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This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

Reinforcement learning solely from an agent's self-generated data is often believed to be infeasible for learning on real robots, due to the amount of data needed. However, if done right, agents learning from real data can be surprisingly…

Auto-bidding plays an important role in online advertising and has become a crucial tool for advertisers and advertising platforms to meet their performance objectives and optimize the efficiency of ad delivery. Advertisers employing…

Computer Science and Game Theory · Computer Science 2020-12-07 Bin Li , Xiao Yang , Daren Sun , Zhi Ji , Zhen Jiang , Cong Han , Dong Hao

In multi-agent reinforcement learning systems, the actions of one agent can have a negative impact on the rewards of other agents. One way to combat this problem is to let agents trade their rewards amongst each other. Motivated by this,…

Artificial Intelligence · Computer Science 2022-07-25 Michael Kölle , Lennart Rietdorf , Kyrill Schmid

The growing scale of ad auctions on online advertising platforms has intensified competition, making manual bidding impractical and necessitating auto-bidding to help advertisers achieve their economic goals. Current auto-bidding methods…

Computation and Language · Computer Science 2026-03-06 Yewen Li , Zhiyi Lyu , Peng Jiang , Qingpeng Cai , Fei Pan , Bo An , Peng Jiang

Offline reinforcement learning enables learning from a fixed dataset, without further interactions with the environment. The lack of environmental interactions makes the policy training vulnerable to state-action pairs far from the training…

Machine Learning · Statistics 2022-10-11 Shentao Yang , Zhendong Wang , Huangjie Zheng , Yihao Feng , Mingyuan Zhou

This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…

Artificial Intelligence · Computer Science 2019-10-02 Hardik Meisheri , Vinita Baniwal , Nazneen N Sultana , Balaraman Ravindran , Harshad Khadilkar

In our previous work, we proposed a systematic cross-layer framework for dynamic multimedia systems, which allows each layer to make autonomous and foresighted decisions that maximize the system's long-term performance, while meeting the…

Machine Learning · Computer Science 2013-06-06 Nicholas Mastronarde , Mihaela van der Schaar

Effective multi-user delay-constrained scheduling is crucial in various real-world applications, such as instant messaging, live streaming, and data center management. In these scenarios, schedulers must make real-time decisions to satisfy…

Artificial Intelligence · Computer Science 2025-01-23 Zhuoran Li , Ruishuo Chen , Hai Zhong , Longbo Huang

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

Offline reinforcement learning has received extensive attention from scholars because it avoids the interaction between the agent and the environment by learning a policy through a static dataset. However, general reinforcement learning…

Machine Learning · Computer Science 2026-02-12 Yi Shen , Hanyan Huang

Game theory has been developed by scientists as a theory of strategic interaction among players who are supposed to be perfectly rational. These strategic interactions might have been presented in an auction, a business negotiation, a chess…

Computer Science and Game Theory · Computer Science 2020-04-07 Medet Kanmaz , Elif Surer

Wind power producers (WPPs) participating in short-term power markets face significant imbalance costs due to their non-dispatchable and variable production. While some WPPs have a large enough market share to influence prices with their…

Machine Learning · Computer Science 2026-03-12 Shobhit Singhal , Marta Fochesato , Liviu Aolaritei , Florian Dörfler

A fundamental challenge in reinforcement learning is to learn policies that generalize beyond the operating domains experienced during training. In this paper, we approach this challenge through the following invariance principle: an agent…

Machine Learning · Computer Science 2020-11-10 Anoopkumar Sonar , Vincent Pacelli , Anirudha Majumdar

We present a novel negotiation model that allows an agent to learn how to negotiate during concurrent bilateral negotiations in unknown and dynamic e-markets. The agent uses an actor-critic architecture with model-free reinforcement…

Multiagent Systems · Computer Science 2020-02-04 Pallavi Bagga , Nicola Paoletti , Bedour Alrayes , Kostas Stathis

In this study, we apply reinforcement learning techniques and propose what we call reinforcement mechanism design to tackle the dynamic pricing problem in sponsored search auctions. In contrast to previous game-theoretical approaches that…

Computer Science and Game Theory · Computer Science 2017-11-29 Weiran Shen , Binghui Peng , Hanpeng Liu , Michael Zhang , Ruohan Qian , Yan Hong , Zhi Guo , Zongyao Ding , Pengjun Lu , Pingzhong Tang

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…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

Option discovery and skill acquisition frameworks are integral to the functioning of a Hierarchically organized Reinforcement learning agent. However, such techniques often yield a large number of options or skills, which can potentially be…

Machine Learning · Computer Science 2020-07-06 Arjun Manoharan , Rahul Ramesh , Balaraman Ravindran

In this paper, we initiate the study of the multiplicative bidding language adopted by major Internet search companies. In multiplicative bidding, the effective bid on a particular search auction is the product of a base bid and bid…

Data Structures and Algorithms · Computer Science 2014-04-29 MohammadHossein Bateni , Jon Feldman , Vahab Mirrokni , Sam Chiu-wai Wong

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal