Related papers: Maximum Expected Reward Lines If Non Specialist (f…
This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…
A key problem in structured output prediction is direct optimization of the task reward function that matters for test evaluation. This paper presents a simple and computationally efficient approach to incorporate task reward into a maximum…
The games of prediction with expert advice are considered in this paper. We present some modification of Kalai and Vempala algorithm of following the perturbed leader for the case of unrestrictedly large one-step gains. We show that in…
All proper scoring rules incentivize an expert to predict \emph{accurately} (report their true estimate), but not all proper scoring rules equally incentivize \emph{precision}. Rather than treating the expert's belief as exogenously given,…
Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…
Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. random variables X1, ..., Xn on the interval [0,1], satisfying…
We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…
We consider a setting where in a known future time, a certain continuous random variable will be realized. There is a public prediction that gradually converges to its realized value, and an expert that has access to a more accurate…
Reward models are a standard tool to score responses from LLMs. Reward models are built to rank responses to a fixed prompt sampled from a single model, for example to choose the best of n sampled responses. In this paper, we study whether…
Given a skew-symmetric matrix, the corresponding two-player symmetric zero-sum game is defined as follows: one player, the row player, chooses a row and the other player, the column player, chooses a column. The payoff of the row player is…
Finding a maximum independent set is a fundamental NP-hard problem that is used in many real-world applications. Given an unweighted graph, this problem asks for a maximum cardinality set of pairwise non-adjacent vertices. Some of the most…
We study the problem of identifying the best arm in a stochastic multi-armed bandit game. Given a set of $n$ arms indexed from $1$ to $n$, each arm $i$ is associated with an unknown reward distribution supported on $[0,1]$ with mean…
The world of competitive Esports and video gaming has seen and continues to experience steady growth in popularity and complexity. Correspondingly, more research on the topic is being published, ranging from social network analyses to the…
Recent work has considered natural variations of the multi-armed bandit problem, where the reward distribution of each arm is a special function of the time passed since its last pulling. In this direction, a simple (yet widely applicable)…
We study the stochastic multi-armed bandit problem with non-equivalent multiple plays where, at each step, an agent chooses not only a set of arms, but also their order, which influences reward distribution. In several problem formulations…
We introduce a three-step framework to determine at which pitches Major League batters should swing. Unlike traditional plate discipline metrics, which implicitly assume that all batters should always swing at (resp. take) pitches inside…
The objective of a reinforcement learning agent is to discover better actions through exploration. However, typical exploration techniques aim to maximize rewards, often incurring high costs in both exploration and learning processes. We…
We consider graph games of infinite duration with winning conditions in parameterized linear temporal logic, where the temporal operators are equipped with variables for time bounds. In model checking such specifications were introduced as…
The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…
This book chapter reviews some of the major principles associated with optimal strategy in basketball. In particular, we consider the principles of allocative efficiency (optimal allocation of shots between offensive options), dynamic…