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The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…

Machine Learning · Computer Science 2011-06-17 Miroslav Dudik , Daniel Hsu , Satyen Kale , Nikos Karampatziakis , John Langford , Lev Reyzin , Tong Zhang

This work studies the online contract design problem. The principal's goal is to learn the optimal contract that maximizes her utility through repeated interactions, without prior knowledge of the agent's type (i.e., the agent's cost and…

Computer Science and Game Theory · Computer Science 2025-06-11 Shiliang Zuo

Performance analysis is crucial in optimization research, especially when addressing black-box problems through nature-inspired algorithms. Current practices often rely heavily on statistical methods, which can lead to various logical…

Performance · Computer Science 2024-10-30 Yunpeng Jing , HaiLin Liu , Qunfeng Liu

In this paper, we study belief elicitation about an uncertain future event, where the reports will affect a principal's decision. We study two problems that can arise in this setting: (1) Agents may have an interest in the outcome of the…

Computer Science and Game Theory · Computer Science 2023-03-01 Manuel Wuthrich , Mark York , David C. Parkes

Fraud can pose a challenge in many resource allocation domains, including social service delivery and credit provision. For example, agents may misreport private information in order to gain benefits or access to credit. To mitigate this, a…

Computer Science and Game Theory · Computer Science 2026-04-29 Sanmay Das , Fang-Yi Yu , Yuang Zhang

While federated learning (FL) is a widely popular distributed machine learning (ML) strategy that protects data privacy, time-varying wireless network parameters and heterogeneous configurations of the wireless devices pose significant…

Machine Learning · Computer Science 2025-08-28 Ferdous Pervej , Minseok Choi , Andreas F. Molisch

Game theory has been increasingly applied in settings where the game is not known outright, but has to be estimated by sampling. For example, meta-games that arise in multi-agent evaluation can only be accessed by running a succession of…

Multiagent Systems · Computer Science 2021-01-25 Tabish Rashid , Cheng Zhang , Kamil Ciosek

$ $The classical theory of statistical estimation aims to estimate a parameter of interest under data generated from a fixed design ("offline estimation"), while the contemporary theory of online learning provides algorithms for estimation…

Machine Learning · Statistics 2024-04-17 Dylan J. Foster , Yanjun Han , Jian Qian , Alexander Rakhlin

The theory of discrete-time online learning has been successfully applied in many problems that involve sequential decision-making under uncertainty. However, in many applications including contractual hiring in online freelancing platforms…

Machine Learning · Computer Science 2020-07-27 Semih Cayci , Swati Gupta , Atilla Eryilmaz

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

Nowadays, several crowdsourcing projects exploit social choice methods for computing an aggregate ranking of alternatives given individual rankings provided by workers. Motivated by such systems, we consider a setting where each worker is…

Computer Science and Game Theory · Computer Science 2018-11-27 Ioannis Caragiannis , Xenophon Chatzigeorgiou , George A. Krimpas , Alexandros A. Voudouris

There is a rising interest for studying the online benchmark as an alternative of the classical offline benchmark in online stochastic settings. Ezra, Feldman, Gravin, and Tang (SODA 2023) introduced the notion of order-competitive ratio,…

Data Structures and Algorithms · Computer Science 2024-06-24 Liyan Chen , Nuozhou Sun , Zhihao Gavin Tang

I study the optimal design of ratings to motivate agent investment in quality when transfers are unavailable. The principal designs a rating scheme that maps the agent's quality to a (possibly stochastic) score. The agent has private…

Theoretical Economics · Economics 2025-08-11 Peiran Xiao

This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…

Optimization and Control · Mathematics 2023-05-15 Hui Xiao , Zhihong Wei

In several applications of online optimization to networked systems such as power grids and robotic networks, information about the system model and its disturbances is not generally available. Within the optimization community, increasing…

Optimization and Control · Mathematics 2025-09-01 Caio Kalil Lauand , Andrey Bernstein

Models of economic decision makers often include idealized assumptions, such as rationality, perfect foresight, and access to all relevant pieces of information. These assumptions often assure the models' internal validity, but, at the same…

General Economics · Economics 2021-07-09 Patrick Reinwald , Stephan Leitner , Friederike Wall

In many online learning problems we are interested in predicting local information about some universe of items. For example, we may want to know whether two items are in the same cluster rather than computing an assignment of items to…

Machine Learning · Computer Science 2014-03-24 Paul Christiano

In principal-agent models, a principal offers a contract to an agent to perform a certain task. The agent exerts a level of effort that maximizes her utility. The principal is oblivious to the agent's chosen level of effort, and conditions…

Computer Science and Game Theory · Computer Science 2022-07-14 Alon Cohen , Moran Koren , Argyrios Deligkas