Related papers: Online Learning for Incentive-Based Demand Respons…

In this paper, we propose the problem of online cost-sensitive clas- sifier adaptation and the first algorithm to solve it. We assume we have a base classifier for a cost-sensitive classification problem, but it is trained with respect to a…

We study online resource allocation under non-stationary demand with a minimum offline data requirement. In this problem, a decision-maker must allocate multiple types of resources to sequentially arriving queries over a finite horizon.…

Reward function is essential in reinforcement learning (RL), serving as the guiding signal to incentivize agents to solve given tasks, however, is also notoriously difficult to design. In many cases, only imperfect rewards are available,…

In this paper, we study the problem of efficient online reinforcement learning in the infinite horizon setting when there is an offline dataset to start with. We assume that the offline dataset is generated by an expert but with unknown…

One of the main challenges in reinforcement learning (RL) is that the agent has to make decisions that would influence the future performance without having complete knowledge of the environment. Dynamically adjusting the level of epistemic…

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered…

We design an optimal contract between a demand response aggregator (DRA) and a customer for incentive-based demand response. We consider a setting in which the customer is asked to reduce her consumption by the DRA and she is compensated…

We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

We consider the problem of a firm seeking to use personalized pricing to sell an exogenously given stock of a product over a finite selling horizon to different consumer types. We assume that the type of an arriving consumer can be observed…

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…

We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Demand Response (DR) schemes are effective tools to maintain a dynamic balance in energy markets with higher integration of fluctuating renewable energy sources. DR schemes can be used to harness residential devices' flexibility and to…

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Demand response (DR) refers to change in electricity consumption pattern of customers during on-peak hours in lieu of financial gains to reduce stress on distribution systems. Existing dynamic price models have not provided adequate success…

Motivated by online retail, we consider the problem of selling one item (e.g., an ad slot) to two non-excludable buyers (say, a merchant and a brand). This problem captures, for example, situations where a merchant and a brand cooperatively…

In offline reinforcement learning, a policy learns to maximize cumulative rewards with a fixed collection of data. Towards conservative strategy, current methods choose to regularize the behavior policy or learn a lower bound of the value…

In the context of charging electric vehicles (EVs), the price-based demand response (PBDR) is becoming increasingly significant for charging load management. Such response usually encourages cost-sensitive customers to adjust their energy…

The creator economy has revolutionized the way individuals can profit through online platforms. In this paper, we initiate the study of online learning in the creator economy by modeling the creator economy as a three-party game between the…