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In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

We study the problem of minimizing regret in multi-mode advertisement settings, where an influence provider allocates advertising resources such as social network seeds and billboard slots to multiple advertisers with specified influence…

Computer Science and Game Theory · Computer Science 2025-11-27 Dildar Ali , Suman Benerjee , Yamuna Prasad

Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…

Machine Learning · Computer Science 2025-09-10 Peng Zhao , Yan-Feng Xie , Lijun Zhang , Zhi-Hua Zhou

Recent studies pointed out some limitations about classic top-k queries and skyline queries. Ranking queries impose the user to provide a specific scoring function, which can lead to the exclusion of interesting results because of the…

Databases · Computer Science 2022-02-01 Vittorio Fabris

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

Policy Optimization (PO) is a widely used approach to address continuous control tasks. In this paper, we introduce the notion of mediator feedback that frames PO as an online learning problem over the policy space. The additional available…

Machine Learning · Computer Science 2020-12-16 Alberto Maria Metelli , Matteo Papini , Pierluca D'Oro , Marcello Restelli

In online convex optimization, the player aims to minimize regret, or the difference between her loss and that of the best fixed decision in hindsight over the entire repeated game. Algorithms that minimize (standard) regret may converge to…

Machine Learning · Computer Science 2023-02-14 Zhou Lu , Elad Hazan

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…

Machine Learning · Computer Science 2023-06-06 Tomáš Kocák , Alexandra Carpentier

For decision making under uncertainty, min-max regret has been established as a popular methodology to find robust solutions. In this approach, we compare the performance of our solution against the best possible performance had we known…

Optimization and Control · Mathematics 2021-11-25 Marc Goerigk , Michael Hartisch

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

In this work, we study sequential choice bandits with feedback. We propose bandit algorithms for a platform that personalizes users' experience to maximize its rewards. For each action directed to a given user, the platform is given a…

Machine Learning · Statistics 2021-01-06 Anshuka Rangi , Massimo Franceschetti , Long Tran-Thanh

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

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

Artificial Intelligence · Computer Science 2015-01-05 Kevin Waugh , Dustin Morrill , J. Andrew Bagnell , Michael Bowling

We study a centralized discrete-time dynamic two-way matching model with finitely many agent types. Agents arrive stochastically over time and join their type-dedicated queues waiting to be matched. We focus on availability-based policies…

Data Structures and Algorithms · Computer Science 2026-02-19 Süleyman Kerimov , Pengyu Qian , Mingwei Yang , Sophie H. Yu

In this paper we propose a new multiple criteria decision aiding method to deal with sorting problems in which alternatives are evaluated on criteria structured in a hierarchical way and presenting interactions. The underlying preference…

Optimization and Control · Mathematics 2020-03-11 Sally Giuseppe Arcidiacono , Salvatore Corrente , Salvatore Greco

The menu-dependent nature of regret-minimization creates subtleties when it is applied to dynamic decision problems. Firstly, it is not clear whether \emph{forgone opportunities} should be included in the \emph{menu}, with respect to which…

Artificial Intelligence · Computer Science 2015-06-19 Joseph Y. Halpern , Samantha Leung

We study the problem of dynamic regret minimization in online convex optimization, in which the objective is to minimize the difference between the cumulative loss of an algorithm and that of an arbitrary sequence of comparators. While the…

Machine Learning · Computer Science 2024-11-05 Andrew Jacobsen , Francesco Orabona

We present a study on a repeated delegated choice problem, which is the first to consider an online learning variant of Kleinberg and Kleinberg, EC'18. In this model, a principal interacts repeatedly with an agent who possesses an exogenous…

Computer Science and Game Theory · Computer Science 2024-02-15 MohammadTaghi Hajiaghayi , Mohammad Mahdavi , Keivan Rezaei , Suho Shin

In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…

Optimization and Control · Mathematics 2019-11-13 Yan Zhang , Robert J. Ravier , Michael M. Zavlanos , Vahid Tarokh

Recent advances, such as RegretNet, ALGnet, RegretFormer and CITransNet, use deep learning to approximate optimal multi item auctions by relaxing incentive compatibility (IC) and measuring its violation via ex post regret. However, the true…

Computer Science and Game Theory · Computer Science 2026-01-21 Shuyuan You , Zhiqiang Zhuang , Kewen Wang , Zhe Wang