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Most modern systems strive to learn from interactions with users, and many engage in exploration: making potentially suboptimal choices for the sake of acquiring new information. We initiate a study of the interplay between exploration and…

Computer Science and Game Theory · Computer Science 2017-11-21 Yishay Mansour , Aleksandrs Slivkins , Zhiwei Steven Wu

We introduce a model for a market based economic system of cyber-risk valuation to correct fundamental problems of incentives within the information technology and information processing industries. We assess the makeup of the current day…

Cryptography and Security · Computer Science 2016-05-02 Timothy J. O'Shea , Adam Mondl , T. Charles. Clancy

We study the problem of pure exploration in matching markets under uncertain preferences, where the goal is to identify a stable matching with confidence parameter $\delta$ and minimal sample complexity. Agents learn preferences via…

Computer Science and Game Theory · Computer Science 2025-09-19 Tejas Pagare , Agniv Bandyopadhyay , Sandeep Juneja

As cryptocurrency evolved, new financial instruments, such as lending and borrowing protocols, currency exchanges, fungible and non-fungible tokens (NFT), staking and mining protocols have emerged. A financial ecosystem built on top of a…

Trading and Market Microstructure · Quantitative Finance 2023-10-12 Priyanka Bose , Dipanjan Das , Fabio Gritti , Nicola Ruaro , Christopher Kruegel , Giovanni Vigna

We study two-sided matching markets in which one side of the market (the players) does not have a priori knowledge about its preferences for the other side (the arms) and is required to learn its preferences from experience. Also, we assume…

Machine Learning · Computer Science 2021-06-23 Lydia T. Liu , Feng Ruan , Horia Mania , Michael I. Jordan

Daily deals platforms such as Amazon Local, Google Offers, GroupOn, and LivingSocial have provided a new channel for merchants to directly market to consumers. In order to maximize consumer acquisition and retention, these platforms would…

Computer Science and Game Theory · Computer Science 2013-10-03 Yang Cai , Mohammad Mahdian , Aranyak Mehta , Bo Waggoner

We propose a novel definition of model exploitation in reinforcement learning. Informally, a world model is exploitable if it implies that one policy should be strictly preferred over another while the environment's true transition model…

Artificial Intelligence · Computer Science 2026-05-19 Logan Mondal Bhamidipaty , Esmeralda S. Whitammer , David Abel , Mykel J. Kochenderfer , Subramanian Ramamoorthy

Browsing privacy solutions face an uphill battle to deployment. Many operate counter to the economic objectives of popular online services (e.g., by completely blocking ads) and do not provide enough incentive for users who may be subject…

Networking and Internet Architecture · Computer Science 2018-10-05 Arash Molavi Kakhki , Vijay Erramilli , Phillipa Gill , Augustin Chaintreau , Balachander Krishnamurthy

Identifying the software weaknesses exploited by attacks supports efforts to reduce developer introduction of vulnerabilities and to guide security code review efforts. A weakness is a bug or fault type that can be exploited through an…

Cryptography and Security · Computer Science 2024-05-03 Peter Mell , Irena Bojanova , Carlos Galhardo

The existing literature on optimal auctions focuses on optimizing the expected revenue of the seller, and is appropriate for risk-neutral sellers. In this paper, we identify good mechanisms for risk-averse sellers. As is standard in the…

Computer Science and Game Theory · Computer Science 2010-04-02 Mukund Sundararajan , Qiqi Yan

This paper studies optimal market making for large-tick assets in the presence of latency. We consider a random walk model for the asset price, and formulate the market maker's optimization problem using Markov Decision Processes (MDP). We…

Trading and Market Microstructure · Quantitative Finance 2020-03-18 Xuefeng Gao , Yunhan Wang

This paper studies a system security problem in the context of observability based on a two-person noncooperative infinitely repeated game. Both the attacker and the defender have means to modify the dimension of the unobservable subspace,…

Optimization and Control · Mathematics 2025-06-11 Yueyue Xu , Panpan Zhou , Lin Wang , Zhixin Liu , Xiaoming Hu

Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We…

Machine Learning · Computer Science 2013-11-28 Kareem Amin , Afshin Rostamizadeh , Umar Syed

We focus on online second price auctions, where bids are made sequentially, and the winning bidder pays the maximum of the second-highest bid and a seller specified starting price. For many such auctions, the seller does not see all the…

Methodology · Statistics 2026-02-23 Sourav Mukherjee , Ziqian Yang , Rohit K Patra , Kshitij Khare

Recent demonstrations of large language models producing candidate and confirmed vulnerabilities in production software have renewed the narrative that AI will reshape offensive and defensive security. Headlines emphasize capability; they…

Cryptography and Security · Computer Science 2026-05-26 Alfredo Pesoli , Herman Errico , Lorenzo Cavallaro

Non-Fungible Tokens (NFTs) have emerged as a way to collect digital art as well as an investment vehicle. Despite having been popularized only recently, NFT markets have witnessed several high-profile (and high-value) asset sales and a…

Cryptography and Security · Computer Science 2022-04-28 Dipanjan Das , Priyanka Bose , Nicola Ruaro , Christopher Kruegel , Giovanni Vigna

Motivated by recent progress on pricing in the AI literature, we study marketplaces that contain multiple vendors offering identical or similar products and unit-demand buyers with different valuations on these vendors. The objective of…

In a seminal paper, McAfee (1992) presented a truthful mechanism for double auctions, attaining asymptotically-optimal gain-from-trade without any prior information on the valuations of the traders. McAfee's mechanism handles…

Computer Science and Game Theory · Computer Science 2017-12-20 Erel Segal-Halevi , Avinatan Hassidim , Yonatan Aumann

As an effective method to protect the daily access to sensitive data against malicious attacks, the audit mechanism has been widely deployed in various practical fields. In order to examine security vulnerabilities and prevent the leakage…

Computer Science and Game Theory · Computer Science 2022-04-27 Jianan Chen , Qin Hu , Honglu Jiang

Matching markets are of particular interest in computer science and economics literature as they are often used to model real-world phenomena where we aim to equitably distribute a limited amount of resources to multiple agents and…

Computer Science and Game Theory · Computer Science 2021-10-01 Andrew Yang , Bruce Changlong Xu , Ivan Villa-Renteria