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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…

Theoretical Economics · Economics 2025-02-13 Ruiqin Wang , Cagil Kocyigit , Napat Rujeerapaiboon

We study online learning in contextual pay-per-click auctions where at each of the $T$ rounds, the learner receives some context along with a set of ads and needs to make an estimate on their click-through rate (CTR) in order to run a…

Machine Learning · Computer Science 2023-10-10 Mengxiao Zhang , Haipeng Luo

In this paper we study the mincut problem in the online setting. We consider two distinct models: A) competitive analysis and B) regret analysis. In the competitive setting we consider the vertex arrival model; whenever a new vertex arrives…

Data Structures and Algorithms · Computer Science 2020-08-17 Avah Banerjee , Guoli Ding

In modern advertising platforms, learning algorithms are deployed by budget-constrained bidders to maximize their accumulated value. These algorithms often offer classical utility guarantees like no-regret, i.e., the agent's utility is at…

Computer Science and Game Theory · Computer Science 2026-02-23 Giannis Fikioris , Robert Kleinberg , Yoav Kolumbus , Yishay Mansour , Eva Tardos

Recently the online advertising market has exhibited a gradual shift from second-price auctions to first-price auctions. Although there has been a line of works concerning online bidding strategies in first-price auctions, it still remains…

Computer Science and Game Theory · Computer Science 2022-05-31 Rui Ai , Chang Wang , Chenchen Li , Jinshan Zhang , Wenhan Huang , Xiaotie Deng

We study online learning in repeated first-price auctions where a bidder, only observing the winning bid at the end of each auction, learns to adaptively bid in order to maximize her cumulative payoff. To achieve this goal, the bidder faces…

Machine Learning · Computer Science 2024-03-06 Yanjun Han , Zhengyuan Zhou , Tsachy Weissman

We consider algorithms for "smoothed online convex optimization" problems, a variant of the class of online convex optimization problems that is strongly related to metrical task systems. Prior literature on these problems has focused on…

Data Structures and Algorithms · Computer Science 2015-08-18 Lachlan L. H. Andrew , Siddharth Barman , Katrina Ligett , Minghong Lin , Adam Meyerson , Alan Roytman , Adam Wierman

We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget and return-on-investment (ROI) constraints. Existing…

Computer Science and Game Theory · Computer Science 2024-03-05 Matteo Castiglioni , Andrea Celli , Christian Kroer

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

Bilateral trade, a fundamental topic in economics, models the problem of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. In this paper, we cast the bilateral…

Computer Science and Game Theory · Computer Science 2021-09-28 Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni , Federico Fusco , Stefano Leonardi

We consider online optimization in the 1-lookahead setting, where the objective does not decompose additively over the rounds of the online game. The resulting formulation enables us to deal with non-stationary and/or long-term constraints…

Machine Learning · Statistics 2016-06-09 Rodolphe Jenatton , Jim Huang , Dominik Csiba , Cedric Archambeau

In the experts problem, on each of $T$ days, an agent needs to follow the advice of one of $n$ ``experts''. After each day, the loss associated with each expert's advice is revealed. A fundamental result in learning theory says that the…

Data Structures and Algorithms · Computer Science 2023-03-10 Binghui Peng , Aviad Rubinstein

We consider online algorithms under both the competitive ratio criteria and the regret minimization one. Our main goal is to build a unified methodology that would be able to guarantee both criteria simultaneously. For a general class of…

Machine Learning · Computer Science 2019-04-09 Amit Daniely , Yishay Mansour

First-price auctions have recently gained significant traction in digital advertising markets, exemplified by Google's transition from second-price to first-price auctions. Unlike in second-price auctions, where bidding one's private…

Machine Learning · Computer Science 2025-10-07 Zihao Hu , Xiaoyu Fan , Yuan Yao , Jiheng Zhang , Zhengyuan Zhou

The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost…

Machine Learning · Statistics 2017-12-13 Wataru Kumagai

Bilateral trade models the problem of facilitating trades between a seller and a buyer having private valuations for the item being sold. In the online version of the problem, the learner faces a new seller and buyer at each time step, and…

Computer Science and Game Theory · Computer Science 2024-05-29 Solenne Gaucher , Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Vianney Perchet

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

Data Structures and Algorithms · Computer Science 2020-06-24 Evripidis Bampis , Dimitris Christou , Bruno Escoffier , Nguyen Kim Thang

We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…

Machine Learning · Computer Science 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

We present a new anytime algorithm that achieves near-optimal regret for any instance of finite stochastic partial monitoring. In particular, the new algorithm achieves the minimax regret, within logarithmic factors, for both "easy" and…

Machine Learning · Computer Science 2012-07-03 Gabor Bartok , Navid Zolghadr , Csaba Szepesvari

We study the regulation of algorithmic (non-)collusion amongst sellers in dynamic imperfect price competition by auditing their data as introduced by Hartline et al. [2024]. We develop an auditing method that tests whether a seller's…

Computer Science and Game Theory · Computer Science 2025-01-17 Jason D. Hartline , Chang Wang , Chenhao Zhang