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A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…

Machine Learning · Computer Science 2022-02-10 Toon Vanderschueren , Bart Baesens , Tim Verdonck , Wouter Verbeke

Human preferences are not always represented via complete linear orders: It is natural to employ partially-ordered preferences for expressing incomparable outcomes. In this work, we consider decision-making and probabilistic planning in…

Robotics · Computer Science 2024-10-21 Hazhar Rahmani , Abhishek N. Kulkarni , Jie Fu

Determinantal Point Processes (DPPs) are a family of probabilistic models that have a repulsive behavior, and lend themselves naturally to many tasks in machine learning where returning a diverse set of objects is important. While there are…

Statistics Theory · Mathematics 2017-03-03 John Urschel , Victor-Emmanuel Brunel , Ankur Moitra , Philippe Rigollet

A principal must allocate a set of heterogeneous tasks (or objects) among multiple agents. The principal has preferences over the allocation. Each agent has preferences over which tasks they are assigned, which are their private…

Theoretical Economics · Economics 2026-01-29 Quitzé Valenzuela-Stookey

A menu description exposes strategyproofness by presenting a mechanism to player $i$ in two steps. Step (1) uses others' reports to describe $i$'s menu of potential outcomes. Step (2) uses $i$'s report to select $i$'s favorite outcome from…

Theoretical Economics · Economics 2025-10-10 Yannai A. Gonczarowski , Ori Heffetz , Clayton Thomas

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for…

Optimization and Control · Mathematics 2022-03-28 Xinyi Guan , Velibor V. Mišić

Stochastic neural networks are a prototypical computational device able to build a probabilistic representation of an ensemble of external stimuli. Building on the relationship between inference and learning, we derive a synaptic plasticity…

Disordered Systems and Neural Networks · Physics 2018-10-23 Luca Saglietti , Federica Gerace , Alessandro Ingrosso , Carlo Baldassi , Riccardo Zecchina

We study a generalization of classical active learning to real-world settings with concrete prediction targets where sampling is restricted to an accessible region of the domain, while prediction targets may lie outside this region. We…

Machine Learning · Computer Science 2025-02-11 Jonas Hübotter , Bhavya Sukhija , Lenart Treven , Yarden As , Andreas Krause

We study a setting in which a principal selects an agent to execute a collection of tasks according to a specified priority sequence. Agents, however, have their own individual priority sequences according to which they wish to execute the…

Computer Science and Game Theory · Computer Science 2024-10-30 Donya G. Dobakhshari , Lav R. Varshney , Vijay Gupta

This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…

Optimization and Control · Mathematics 2019-06-10 Xiaohan Wei , Michael J. Neely

We consider a problem wherein jobs arrive at random times and assume random values. Upon each job arrival, the decision-maker must decide immediately whether or not to accept the job and gain the value on offer as a reward, with the…

Artificial Intelligence · Computer Science 2022-02-03 Danial Dervovic , Parisa Hassanzadeh , Samuel Assefa , Prashant Reddy

There is increasing interest in allocating treatments based on observed individual characteristics: examples include targeted marketing, individualized credit offers, and heterogeneous pricing. Treatment personalization introduces…

Econometrics · Economics 2023-04-06 Evan Munro

Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…

Machine Learning · Computer Science 2023-11-16 Tom Lefebvre

We investigate the tradeoffs between fairness and efficiency when allocating indivisible items over time. Suppose T items arrive over time and must be allocated upon arrival, immediately and irrevocably, to one of n agents. Agent i assigns…

Computer Science and Game Theory · Computer Science 2020-05-18 David Zeng , Alexandros Psomas

This paper studies decision problems where the decision maker's choice of action affects the probability distribution of a payoff relevant random variable. We establish sufficient conditions for the existence of an expected utility…

Theoretical Economics · Economics 2026-05-29 Ayush Gupta

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute…

Machine Learning · Computer Science 2023-02-07 Aldo Pacchiano , Aadirupa Saha , Jonathan Lee

We address two central notions of fairness in the literature of planning on nondeterministic fully observable domains. The first, which we call stochastic fairness, is classical, and assumes an environment which operates probabilistically…

Artificial Intelligence · Computer Science 2019-12-25 Benjamin Aminof , Giuseppe De Giacomo , Sasha Rubin

Strictly proper scoring rules (SPSR) are incentive compatible for eliciting information about random variables from strategic agents when the principal can reward agents after the realization of the random variables. They also quantify the…

Computer Science and Game Theory · Computer Science 2020-06-09 Yang Liu , Juntao Wang , Yiling Chen

This paper studies one-sided matching under a complete exchange (CE) requirement, where each agent must be assigned an object different from its initial endowment. We introduce assignment partition -- a partition of agents and choice sets…

Theoretical Economics · Economics 2025-11-17 Minoru Kitahara , Hiroshi Uno

This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential auctions, simultaneous auctions, and the Trading Agent…

Computer Science and Game Theory · Computer Science 2012-07-19 Amy Greenwald , Justin Boyan