Related papers: Minimizing Regret in Billboard Advertisement under…
Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent is unaware of the environment…
This paper investigates the regret associated with the Distributionally Robust Control (DRC) strategies used to address multistage optimization problems where the involved probability distributions are not known exactly, but rather are…
In this paper, we study the problem of minimizing regret in discounted-sum games played on weighted game graphs. We give algorithms for the general problem of computing the minimal regret of the controller (Eve) as well as several variants…
We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…
Effective budget allocation is crucial for optimizing the performance of digital advertising campaigns. However, the development of practical budget allocation algorithms remain limited, primarily due to the lack of public datasets and…
Budget management strategies in repeated auctions have received growing attention in online advertising markets. However, previous work on budget management in online bidding mainly focused on second-price auctions. The rapid shift from…
This paper proposes a distributionally robust approach to regret optimal control of discrete-time linear dynamical systems with quadratic costs subject to a stochastic additive disturbance on the state process. The underlying probability…
We provide consistent random algorithms for sequential decision under partial monitoring, i.e. when the decision maker does not observe the outcomes but receives instead random feedback signals. Those algorithms have no internal regret in…
In the context of influence propagation in a social graph, we can identify three orthogonal dimensions - the number of seed nodes activated at the beginning (known as budget), the expected number of activated nodes at the end of the…
In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent…
Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…
In this paper, we study the Budgeted Influence Maximization with Delay Problem, for which the number of literature are limited. We propose an approximate marginal spread computation\mbox{-}based approach for solving this problem. The…
Discounted-sum games provide a formal model for the study of reinforcement learning, where the agent is enticed to get rewards early since later rewards are discounted. When the agent interacts with the environment, she may regret her…
In E-commerce advertising, where product recommendations and product ads are presented to users simultaneously, the traditional setting is to display ads at fixed positions. However, under such a setting, the advertising system loses the…
This guide provides a reference for high-probability regret bounds in empirical risk minimization (ERM). The presentation is modular: we begin with intuition and general proof strategies, then state broadly applicable guarantees under…
We study a mechanism design problem where a seller aims to allocate a good to multiple bidders, each with a private value. The seller supports or favors a specific group, referred to as the minority group. Specifically, the seller requires…
Group-buying ads seeking a minimum number of customers before the deal expiry are increasingly used by the daily-deal providers. Unlike the traditional web ads, the advertiser's profits for group-buying ads depends on the time to expiry and…
Due to much closer to real application scenarios,the budgeted influence maximization (BIM) problem has attracted great attention among researchers. As a variant of the influence maximization (IM) problem, the BIM problem aims at mining…
Cascading bandit (CB) is a popular model for web search and online advertising, where an agent aims to learn the $K$ most attractive items out of a ground set of size $L$ during the interaction with a user. However, the stationary CB model…
Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions…