Related papers: Multi-Item Mechanisms without Item-Independence: L…
We show that computing the revenue-optimal deterministic auction in unit-demand single-buyer Bayesian settings, i.e. the optimal item-pricing, is computationally hard even in single-item settings where the buyer's value distribution is a…
In this paper, we introduce a Bayesian revenue-maximizing mechanism design model where the items have fixed, exogenously-given prices. Buyers are unit-demand and have an ordinal ranking over purchasing either one of these items at its given…
In the design and analysis of revenue-maximizing auctions, auction performance is typically measured with respect to a prior distribution over inputs. The most obvious source for such a distribution is past data. The goal is to understand…
We introduce robust learning equilibrium. The idea of learning equilibrium is that learning algorithms in multi-agent systems should themselves be in equilibrium rather than only lead to equilibrium. That is, learning equilibrium is immune…
We study notions of robustness of Markov kernels and probability distribution of a system that is described by $n$ input random variables and one output random variable. Markov kernels can be expanded in a series of potentials that allow to…
We study multi-item profit maximization when there is an underlying distribution over buyers' values. In practice, a full description of the distribution is typically unavailable, so we study the setting where the mechanism designer only…
We investigate the problem of learning Bayesian networks in a robust model where an $\epsilon$-fraction of the samples are adversarially corrupted. In this work, we study the fully observable discrete case where the structure of the network…
We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual…
Multi-item revenue-optimal mechanisms are known to be extremely complex, often offering buyers randomized lotteries of goods. In the standard buy-one model, it is known that optimal mechanisms can yield revenue infinitely higher than that…
Consider a seller with m heterogeneous items for sale to a single additive buyer whose values for the items are arbitrarily correlated. It was previously shown that, in such settings, distributions exist for which the seller's optimal…
The design of revenue-maximizing combinatorial auctions, i.e. multi-item auctions over bundles of goods, is one of the most fundamental problems in computational economics, unsolved even for two bidders and two items for sale. In the…
We study the mechanism design problem of selling $k$ items to unit-demand buyers with private valuations for the items. A buyer either participates directly in the auction or is represented by an intermediary, who represents a subset of…
This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…
Multi-item mechanisms can be very complex offering many different bundles to the buyer that could even be randomized. Such complexity is thought to be necessary as the revenue gaps between randomized and deterministic mechanisms, or…
Parameter estimation in Markov random fields (MRFs) is a difficult task, in which inference over the network is run in the inner loop of a gradient descent procedure. Replacing exact inference with approximate methods such as loopy belief…
We develop a novel framework for costly information acquisition in which a decision-maker learns about an unobserved state by choosing a signal distribution, with the cost of information determined by the distribution of noise in the…
In this research, we study the problem that a collector acquires items from the owner based on the item qualities the owner declares and an independent appraiser's assessments. The owner is interested in maximizing the probability that the…
We study the problem of a buyer (aka auctioneer) who gains stochastic rewards by procuring multiple units of a service or item from a pool of heterogeneous strategic agents. The reward obtained for a single unit from an allocated agent…
Traditionally, the Bayesian optimal auction design problem has been considered either when the bidder values are i.i.d., or when each bidder is individually identifiable via her value distribution. The latter is a reasonable approach when…
We present a general framework for proving polynomial sample complexity bounds for the problem of learning from samples the best auction in a class of "simple" auctions. Our framework captures all of the most prominent examples of "simple"…