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We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

LLM-based agents show strong potential for long-horizon reasoning, yet their context size is limited by deployment factors (e.g., memory, latency, and cost), yielding a constrained context budget. As interaction histories grow, this induces…

Artificial Intelligence · Computer Science 2026-04-03 Yong Wu , YanZhao Zheng , TianZe Xu , ZhenTao Zhang , YuanQiang Yu , JiHuai Zhu , Chao Ma , BinBin Lin , BaoHua Dong , HangCheng Zhu , RuoHui Huang , Gang Yu

Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience. Due to the inherent time inconsistency, we look for…

Optimization and Control · Mathematics 2017-03-13 Yu-Jui Huang , Adrien Nguyen-Huu

We consider the budget optimization problem faced by an advertiser participating in repeated sponsored search auctions, seeking to maximize the number of clicks attained under that budget. We cast the budget optimization problem as a Markov…

Computer Science and Game Theory · Computer Science 2012-10-19 Kareem Amin , Michael Kearns , Peter Key , Anton Schwaighofer

This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…

Trading and Market Microstructure · Quantitative Finance 2024-09-26 Neil A. Chriss

We introduce the logic LRC, designed to describe and reason about agents' abilities and capabilities in using resources. The proposed framework bridges two - up to now - mutually independent strands of literature: the one on logics of…

Strategic uncertainty complicates policy design in coordination games. To rein in strategic uncertainty, the Planner in this paper connects the problem of policy design to that of equilibrium selection. We characterize the subsidy scheme…

Theoretical Economics · Economics 2023-09-01 Roweno J. R. K. Heijmans

The increasing reliance on human preference feedback to judge AI-generated pseudo labels has created a pressing need for principled, budget-conscious data acquisition strategies. We address the crucial question of how to optimally allocate…

Machine Learning · Statistics 2026-02-13 Zihan Dong , Xiaotian Hou , Ruijia Wu , Linjun Zhang

Resource constraints can fundamentally change both learning and decision-making. We explore how memory constraints influence an agent's performance when navigating unknown environments using standard reinforcement learning algorithms.…

Machine Learning · Computer Science 2025-06-24 Massimiliano Tamborski , David Abel

In mechanism design, it is challenging to design the optimal auction with correlated values in general settings. Although value distribution can be further exploited to improve revenue, the complex correlation structure makes it hard to…

Computer Science and Game Theory · Computer Science 2023-02-21 Da Huo , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu

In this paper, we consider decentralized optimization problems where agents have individual cost functions to minimize subject to subspace constraints that require the minimizers across the network to lie in low-dimensional subspaces. This…

Optimization and Control · Mathematics 2023-08-01 Roula Nassif , Stefan Vlaski , Marco Carpentiero , Vincenzo Matta , Marc Antonini , Ali H. Sayed

We present a partial operator-theoretic characterization of approachability principle and based on this characterization, we interpret a particular distributed payoff allocation algorithm to be a sequence of time-varying paracontractions.…

Systems and Control · Electrical Eng. & Systems 2019-12-02 Aitazaz Ali Raja , Sergio Grammatico

We study a novel class of mechanism design problems in which the outcomes are constrained by the payments. This basic class of mechanism design problems captures many common economic situations, and yet it has not been studied, to our…

Computer Science and Game Theory · Computer Science 2013-12-02 Yaron Singer

Cooperative game theory studies how to allocate the joint value generated by a set of players. These games are typically analyzed using the characteristic function form with transferable utility, which represents the value attainable by…

Theoretical Economics · Economics 2025-12-18 Ata Atay , Christian Trudeau

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

We study a general online combinatorial auction problem in algorithmic mechanism design. A provider allocates multiple types of capacity-limited resources to customers that arrive in a sequential and arbitrary manner. Each customer has a…

Computer Science and Game Theory · Computer Science 2023-10-10 Xiaoqi Tan , Alberto Leon-Garcia , Yuan Wu , Danny H. K. Tsang

This paper proposes a novel approach to resilient distributed optimization with quadratic costs in a networked control system (e.g., wireless sensor network, power grid, robotic team) prone to external attacks (e.g., hacking, power outage)…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Luca Ballotta , Giacomo Como , Jeff S. Shamma , Luca Schenato

We extend concurrent game structures (CGSs) with a simple notion of preference over computations and define a minimal notion of rationality for agents based on the concept of dominance. We use this notion to interpret a CL and an ATL…

Logic in Computer Science · Computer Science 2025-02-19 Yinfeng Li , Emiliano Lorini , Munyque Mittelmann

A discourse strategy is a strategy for communicating with another agent. Designing effective dialogue systems requires designing agents that can choose among discourse strategies. We claim that the design of effective strategies must take…

cmp-lg · Computer Science 2016-08-31 Marilyn A. Walker

Small operators who take part in secondary wireless spectrum markets typically have strict budget limits. In this paper, we study the bidding problem of a budget constrained operator in repeated secondary spectrum auctions. In existing…

Networking and Internet Architecture · Computer Science 2016-08-29 Mehrdad Khaledi , Alhussein Abouzeid
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