Related papers: Online Learning for Dynamic Vickrey-Clarke-Groves …

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…

We propose a physics-grounded mechanism design for dynamic spectrum sharing that bridges the gap between radiometric retrieval constraints and economic incentives. We formulate the active and passive users coexistence problem as a…

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

We study a repeated game between a supplier and a retailer who want to maximize their respective profits without full knowledge of the problem parameters. After characterizing the uniqueness of the Stackelberg equilibrium of the stage game…

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

This paper targets at the problem of radio resource management for expected long-term delay-power tradeoff in vehicular communications. At each decision epoch, the road side unit observes the global network state, allocates channels and…

In this paper, a review of model-free reinforcement learning for learning of dynamical systems in uncertain environments has discussed. For this purpose, the Markov Decision Process (MDP) will be reviewed. Furthermore, some learning…

In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…

We introduce Dynamic Contextual Markov Decision Processes (DCMDPs), a novel reinforcement learning framework for history-dependent environments that generalizes the contextual MDP framework to handle non-Markov environments, where contexts…

We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…

Algorithmic pricing raises a question of interpretation as well as intervention: when autonomous deep-learning pricing systems sustain supracompetitive prices, what strategic pattern have they learned, and how might market institutions…

Continuous state spaces and stochastic, switching dynamics characterize a number of rich, realworld domains, such as robot navigation across varying terrain. We describe a reinforcementlearning algorithm for learning in these domains and…

We introduce a new numerical framework to learn optimal bidding strategies in repeated auctions when the seller uses past bids to optimize her mechanism. Crucially, we do not assume that the bidders know what optimization mechanism is used…

The convergence properties of learning dynamics in repeated auctions is a timely and important question, with numerous applications in, e.g., online advertising markets. This work focuses on repeated first-price auctions where bidders with…

Dynamic pricing of goods in a competitive environment to maximize revenue is a natural objective and has been a subject of research over the years. In this paper, we focus on a class of markets exhibiting the substitutes property with…

Transportation network design often involves multiple stakeholders with diverse priorities. We consider a system with a hierarchical multi-agent structure, featuring self-optimized subnetwork operators at the lower level and a central…

We consider a non-stochastic online learning approach to price financial options by modeling the market dynamic as a repeated game between the nature (adversary) and the investor. We demonstrate that such framework yields analogous…

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…