics 2026-02-19 Yu-Chang Chen , Chen Chian Fuh , Shang En Tsai

We consider a practically motivated variant of the canonical online fair allocation problem: a decision-maker has a budget of perishable resources to allocate over a fixed number of rounds. Each round sees a random number of arrivals, and…

Optimization and Control · Mathematics 2026-04-03 Siddhartha Banerjee , Chamsi Hssaine , Sean R. Sinclair

We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attention spans, i.e., the maximum number of products they are…

Machine Learning · Computer Science 2025-11-11 Ningyuan Chen , Anran Li , Shuoguang Yang

When tracking user-specific online activities, each user's preference is revealed in the form of choices and comparisons. For example, a user's purchase history is a record of her choices, i.e. which item was chosen among a subset of…

Machine Learning · Statistics 2019-01-01 Sahand Negahban , Sewoong Oh , Kiran K. Thekumparampil , Jiaming Xu

From social networks to supply chains, more and more aspects of how humans, firms and organizations interact is mediated by artificial learning agents. As the influence of machine learning systems grows, it is paramount that we study how to…

Multiagent Systems · Computer Science 2022-11-02 Andrea Tacchetti , DJ Strouse , Marta Garnelo , Thore Graepel , Yoram Bachrach

In many online platforms, customers' decisions are substantially influenced by product rankings as most customers only examine a few top-ranked products. Concurrently, such platforms also use the same data corresponding to customers'…

Machine Learning · Computer Science 2020-09-14 Negin Golrezaei , Vahideh Manshadi , Jon Schneider , Shreyas Sekar

We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…

Machine Learning · Computer Science 2025-03-18 Yigit Efe Erginbas , Thomas A. Courtade , Kannan Ramchandran

We study a simple problem of allocating common-value goods. The designer seeks to allocate the goods to as many unit-demand agents as possible without monetary transfers, while agents, who possess partial private information about the…

Theoretical Economics · Economics 2026-04-22 Hiroto Sato , Ryo Shirakawa

In display advertising, a small group of sellers and bidders face each other in up to 10 12 auctions a day. In this context, revenue maximisation via monopoly price learning is a high-value problem for sellers. By nature, these auctions are…

Machine Learning · Computer Science 2020-10-21 Lorenzo Croissant , Marc Abeille , Clément Calauzènes

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

A reciprocal recommendation problem is one where the goal of learning is not just to predict a user's preference towards a passive item (e.g., a book), but to recommend the targeted user on one side another user from the other side such…

Machine Learning · Computer Science 2018-06-05 Fabio Vitale , Nikos Parotsidis , Claudio Gentile

We address online learning in complex auction settings, such as sponsored search auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner and observed only if the bidder wins an allocation. We leverage the…

Computer Science and Game Theory · Computer Science 2018-06-04 Zhe Feng , Chara Podimata , Vasilis Syrgkanis

AI systems increasingly support human decision-making. In many cases, despite the algorithm's superior performance, the final decision remains in human hands. For example, an AI may assist doctors in determining which diagnostic tests to…

Artificial Intelligence · Computer Science 2026-02-20 Gali Noti , Kate Donahue , Jon Kleinberg , Sigal Oren

We consider the problem of learning the preferences of a heterogeneous population by observing choices from an assortment of products, ads, or other offerings. Our observation model takes a form common in assortment planning applications:…

Machine Learning · Statistics 2016-06-09 Nathan Kallus , Madeleine Udell

We consider a dynamic system with multiple types of customers and servers. Each type of waiting customer or server joins a separate queue, forming a bipartite graph with customer-side queues and server-side queues. The platform can match…

Optimization and Control · Mathematics 2024-11-19 Zixian Yang , Lei Ying

In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…

Data Structures and Algorithms · Computer Science 2021-12-06 Spyros Angelopoulos , Shahin Kamali , Dehou Zhang

In repeated games, such as auctions, players rely on autonomous learning agents to choose their actions. We study settings in which players have their agents make monetary transfers to other agents during play at their own expense, in order…

Computer Science and Game Theory · Computer Science 2026-02-12 Yoav Kolumbus , Joe Halpern , Éva Tardos