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In delegation problems, a principal does not have the resources necessary to complete a particular task, so they delegate the task to an untrusted agent whose interests may differ from their own. Given any family of such problems and space…

Computer Science and Game Theory · Computer Science 2022-02-22 Curtis Bechtel , Shaddin Dughmi , Neel Patel

The restricted max-min fair allocation problem (also known as the restricted Santa Claus problem) is one of few problems that enjoys the intriguing status of having a better estimation algorithm than approximation algorithm. Indeed,…

Data Structures and Algorithms · Computer Science 2014-01-21 Lukas Polacek , Ola Svensson

We study the problem of computing maximin share guarantees, a recently introduced fairness notion. Given a set of $n$ agents and a set of goods, the maximin share of a single agent is the best that she can guarantee to herself, if she would…

Computer Science and Game Theory · Computer Science 2018-06-12 Georgios Amanatidis , Evangelos Markakis , Afshin Nikzad , Amin Saberi

Bayesian optimization is a technique for efficiently optimizing unknown functions in a black-box manner. To handle practical settings where gathering data requires use of finite resources, it is desirable to explicitly incorporate function…

Machine Learning · Computer Science 2025-01-17 Qian Xie , Raul Astudillo , Peter I. Frazier , Ziv Scully , Alexander Terenin

We study a natural competitive-information-design strategic variant for the celebrated Pandora's Box problem (Weitzman, 1979), where each box is associated with a strategic information sender who can design what information about the box's…

Computer Science and Game Theory · Computer Science 2025-02-25 Bolin Ding , Yiding Feng , Chien-Ju Ho , Wei Tang , Haifeng Xu

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on Policy Search algorithms, that compute an approximately optimal policy by following the standard Policy Iteration (PI)…

Artificial Intelligence · Computer Science 2013-06-04 Bruno Scherrer

We study Conditional Value-at-Risk (CVaR) variants of two canonical sequential decision problems: Pandora's box and the prophet inequality. For Pandora's box, the risk-aware problem retains an exact Weitzman-style index solution after a…

Computational Complexity · Computer Science 2026-05-20 Jingwei Ji

The well-known secretary problem in sequential analysis and optimal stopping theory asks one to maximize the probability of finding the optimal candidate in a sequentially examined list under the constraint that accept/reject decisions are…

Combinatorics · Mathematics 2021-07-13 Xujun Liu , Olgica Milenkovic

We study a natural application of contract design in the context of sequential exploration problems. In our principal-agent setting, a search task is delegated to an agent. The agent performs a sequential exploration of $n$ boxes, suffers…

Computer Science and Game Theory · Computer Science 2025-01-27 Martin Hoefer , Conrad Schecker , Kevin Schewior

Large language model (LLM) generation often requires balancing output quality against inference cost, especially when using multiple generations. We introduce a new framework for inference-time optimization based on the classical Pandora's…

Machine Learning · Computer Science 2025-10-03 Yusuf Kalayci , Vinod Raman , Shaddin Dughmi

In this paper, we present long-awaited algorithmic advances toward the efficient construction of near-optimal replenishment policies for a true inventory management classic, the economic warehouse lot scheduling problem. While this paradigm…

Data Structures and Algorithms · Computer Science 2026-01-23 Danny Segev

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…

Data Structures and Algorithms · Computer Science 2025-07-25 Shuchi Chawla , Dimitris Christou , Amit Harlev , Ziv Scully

A precondition for the deployment of a Reinforcement Learning agent to a real-world system is to provide guarantees on the learning process. While a learning algorithm will eventually converge to a good policy, there are no guarantees on…

Machine Learning · Statistics 2023-12-27 Paul Daoudi , Mathias Formoso , Othman Gaizi , Achraf Azize , Evrard Garcelon

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

This paper describes the structure of optimal policies for discounted periodic-review single-commodity total-cost inventory control problems with fixed ordering costs for finite and infinite horizons. There are known conditions in the…

Optimization and Control · Mathematics 2017-05-30 Eugene A. Feinberg , Yan Liang

This paper revisits the classic Pandora's box problem, studying a decision-maker (DM) who seeks to minimize her maximal ex-post regret. The DM decides how many options to explore and in what order, before choosing one or taking an outside…

Theoretical Economics · Economics 2025-12-25 Sarah Auster , Yeon-Koo Che

U.S. discrimination law can impose liability on firms that fail to adopt a less discriminatory alternative (LDA): a decision policy that achieves the same business objectives while reducing disparate impact on legally protected groups.…

Computers and Society · Computer Science 2026-05-21 Chris Hays , Ben Laufer , Solon Barocas , Manish Raghavan

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

We consider max-weighted matching with costs for learning the weights, modeled as a "Pandora's Box" on each endpoint of an edge. Each vertex has an initially-unknown value for being matched to a neighbor, and an algorithm must pay some cost…

Data Structures and Algorithms · Computer Science 2025-06-30 Robin Bowers , Bo Waggoner

We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…

Discrete Mathematics · Computer Science 2016-06-28 Ana Bušić , Sean Meyn