Related papers: MoTiAC: Multi-Objective Actor-Critics for Real-Tim…
The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…
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…
Online advertising platforms use automated auctions to connect advertisers with potential customers, requiring effective bidding strategies to maximize profits. Accurate ad impact estimation requires considering three key factors: delayed…
For Internet platforms operating real-time bidding (RTB) advertising service, a comprehensive understanding of user lifetime value (LTV) plays a pivotal role in optimizing advertisement allocation efficiency and maximizing the return on…
In supply chain management, decision-making often involves balancing multiple conflicting objectives, such as cost reduction, service level improvement, and environmental sustainability. Traditional multi-objective optimization methods,…
Reward design has been one of the central challenges for real world reinforcement learning (RL) deployment, especially in settings with multiple objectives. Preference-based RL offers an appealing alternative by learning from human…
In online advertising, a set of potential advertisements can be ranked by a certain auction system where usually the top-1 advertisement would be selected and displayed at an advertising space. In this paper, we show a selection bias issue…
Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…
The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…
Real-time bidding (RTB) has become one of the largest online advertising markets in the world. Today the bid price per ad impression is typically decided by the expected value of how it can lead to a desired action event (e.g., registering…
There are two major ways of selling impressions in display advertising. They are either sold in spot through auction mechanisms or in advance via guaranteed contracts. The former has achieved a significant automation via real-time bidding…
Reinforcement learning has gathered much attention in recent years due to its rapid development and rich applications, especially on control systems and robotics. When tackling real-world applications with reinforcement learning method, the…
Optimal order execution is widely studied by industry practitioners and academic researchers because it determines the profitability of investment decisions and high-level trading strategies, particularly those involving large volumes of…
In this paper, we introduce the COmbinatorial Multi-Objective Multi-Armed Bandit (COMO-MAB) problem that captures the challenges of combinatorial and multi-objective online learning simultaneously. In this setting, the goal of the learner…
Multi-task reinforcement learning (MTRL) demonstrate potential for enhancing the generalization of a robot, enabling it to perform multiple tasks concurrently. However, the performance of MTRL may still be susceptible to conflicts between…
Trajectory Optimization (TO) and Reinforcement Learning (RL) offer complementary strengths for solving optimal control problems. TO efficiently computes locally optimal solutions but can struggle with non-convexity, while RL is more robust…
Conventional multi-agent path planners typically compute an ensemble of paths while optimizing a single objective, such as path length. However, many applications may require multiple objectives, say fuel consumption and completion time, to…
Training agents in multi-agent competitive games presents significant challenges due to their intricate nature. These challenges are exacerbated by dynamics influenced not only by the environment but also by opponents' strategies. Existing…
Model-based reinforcement learning (MBRL) and model-free reinforcement learning (MFRL) evolve along distinct paths but converge in the design of Dyna-Q [1]. However, modern RL methods still struggle with effective transferability across…
Restless multi-armed bandits (RMAB) have been widely used to model sequential decision making problems with constraints. The decision maker (DM) aims to maximize the expected total reward over an infinite horizon under an "instantaneous…