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This paper shows that in suitable markets, even with out-of-equilibrium trade allowed, a simple price update rule leads to rapid convergence toward the equilibrium. In particular, this paper considers a Fisher market repeated over an…

Computer Science and Game Theory · Computer Science 2010-12-13 Richard Cole , Lisa Fleischer , Ashish Rastogi

The main challenge for adaptive regulation of linear-quadratic systems is the trade-off between identification and control. An adaptive policy needs to address both the estimation of unknown dynamics parameters (exploration), as well as the…

Systems and Control · Computer Science 2019-04-01 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Existing methods for optimal control struggle to deal with the complexity commonly encountered in real-world systems, including dimensionality, process error, model bias and data heterogeneity. Instead of tackling these system complexities…

Machine Learning · Computer Science 2024-03-05 Felipe Montealegre-Mora , Marcus Lapeyrolerie , Melissa Chapman , Abigail G. Keller , Carl Boettiger

Nowadays, artificial intelligence algorithms are used for targeted and personalized content distribution in the large scale as part of the intense competition for attention in the digital media environment. Unfortunately, targeted…

Social and Information Networks · Computer Science 2018-12-05 Sina Mohseni , Eric Ragan

This paper addresses the problem of integrating local guide policies into a Reinforcement Learning agent. For this, we show how to adapt existing algorithms to this setting before introducing a novel algorithm based on a noisy…

Machine Learning · Computer Science 2024-07-16 Paul Daoudi , Bogdan Robu , Christophe Prieur , Ludovic Dos Santos , Merwan Barlier

Unseen shifts in environment dynamics, driven by hidden parameters such as friction or gravity, create a challenge for maintaining safety. We address this challenge by proposing Adaptive Shielding, a framework for safe reinforcement…

Machine Learning · Computer Science 2026-02-03 Minjae Kwon , Tyler Ingebrand , Ufuk Topcu , Lu Feng

In recent years, real-world external controls have grown in popularity as a tool to empower randomized placebo-controlled trials, particularly in rare diseases or cases where balanced randomization is unethical or impractical. However, as…

Methodology · Statistics 2024-11-14 Chenyin Gao , Shu Yang , Mingyang Shan , Wenyu Ye , Ilya Lipkovich , Douglas Faries

Informationization is a prevailing trend in today's world. The increasing demand for information in decision-making processes poses significant challenges for investigation activities, particularly in terms of effectively allocating limited…

Neural and Evolutionary Computing · Computer Science 2023-10-23 Qian Huang , Weiwen Qian , Chang Li , Xuan Ding

Web tracking is a pervasive and opaque practice that enables personalized advertising, retargeting, and conversion tracking. Over time, it has evolved into a sophisticated and invasive ecosystem, employing increasingly complex techniques to…

Recent advancements in off-policy Reinforcement Learning (RL) have significantly improved sample efficiency, primarily due to the incorporation of various forms of regularization that enable more gradient update steps than traditional…

Machine Learning · Computer Science 2024-06-21 Michal Nauman , Michał Bortkiewicz , Piotr Miłoś , Tomasz Trzciński , Mateusz Ostaszewski , Marek Cygan

Fisher markets are those where buyers with budgets compete for scarce items, a natural model for many real world markets including online advertising. A market equilibrium is a set of prices and allocations of items such that supply meets…

Computer Science and Game Theory · Computer Science 2023-03-14 Alexander Peysakhovich , Christian Kroer , Nicolas Usunier

Regulatory compliance is an organization's adherence to laws, regulations, guidelines and specifications relevant to its business. Compliance officers responsible for maintaining adherence constantly struggle to keep up with the large…

Machine Learning · Computer Science 2019-08-21 Srikanth G Tamilselvam , Ankush Gupta , Arvind Agarwal

In the context of using norms for controlling multi-agent systems, a vitally important question that has not yet been addressed in the literature is the development of mechanisms for monitoring norm compliance under partial action…

Multiagent Systems · Computer Science 2016-04-22 Natalia Criado , Jose M. Such

We study dynamic matching in an infinite-horizon stochastic market. While all agents are potentially compatible with each other, some are hard-to-match and others are easy-to-match. Agents prefer to be matched as soon as possible and…

Data Structures and Algorithms · Computer Science 2017-11-09 Itai Ashlagi , Maximillien Burq , Patrick Jaillet , Vahideh Manshadi

In today's business landscape, organizations need to find the right balance between using their customers' data ethically to power AI solutions and being compliant regarding data privacy and data usage regulations. In this paper, we discuss…

Computers and Society · Computer Science 2025-03-18 Aditi Godbole

To enhance the cross-target and cross-scene generalization of target-driven visual navigation based on deep reinforcement learning (RL), we introduce an information-theoretic regularization term into the RL objective. The regularization…

Robotics · Computer Science 2022-05-10 Qiaoyun Wu , Kai Xu , Jun Wang , Mingliang Xu , Xiaoxi Gong , Dinesh Manocha

Causally identifying the effect of digital advertising is challenging, because experimentation is expensive, and observational data lacks random variation. This paper identifies a pervasive source of naturally occurring, quasi-experimental…

Econometrics · Economics 2022-02-18 George Gui , Harikesh Nair , Fengshi Niu

We consider learning a trading agent acting on behalf of the treasury of a firm earning revenue in a foreign currency (FC) and incurring expenses in the home currency (HC). The goal of the agent is to maximize the expected HC at the end of…

Machine Learning · Computer Science 2022-02-28 Diksha Garg , Pankaj Malhotra , Anil Bhatia , Sanjay Bhat , Lovekesh Vig , Gautam Shroff

In fishery science, harvest management of size-structured stochastic populations is a long-standing and difficult problem. Rectilinear precautionary policies based on biomass and harvesting reference points have now become a standard…

Populations and Evolution · Quantitative Biology 2025-08-15 Felipe Montealegre-Mora , Carl Boettiger , Carl J. Walters , Christopher L. Cahill

We report on a series of experiments in which we study the coevolutionary "arms-race" dynamics among groups of agents that engage in adaptive automated trading in an accurate model of contemporary financial markets. At any one time, every…

Computational Engineering, Finance, and Science · Computer Science 2021-09-23 Nik Alexandrov , Dave Cliff , Charlie Figuero
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