Related papers: The Role of Commitment in Optimal Stopping
We study a continuous and infinite time horizon counterpart to the classic prophet inequality, which we term the stationary prophet inequality problem. Here, copies of a good arrive and perish according to Poisson point processes. Buyers…
Differential privacy (DP) is the standard for privacy-preserving analysis, and introduces a fundamental trade-off between privacy guarantees and model performance. Selecting the optimal balance is a critical challenge that can be framed as…
We consider an optimal stopping time problem related with many models found in real options problems. The main goal of this work is to bring for the field of real options, different and more realistic pay-off functions, and negative…
A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…
We consider infinite-state turn-based stochastic games of two players, Box and Diamond, who aim at maximizing and minimizing the expected total reward accumulated along a run, respectively. Since the total accumulated reward is unbounded,…
In adversarial multi-armed bandits, two performance measures are commonly used: static regret, which compares the learner to the best fixed arm, and dynamic regret, which compares it to the best sequence of arms. While optimal algorithms…
We introduce the study of search games between a mobile Searcher and an immobile Hider in a new setting in which the Searcher has some potentially erroneous information, i.e., a prediction on the Hider's position. The objective is to…
This paper characterizes optimal classification when individuals adjust their behavior in response to the classification rule. We model the interaction between a designer and a population as a Stackelberg game: the designer selects a…
We study a robust optimal stopping problem with respect to a set $\cP$ of mutually singular probabilities. This can be interpreted as a zero-sum controller-stopper game in which the stopper is trying to maximize its pay-off while an adverse…
We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…
Commitment is a well-established mechanism for fostering cooperation in human society and multi-agent systems. However, existing research has predominantly focused on the commitment that neglects the freedom of players to abstain from an…
Consider the domain of multiclass classification within the adversarial online setting. What is the price of relying on bandit feedback as opposed to full information? To what extent can an adaptive adversary amplify the loss compared to an…
In a classic model analysed by Weitzman an agent is presented with boxes containing prizes. She may open boxes in any order, discover prizes within, and optimally stop. She wishes to maximize the expected value of the greatest prize found,…
We introduce a betting game, where the gambler aims to guess the last success epoch from past observed data. The player may bet on the event that no further successes occur, or choose a `trap' which is any span of future times. In the…
We investigate the problem dependent regime in the stochastic Thresholding Bandit problem (TBP) under several shape constraints. In the TBP, the objective of the learner is to output, at the end of a sequential game, the set of arms whose…
As an important psychological and social experiment, the Iterated Prisoner's Dilemma (IPD) treats the choice to cooperate or defect as an atomic action. We propose to study the behaviors of online learning algorithms in the Iterated…
In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…
A Stackelberg game is played between a leader and a follower. The leader first chooses an action, then the follower plays his best response. The goal of the leader is to pick the action that will maximize his payoff given the follower's…
We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…
In online betting, the bookmaker can update the payoffs it offers on a particular event many times before the event takes place, and the updated payoffs may depend on the bets accumulated thus far. We study the problem of bookmaking with…