Related papers: Online Learning for Incentive-Based Demand Respons…
Correctly estimating how demand respond to prices is fundamental for airlines willing to optimize their pricing policy. Under some conditions, these policies, while aiming at maximizing short term revenue, can present too little price…
Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…
We consider the problem of online active learning to collect data for regression modeling. Specifically, we consider a decision maker with a limited experimentation budget who must efficiently learn an underlying linear population model.…
Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…
Online Reinforcement Learning (RL) is typically framed as the process of minimizing cumulative regret (CR) through interactions with an unknown environment. However, real-world RL applications usually involve a sequence of tasks, and the…
We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially over multiple discrete time periods. At each time period, one…
Offline Reinforcement Learning (ORL) enablesus to separately study the two interlinked processes of reinforcement learning: collecting informative experience and inferring optimal behaviour. The second step has been widely studied in the…
We study a multi-round mechanism design problem, where we interact with a set of agents over a sequence of rounds. We wish to design an incentive-compatible (IC) online learning scheme to maximize an application-specific objective within a…
One of the major issues with the integration of renewable energy sources into the power grid is the increased uncertainty and variability that they bring. If this uncertainty is not sufficiently addressed, it will limit the further…
Complex planning and scheduling problems have long been solved using various optimization or heuristic approaches. In recent years, imitation learning that aims to learn from expert demonstrations has been proposed as a viable alternative…
Offline Reinforcement Learning (ORL) offers a robust solution to training agents in applications where interactions with the environment must be strictly limited due to cost, safety, or lack of accurate simulation environments. Despite its…
We revisit the question of reducing online learning to approximate optimization of the offline problem. In this setting, we give two algorithms with near-optimal performance in the full information setting: they guarantee optimal regret and…
Autonomous mobility-on-demand systems are a viable alternative to mitigate many transportation-related externalities in cities, such as rising vehicle volumes in urban areas and transportation-related pollution. However, the success of…
Online continual learning (OCL) aims to train neural networks incrementally from a non-stationary data stream with a single pass through data. Rehearsal-based methods attempt to approximate the observed input distributions over time with a…
Mastering deep reinforcement learning (DRL) proves challenging in tasks featuring scant rewards. These limited rewards merely signify whether the task is partially or entirely accomplished, necessitating various exploration actions before…
This paper contributes to the literature on parametric demand estimation by using deep learning to model consumer preferences. Traditional econometric methods often struggle with limited within-product price variation, a challenge addressed…
This paper presents a capacity-constrained incentive-based demand response approach for residential smart grids. It aims to maintain electricity grid capacity limits and prevent congestion by financially incentivising end users to reduce or…
Inverse reinforcement learning (IRL) aims to learn a reward function and a corresponding policy that best fit the demonstrated trajectories of an expert. However, current IRL works cannot learn incrementally from an ongoing trajectory…
We study the dynamic pricing problem with knapsack, addressing the challenge of balancing exploration and exploitation under resource constraints. We introduce three algorithms tailored to different informational settings: a Boundary…
In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…