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We consider the stochastic multi-armed bandit problem with a prior distribution on the reward distributions. We are interested in studying prior-free and prior-dependent regret bounds, very much in the same spirit as the usual…

Machine Learning · Statistics 2013-10-04 Sébastien Bubeck , Che-Yu Liu

In the design and analysis of revenue-maximizing auctions, auction performance is typically measured with respect to a prior distribution over inputs. The most obvious source for such a distribution is past data. The goal is to understand…

Computer Science and Game Theory · Computer Science 2015-11-30 Richard Cole , Tim Roughgarden

We consider a revenue optimizing seller selling a single item to a buyer, on whose private value the seller has a noisy signal. We show that, when the signal is kept private, arbitrarily more revenue could potentially be extracted than if…

Computer Science and Game Theory · Computer Science 2017-07-20 Hu Fu , Chris Liaw , Pinyan Lu , Zhihao Gavin Tang

We study a sequential mechanism design problem in which a principal seeks to elicit truthful reports from multiple rational agents while starting with no prior knowledge of agents' beliefs. We introduce Distributionally Robust Adaptive…

Computer Science and Game Theory · Computer Science 2026-04-22 Qiushi Han , David Simchi-Levi , Renfei Tan , Zishuo Zhao

We consider a selfish variant of the knapsack problem. In our version, the items are owned by agents, and each agent can misrepresent the set of items she owns---either by avoiding reporting some of them (understating), or by reporting…

Computer Science and Game Theory · Computer Science 2016-03-01 Itai Feigenbaum , Matthew P. Johnson

We study the problem of multi-dimensional revenue maximization when selling $m$ items to a buyer that has additive valuations for them, drawn from a (possibly correlated) prior distribution. Unlike traditional Bayesian auction design, we…

Computer Science and Game Theory · Computer Science 2022-04-29 Yiannis Giannakopoulos , Diogo Poças , Alexandros Tsigonias-Dimitriadis

We study a seller who sells a single good to multiple bidders with uncertainty over the joint distribution of bidders' valuations, as well as bidders' higher-order beliefs about their opponents. The seller only knows the (possibly…

Theoretical Economics · Economics 2022-02-16 Ethan Che

Consider a monopolist selling $n$ items to an additive buyer whose item values are drawn from independent distributions $F_1,F_2,\ldots,F_n$ possibly having unbounded support. Unlike in the single-item case, it is well known that the…

Computer Science and Game Theory · Computer Science 2021-04-13 Moshe Babaioff , Yannai A. Gonczarowski , Noam Nisan

We consider the problem of locating a facility on a network, represented by a graph. A set of strategic agents have different ideal locations for the facility; the cost of an agent is the distance between its ideal location and the…

Computer Science and Game Theory · Computer Science 2009-07-14 Noga Alon , Michal Feldman , Ariel D. Procaccia , Moshe Tennenholtz

In practice, most mechanisms for selling, buying, matching, voting, and so on are not incentive compatible. We present techniques for estimating how far a mechanism is from incentive compatible. Given samples from the agents' type…

Computer Science and Game Theory · Computer Science 2023-12-12 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

Machine Learning · Computer Science 2022-03-16 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

We study the performance of anonymous posted-price selling mechanisms for a standard Bayesian auction setting, where $n$ bidders have i.i.d. valuations for a single item. We show that for the natural class of Monotone Hazard Rate (MHR)…

Computer Science and Game Theory · Computer Science 2019-11-01 Yiannis Giannakopoulos , Diogo Poças , Keyu Zhu

Robust mechanism design is a rising alternative to Bayesian mechanism design, which yields designs that do not rely on assumptions like full distributional knowledge. We apply this approach to mechanisms for selling a single item, assuming…

Computer Science and Game Theory · Computer Science 2022-05-24 Nir Bachrach , Inbal Talgam-Cohen

Recently, a randomized mechanism has been discovered [Dughmi, Roughgarden and Yan; STOC'11] for combinatorial auctions that is truthful in expectation and guarantees a (1-1/e)-approximation to the optimal social welfare when players have…

Computer Science and Game Theory · Computer Science 2011-09-07 Shaddin Dughmi , Jan Vondrak

Consider a data publishing setting for a dataset composed by both private and non-private features. The publisher uses an empirical distribution, estimated from $n$ i.i.d. samples, to design a privacy mechanism which is applied to new fresh…

Information Theory · Computer Science 2020-03-23 Mario Diaz , Hao Wang , Flavio P. Calmon , Lalitha Sankar

This paper studies a mechanism design problem over a network, where agents can only participate by referrals. The Bulow-Klemberer theorem proposes that expanding the number of participants is a more effective approach to increase revenue…

Computer Science and Game Theory · Computer Science 2023-03-17 Youjia Zhang , Pingzhong Tang

We study the problem of allocating indivisible goods among strategic agents. We focus on settings wherein monetary transfers are not available and each agent's private valuation is a submodular function with binary marginals, i.e., the…

Computer Science and Game Theory · Computer Science 2021-09-14 Siddharth Barman , Paritosh Verma

Real-world applications of machine learning tools in high-stakes domains are often regulated to be fair, in the sense that the predicted target should satisfy some quantitative notion of parity with respect to a protected attribute.…

Machine Learning · Computer Science 2021-10-06 Han Zhao

Classical Bayesian mechanism design relies on the common prior assumption, but such prior is often not available in practice. We study the design of prior-independent mechanisms that relax this assumption: the seller is selling an…

Theoretical Economics · Economics 2024-12-12 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

We study the power of polynomial-time truthful mechanisms comparing to polynomial time (non-truthful) algorithms. We show that there is a setting in which deterministic polynomial-time truthful mechanisms cannot guarantee a bounded…

Computer Science and Game Theory · Computer Science 2009-08-24 Shahar Dobzinski
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