Related papers: Explore-then-Commit Algorithms for Decentralized T…
In recent years, multi-player multi-armed bandits (MP-MAB) have been extensively studied due to their wide applications in cognitive radio networks and Internet of Things systems. While most existing research on MP-MAB focuses on…
We study the problem of pure exploration in matching markets under uncertain preferences, where the goal is to identify a stable matching with confidence parameter $\delta$ and minimal sample complexity. Agents learn preferences via…
The problem of matching markets has been studied for a long time in the literature due to its wide range of applications. Finding a stable matching is a common equilibrium objective in this problem. Since market participants are usually…
The housing market, also known as one-sided matching market, is a classic exchange economy model where each agent on the demand side initially owns an indivisible good (a house) and has a personal preference over all goods. The goal is to…
We study the problem of online learning in two-sided non-stationary matching markets, where the objective is to converge to a stable match. In particular, we consider the setting where one side of the market, the arms, has fixed known set…
We study the problem of contextual dynamic pricing with a linear demand model. We propose a novel localized exploration-then-commit (LetC) algorithm which starts with a pure exploration stage, followed by a refinement stage that explores…
Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…
Evolutionary computation (EC) algorithms, renowned as powerful black-box optimizers, leverage a group of individuals to cooperatively search for the optimum. The exploration-exploitation tradeoff (EET) plays a crucial role in EC, which,…
Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The…
We study a nonstationary bandit problem where rewards depend on both actions and latent states, the latter governed by unknown linear dynamics. Crucially, the state dynamics also depend on the actions, resulting in tension between…
Stable matching, a classical model for two-sided markets, has long been studied with little consideration for how each side's preferences are learned. With the advent of massive online markets powered by data-driven matching platforms, it…
Sequential fundraising in two sided online platforms enable peer to peer lending by sequentially bringing potential contributors, each of whose decisions impact other contributors in the market. However, understanding the dynamics of…
We consider a model for repeated stochastic matching where compatibility is probabilistic, is realized the first time agents are matched, and persists in the future. Such a model has applications in the gig economy, kidney exchange, and…
Artificial intelligence and robotic competitions are accompanied by a class of game paradigms in which each player privately commits a strategy to a game system which simulates the game using the collected joint strategy and then returns…
Double Auction enables decentralized transfer of goods between multiple buyers and sellers, thus underpinning functioning of many online marketplaces. Buyers and sellers compete in these markets through bidding, but do not often know their…
This paper proposes implicit cooperation, a framework enabling decentralized agents to approximate optimal coordination in local energy markets without explicit peer-to-peer communication. We formulate the problem as a decentralized…
We study decentralized equilibrium selection in stochastic games under severe information and communication constraints. In such settings, convergence to equilibrium alone is insufficient, as stochastic games typically admit many equilibria…
Crowdsourced mobile edge caching and sharing (Crowd-MECS) is emerging as a promising content delivery paradigm by employing a large crowd of existing edge devices (EDs) to cache and share popular contents. The successful technology adoption…
The exploration/exploitation (E/E) dilemma arises naturally in many subfields of Science. Multi-armed bandit problems formalize this dilemma in its canonical form. Most current research in this field focuses on generic solutions that can be…
Two-sided matching markets have long existed to pair agents in the absence of regulated exchanges. A common example is school choice, where a matching mechanism uses student and school preferences to assign students to schools. In such…