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We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…

Machine Learning · Computer Science 2024-05-13 Julian Zimmert , Teodor V. Marinov

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

Machine Learning · Computer Science 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…

Machine Learning · Computer Science 2024-10-15 Kihyun Yu , Duksang Lee , William Overman , Dabeen Lee

We initiate the study of a repeated principal-agent problem over a finite horizon $T$, where a principal sequentially interacts with $K\geq 2$ types of agents arriving in an adversarial order. At each round, the principal strategically…

Computer Science and Game Theory · Computer Science 2025-08-05 Junyan Liu , Arnab Maiti , Artin Tajdini , Kevin Jamieson , Lillian J. Ratliff

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…

Machine Learning · Computer Science 2024-02-22 Arpit Agarwal , Rad Niazadeh , Prathamesh Patil

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

We study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…

Machine Learning · Computer Science 2026-03-31 Kihyun Yu , Seoungbin Bae , Dabeen Lee

We consider a bandit recommendations problem in which an agent's preferences (representing selection probabilities over recommended items) evolve as a function of past selections, according to an unknown $\textit{preference model}$. In each…

Machine Learning · Computer Science 2024-02-07 Arpit Agarwal , William Brown

Multi-objective optimization studies the process of seeking multiple competing desiderata in some operation. Solution techniques highlight marginal tradeoffs associated with weighing one objective over others. In this paper, we consider…

Optimization and Control · Mathematics 2026-01-05 Allahkaram Shafiei , Jakub Marecek

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

Machine Learning · Computer Science 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan

We introduce a new framework of episodic tabular Markov decision processes (MDPs) with adversarial preferences, which we refer to as preference-based MDPs (PbMDPs). Unlike standard episodic MDPs with adversarial losses, where the numerical…

Machine Learning · Computer Science 2025-07-17 Taira Tsuchiya , Shinji Ito , Haipeng Luo

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha

We study the problem of multi-agent reinforcement learning (MARL) with adaptivity constraints -- a new problem motivated by real-world applications where deployments of new policies are costly and the number of policy updates must be…

Machine Learning · Computer Science 2024-02-05 Dan Qiao , Yu-Xiang Wang

We study the repeated principal-agent bandit game, where the principal indirectly interacts with the unknown environment by proposing incentives for the agent to play arms. Most existing work assumes the agent has full knowledge of the…

Machine Learning · Computer Science 2025-06-03 Junyan Liu , Lillian J. Ratliff

We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that are observed at the start of each episode. Performance is measured by cumulative regret against the…

Machine Learning · Computer Science 2026-05-18 Zijun Chen , Zihan Zhang

In this paper, we propose and study opportunistic reinforcement learning - a new variant of reinforcement learning problems where the regret of selecting a suboptimal action varies under an external environmental condition known as the…

Machine Learning · Computer Science 2022-10-26 Xiaoxiao Wang , Nader Bouacida , Xueying Guo , Xin Liu

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

Machine Learning · Computer Science 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer

As generative agents become increasingly capable, alignment of their behavior with complex human values remains a fundamental challenge. Existing approaches often simplify human intent through reduction to a scalar reward, overlooking the…

Machine Learning · Computer Science 2025-07-30 Kalyan Cherukuri , Aarav Lala