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We study a bilateral trade problem where a principal has private information that is revealed with delay, such as a seller who does not yet know her production cost. Postponing the contracting process incurs a costly delay, while early…

Theoretical Economics · Economics 2024-08-05 Francesco Giovannoni , Toomas Hinnosaar

In the classical version of online bipartite matching, there is a given set of offline vertices (aka agents) and another set of vertices (aka items) that arrive online. When each item arrives, its incident edges -- the agents who like the…

Computer Science and Game Theory · Computer Science 2022-03-09 Hadi Hosseini , Zhiyi Huang , Ayumi Igarashi , Nisarg Shah

While artificial intelligence (AI)-based decision-making systems are increasingly popular, significant concerns on the potential discrimination during the AI decision-making process have been observed. For example, the distribution of…

Machine Learning · Computer Science 2025-08-05 Wenbin Zhang

We study an online fair division setting, where goods arrive one at a time and there is a fixed set of $n$ agents, each of whom has an additive valuation function over the goods. Once a good appears, the value each agent has for it is…

Computer Science and Game Theory · Computer Science 2025-05-29 Georgios Amanatidis , Alexandros Lolos , Evangelos Markakis , Victor Turmel

Evaluating the performance of an ongoing policy plays a vital role in many areas such as medicine and economics, to provide crucial instructions on the early-stop of the online experiment and timely feedback from the environment. Policy…

Machine Learning · Statistics 2024-08-05 Ye Shen , Hengrui Cai , Rui Song

We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…

Optimization and Control · Mathematics 2017-08-11 Pan Li , Hao Wang , Baosen Zhang

We study online bilateral trade, where a learner facilitates repeated exchanges between a buyer and a seller to maximize the Gain From Trade (GFT), i.e., the social welfare. In doing so, the learner must guarantee not to subsidize the…

Computer Science and Game Theory · Computer Science 2026-02-06 Anna Lunghi , Mattia Piccinato , Matteo Castiglioni , Alberto Marchesi

We consider online algorithms under both the competitive ratio criteria and the regret minimization one. Our main goal is to build a unified methodology that would be able to guarantee both criteria simultaneously. For a general class of…

Machine Learning · Computer Science 2019-04-09 Amit Daniely , Yishay Mansour

We study online combinatorial auctions with production costs proposed by Blum et al. using the online primal dual framework. In this model, buyers arrive online, and the seller can produce multiple copies of each item subject to a…

Data Structures and Algorithms · Computer Science 2014-11-18 Zhiyi Huang , Anthony Kim

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

The growing demand for data and AI-generated digital goods, such as personalized written content and artwork, necessitates effective pricing and feedback mechanisms that account for uncertain utility and costly production. Motivated by…

Computer Science and Game Theory · Computer Science 2023-06-06 Zachary Robertson , Oluwasanmi Koyejo

A combinatorial market consists of a set of indivisible items and a set of agents, where each agent has a valuation function that specifies for each subset of items its value for the given agent. From an optimization point of view, the goal…

Computer Science and Game Theory · Computer Science 2023-01-05 Kristóf Bérczi , Laura Codazzi , Julian Golak , Alexander Grigoriev

Algorithmic fairness is a new interdisciplinary field of study focused on how to measure whether a process, or algorithm, may unintentionally produce unfair outcomes, as well as whether or how the potential unfairness of such processes can…

Theoretical Economics · Economics 2022-08-18 John W. Patty , Elizabeth Maggie Penn

We study the dynamic pricing problem faced by a monopolistic retailer who sells a storable product to forward-looking consumers. In this framework, the two major pricing policies (or mechanisms) studied in the literature are the…

Computer Science and Game Theory · Computer Science 2018-06-06 Gerardo Berbeglia , Gautam Rayaprolu , Adrian Vetta

We design the first regret guarantees for robust dynamic pricing that decouple the dependence on the corruption $C$ and the time horizon $T$. In dynamic pricing, a seller with unlimited supply of a good interacts with a stream of buyers…

Machine Learning · Computer Science 2026-05-12 Kalana Kalupahana , Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi

We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…

Computer Science and Game Theory · Computer Science 2017-03-29 Yiannis Giannakopoulos , Elias Koutsoupias , Philip Lazos

Machine learning actively impacts our everyday life in almost all endeavors and domains such as healthcare, finance, and energy. As our dependence on the machine learning increases, it is inevitable that these algorithms will be used to…

Machine Learning · Computer Science 2021-02-23 Ankit Kulshrestha , Ilya Safro

Using the concept of principal stratification from the causal inference literature, we introduce a new notion of fairness, called principal fairness, for human and algorithmic decision-making. The key idea is that one should not…

Computers and Society · Computer Science 2022-03-28 Kosuke Imai , Zhichao Jiang

Algorithmic fairness has become a central concern in modern machine learning and AI applications. However, two pressing challenges remain: (1) The fairness guarantees of existing methods often rely on specific data distributional…

Methodology · Statistics 2026-05-14 Xiaotian Hou , Linjun Zhang

We study the dynamic pricing problem where the demand function is nonparametric and H\"older smooth, and we focus on adaptivity to the unknown H\"older smoothness parameter $\beta$ of the demand function. Traditionally the optimal dynamic…

Machine Learning · Statistics 2023-11-02 Zeqi Ye , Hansheng Jiang