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We study an online market-making problem in which a learner sequentially posts bid and ask prices for a single asset while interacting with traders holding private valuations. Unlike existing online learning formulations that assume fully…

Machine Learning · Computer Science 2026-05-20 Davide Maran , Marcello Restelli

Consumers value keeping some information about them private from potential marketers. E-commerce dramatically increases the potential for marketers to accumulate otherwise private information about potential customers. Online marketers…

Computers and Society · Computer Science 2007-05-23 Michael R. Ward , Yu-Ching Chen

We consider a platform's problem of collecting data from privacy sensitive users to estimate an underlying parameter of interest. We formulate this question as a Bayesian-optimal mechanism design problem, in which an individual can share…

Computer Science and Game Theory · Computer Science 2023-09-07 Alireza Fallah , Ali Makhdoumi , Azarakhsh Malekian , Asuman Ozdaglar

In this paper, the problem of optimal dynamic pricing for retail electricity with an unknown demand model is considered. Under the day-ahead dynamic pricing (a.k.a. real time pricing) mechanism, a retailer obtains electricity in a…

Optimization and Control · Mathematics 2014-04-07 Liyan Jia , Lang Tong , Qing Zhao

Distributed optimization and learning has recently garnered great attention due to its wide applications in sensor networks, smart grids, machine learning, and so forth. Despite rapid development, existing distributed optimization and…

Machine Learning · Computer Science 2024-03-04 Ziqin Chen , Yongqiang Wang

Traditional pricing paradigms, once dominated by static models and rule-based heuristics, are increasingly being replaced by dynamic, data-driven approaches powered by machine learning algorithms. Despite their growing sophistication, most…

Machine Learning · Computer Science 2025-12-01 Marco Mussi , Marcello Restelli

Online learning has been in the spotlight from the machine learning society for a long time. To handle massive data in Big Data era, one single learner could never efficiently finish this heavy task. Hence, in this paper, we propose a novel…

Machine Learning · Computer Science 2015-06-24 Chencheng Li , Pan Zhou

A personal data market is a platform including three participants: data owners (individuals), data buyers and market maker. Data owners who provide personal data are compensated according to their privacy loss. Data buyers can submit a…

Computers and Society · Computer Science 2018-01-03 Rachana Nget , Yang Cao , Masatoshi Yoshikawa

The emergence and evolution of Local Differential Privacy (LDP) and its various adaptations play a pivotal role in tackling privacy issues related to the vast amounts of data generated by intelligent devices, which are crucial for…

Cryptography and Security · Computer Science 2024-01-26 Likun Qin , Tianshuo Qiu

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

Data Structures and Algorithms · Computer Science 2014-12-02 Kareem Amin , Rachel Cummings , Lili Dworkin , Michael Kearns , Aaron Roth

The increasing availability of personal data has enabled significant advances in fields such as machine learning, healthcare, and cybersecurity. However, this data abundance also raises serious privacy concerns, especially in light of…

Cryptography and Security · Computer Science 2026-04-24 Napsu Karmitsa , Antti Airola , Tapio Pahikkala , Tinja Pitkämäki

Real-time data-driven optimization and control problems over networks may require sensitive information of participating users to calculate solutions and decision variables, such as in traffic or energy systems. Adversaries with access to…

Optimization and Control · Mathematics 2020-05-25 Roel Dobbe , Ye Pu , Jingge Zhu , Kannan Ramchandran , Claire Tomlin

Differential privacy is a widely adopted framework designed to safeguard the sensitive information of data providers within a data set. It is based on the application of controlled noise at the interface between the server that stores and…

Cryptography and Security · Computer Science 2024-05-06 Rūta Binkytė , Carlos Pinzón , Szilvia Lestyán , Kangsoo Jung , Héber H. Arcolezi , Catuscia Palamidessi

Commercial companies that collect user data on a large scale have been the main beneficiaries of this trend since the success of deep learning techniques is directly proportional to the amount of data available for training. Massive data…

Cryptography and Security · Computer Science 2020-06-30 Saichethan Miriyala Reddy , Saisree Miriyala

With the development of Big Data and cloud data sharing, privacy preserving data publishing becomes one of the most important topics in the past decade. As one of the most influential privacy definitions, differential privacy provides a…

Cryptography and Security · Computer Science 2017-10-17 Tianqing Zhu , Ping Xiong , Gang Li , Wanlei Zhou , Philip S. Yu

Central to privacy concerns is that firms may use consumer data to price discriminate. A common policy response is that consumers should be given control over which firms access their data and how. Since firms learn about a consumer's…

Theoretical Economics · Economics 2020-08-18 S. Nageeb Ali , Greg Lewis , Shoshana Vasserman

For systems whose states implicate sensitive information, their privacy is of great concern. While notions like differential privacy have been successfully introduced to dynamical systems, it is still unclear how a system's privacy can be…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Le Liu , Yu Kawano , Ming Cao

Pricing decisions stand out as one of the most critical tasks a company faces, particularly in today's digital economy. As with other business decision-making problems, pricing unfolds in a highly competitive and uncertain environment.…

Computer Science and Game Theory · Computer Science 2024-09-04 Daniel García Rasines , Roi Naveiro , David Ríos Insua , Simón Rodríguez Santana

Balancing differential privacy (DP) with recommendation accuracy is a key challenge in privacy-preserving recommender systems, since DP-noise degrades accuracy. We address this trade-off at both the data and model levels. At the data level,…

Information Retrieval · Computer Science 2026-05-13 Peter Müllner , Dominik Kowald , Markus Schedl , Elisabeth Lex

Online mobile advertising ecosystems provide advertising and analytics services that collect, aggregate, process, and trade a rich amount of consumers' personal data and carry out interest-based ad targeting, which raised serious privacy…

Cryptography and Security · Computer Science 2022-05-11 Imdad Ullah , Adel Binbusayyis
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