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Amazon and other e-commerce sites must employ mechanisms to protect their millions of customers from fraud, such as unauthorized use of credit cards. One such mechanism is order fraud evaluation, where systems evaluate orders for fraud…

Machine Learning · Computer Science 2022-12-07 Soysal Degirmenci , Chris Jones

Online Resource Allocation addresses the problem of efficiently allocating limited resources to buyers with incomplete knowledge of future requests. In our setting, buyers arrive sequentially requesting a set of items, each with a value…

Computer Science and Game Theory · Computer Science 2026-02-11 Dimitris Fotakis , Charalampos Platanos , Thanos Tolias

Reinforcement learning (RL), in conjunction with attack graphs and cyber terrain, are used to develop reward and state associated with determination of optimal paths for exfiltration of data in enterprise networks. This work builds on…

Cryptography and Security · Computer Science 2022-04-26 Tyler Cody , Abdul Rahman , Christopher Redino , Lanxiao Huang , Ryan Clark , Akshay Kakkar , Deepak Kushwaha , Paul Park , Peter Beling , Edward Bowen

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

Reinforcement learning (RL) has increasingly been applied to solve real-world planning problems, with progress in handling large state spaces and time horizons. However, a key bottleneck in many domains is that RL methods cannot accommodate…

Machine Learning · Computer Science 2025-03-19 Lily Xu , Bryan Wilder , Elias B. Khalil , Milind Tambe

Offline reinforcement learning (RL) is a compelling paradigm to extend RL's practical utility by leveraging pre-collected, static datasets, thereby avoiding the limitations associated with collecting online interactions. The major…

Machine Learning · Computer Science 2024-06-10 Yutaka Shimizu , Joey Hong , Sergey Levine , Masayoshi Tomizuka

In online combinatorial allocation, agents arrive sequentially and items are allocated in an online manner. The algorithm designer only knows the distribution of each agent's valuation, while the actual realization of the valuation is…

Data Structures and Algorithms · Computer Science 2025-10-14 Enze Sun , Zhihao Gavin Tang , Yifan Wang

Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…

Machine Learning · Computer Science 2017-03-09 Lerrel Pinto , James Davidson , Rahul Sukthankar , Abhinav Gupta

The scale of Internet-connected systems has increased considerably, and these systems are being exposed to cyber attacks more than ever. The complexity and dynamics of cyber attacks require protecting mechanisms to be responsive, adaptive,…

Cryptography and Security · Computer Science 2021-11-03 Thanh Thi Nguyen , Vijay Janapa Reddi

As a data-driven paradigm, offline reinforcement learning (Offline RL) has been formulated as sequence modeling, where the Decision Transformer (DT) has demonstrated exceptional capabilities. Unlike previous reinforcement learning methods…

Machine Learning · Computer Science 2024-09-13 Teng Yan , Zhendong Ruan , Yaobang Cai , Yu Han , Wenxian Li , Yang Zhang

Computer network defence is a complicated task that has necessitated a high degree of human involvement. However, with recent advancements in machine learning, fully autonomous network defence is becoming increasingly plausible. This paper…

Cryptography and Security · Computer Science 2023-06-16 Myles Foley , Mia Wang , Zoe M , Chris Hicks , Vasilios Mavroudis

Expanding reinforcement learning (RL) to offline domains generates promising prospects, particularly in sectors where data collection poses substantial challenges or risks. Pivotal to the success of transferring RL offline is mitigating…

Machine Learning · Statistics 2024-11-19 Alex Beeson , David Ireland , Giovanni Montana

The recent advancement of Large Language Models (LLMs) has established their potential as autonomous interactive agents. However, they often struggle in strategic games of incomplete information, such as bilateral price negotiation. In this…

Artificial Intelligence · Computer Science 2026-04-14 Shuze Daniel Liu , Claire Chen , Jiabao Sean Xiao , Lei Lei , Yuheng Zhang , Yisong Yue , David Simchi-Levi

In combinatorial auctions, a designer must decide how to allocate a set of indivisible items amongst a set of bidders. Each bidder has a valuation function which gives the utility they obtain from any subset of the items. Our focus is…

Computer Science and Game Theory · Computer Science 2017-03-31 Shaddin Dughmi , Bryan Wilder

We study online combinatorial allocation problems in the secretary setting, under interdependent values. In the interdependent model, introduced by Milgrom and Weber (1982), each agent possesses a private signal that captures her…

Computer Science and Game Theory · Computer Science 2025-08-01 Michal Feldman , Simon Mauras , Divyarthi Mohan , Rebecca Reiffenhäuser

We present a reinforcement learning (RL) framework in which the learned policy comes with a machine-checkable certificate of provable adversarial robustness. Our approach, called CAROL, learns a model of the environment. In each learning…

Machine Learning · Computer Science 2023-05-30 Chenxi Yang , Greg Anderson , Swarat Chaudhuri

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

Bilateral bargaining under incomplete information provides a controlled testbed for evaluating large language model (LLM) agent capabilities. Bilateral trade demands individual rationality, strategic surplus maximization, and cooperation to…

Computer Science and Game Theory · Computer Science 2026-04-21 Dirk Bergemann , Soheil Ghili , Xinyang Hu , Chuanhao Li , Zhuoran Yang

We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…

Computer Science and Game Theory · Computer Science 2019-05-15 Thomas Nedelec , Noureddine El Karoui , Vianney Perchet

This paper studies tabular reinforcement learning (RL) in the hybrid setting, which assumes access to both an offline dataset and online interactions with the unknown environment. A central question boils down to how to efficiently utilize…

Machine Learning · Computer Science 2023-05-18 Gen Li , Wenhao Zhan , Jason D. Lee , Yuejie Chi , Yuxin Chen