Related papers: The Role of Commitment in Optimal Stopping
We consider the problem of a decision-maker searching for information on multiple alternatives when information is learned on all alternatives simultaneously. The decision-maker has a running cost of searching for information, and has to…
Optimal stopping problems give rise to random distributions describing how many applicants the decision-maker will sample or interview before choosing one, a quantity sometimes referred to as the search time or process duration. This…
Decision making under uncertainty is at the heart of any autonomous system acting with imperfect information. The cost of solving the decision making problem is exponential in the action and observation spaces, thus rendering it unfeasible…
Martin Weitzman's "Pandora's problem" furnishes the mathematical basis for optimal search theory in economics. Nearly 40 years later, Laura Doval introduced a version of the problem in which the searcher is not obligated to pay the cost of…
Given a bimatrix game, the associated leadership or commitment games are defined as the games at which one player, the leader, commits to a (possibly mixed) strategy and the other player, the follower, chooses his strategy after having…
We consider an optimal stopping problem with n correlated offers where the goal is to design a (randomized) stopping strategy that maximizes the expected value of the offer in the sequence at which we stop. Instead of assuming to know the…
We initiate the study of bribery problem in the context of gerrymandering and reverse gerrymandering. In our most general problem, the input is a set of voters having votes over a set of alternatives, a graph on the voters, a partition of…
We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-linear) $g$-expectation. We then consider a non-zero-sum…
The well-known secretary problem in sequential analysis and optimal stopping theory asks one to maximize the probability of finding the optimal candidate in a sequentially examined list under the constraint that accept/reject decisions are…
In this paper we study the optimization problem of an economic agent who chooses a job and the time of retirement as well as consumption and portfolio of assets. The agent is constrained in the ability to borrow against future income. We…
We study a dynamic game where an expert sends probabilistic forecasts to a decision-maker. The decision-maker verifies these forecasts using a calibration test based on past data. How should the expert send forecasts to maximize her payoff…
We initiate the study of the prophet inequality problem through the resource augmentation framework in scenarios when the values of the rewards are correlated. Our goal is to determine the number of additional rewards an online algorithm…
We consider POMDPs in which the weight of the stage payoff depends on the past sequence of signals and actions occurring in the infinitely repeated problem. We prove that for all epsilon>0, there exists a strategy that is epsilon-optimal…
Online reinforcement learning in infinite-horizon Markov decision processes (MDPs) remains less theoretically and algorithmically developed than its episodic counterpart, with many algorithms suffering from high ``burn-in'' costs and…
In the Serial Parallel Decision Problem (SPDP), introduced by Kuszmaul and Westover [SPAA'24], an algorithm receives a series of tasks online, and must choose for each between a serial implementation and a parallelizable (but less…
We consider a hide-and-seek game between a Hider and a Seeker over a finite set of locations. The Hider chooses one location to conceal a stationary treasure, while the Seeker visits the locations sequentially along a route. As the search…
Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…
How attention scarcity effects the outcomes of a game? We present our findings on a version of the Iterated Prisoners Dilemma (IPD) game in which players can accept or refuse to play with their partner. We study the memory size effect on…
Studying complexity of various bribery problems has been one of the main research focus in computational social choice. In all the models of bribery studied so far, the briber has to pay every voter some amount of money depending on what…
Consider a stream of $n$ random points (say, from the unit square) arriving one by one, where a player has to make an irreversible immediate decision for each arriving point whether to pick it. The player has to pick a single point, and the…