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A core element in decision-making under uncertainty is the feedback on the quality of the performed actions. However, in many applications, such feedback is restricted. For example, in recommendation systems, repeatedly asking the user to…

Machine Learning · Computer Science 2021-07-13 Yonathan Efroni , Nadav Merlis , Aadirupa Saha , Shie Mannor

Online advertising banners are sold in real-time through auctions.Typically, the more banners a user is shown, the smaller the marginalvalue of the next banner for this user is. This fact can be detected bybasic ML models, that can be used…

Computer Science and Game Theory · Computer Science 2024-07-16 Benjamin Heymann , Rémi Chan--Renous-Legoubin , Alexandre Gilotte

Automated bidding to optimize online advertising with various constraints, e.g. ROI constraints and budget constraints, is widely adopted by advertisers. A key challenge lies in designing algorithms for non-truthful mechanisms with ROI…

Computer Science and Game Theory · Computer Science 2025-10-21 Yuan Deng , Yilin Li , Wei Tang , Hanrui Zhang

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

This paper introduces a control-theoretic framework for dynamic payment routing, implemented within JUSPAY's Payment Orchestrator to maximize transaction success rate. The routing system is modeled as a closed-loop feedback controller…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Aniket Agrawal , Harsharanga Patil

The internet advertising market is a multi-billion dollar industry, in which advertisers buy thousands of ad placements every day by repeatedly participating in auctions. An important and ubiquitous feature of these auctions is the presence…

Computer Science and Game Theory · Computer Science 2022-10-11 Santiago Balseiro , Christian Kroer , Rachitesh Kumar

Advertisers usually enjoy the flexibility to choose criteria like target audience, geographic area and bid price when planning an campaign for online display advertising, while they lack forecast information on campaign performance to…

Machine Learning · Computer Science 2022-02-25 Jun Chen , Cheng Chen , Huayue Zhang , Qing Tan

We address the problem of conformal selection, where an agent must select a minimal subset of options to ensure that at least one ``success'' is identified with a pre-specified target probability $\phi$. While traditional online conformal…

Machine Learning · Computer Science 2026-05-15 Sreenivas Gollapudi , Kostas Kollias , Kamesh Munagala , Ali Sinop

Predictive business process monitoring aims at providing predictions about running instances by analyzing logs of completed cases in a business process. Recently, a lot of research focuses on increasing productivity and efficiency in a…

Artificial Intelligence · Computer Science 2021-09-23 Gyunam Park , Minseok Song

Internet search companies sell advertisement slots based on users' search queries via an auction. While there has been a lot of attention on the auction process and its game-theoretic aspects, our focus is on the advertisers. In particular,…

Data Structures and Algorithms · Computer Science 2007-05-23 Jon Feldman , S. Muthukrishnan , Martin Pal , Cliff Stein

A strategy is proposed for adaptive stabilization of linear systems, depending on an uncertain parameter. Offline, the Riccati stabilizing feedback input control operators, corresponding to parameters in a finite training set of chosen…

Optimization and Control · Mathematics 2023-07-27 Philipp A. Guth , Karl Kunisch , Sérgio S. Rodrigues

The increasing reliance on human preference feedback to judge AI-generated pseudo labels has created a pressing need for principled, budget-conscious data acquisition strategies. We address the crucial question of how to optimally allocate…

Machine Learning · Statistics 2026-02-13 Zihan Dong , Xiaotian Hou , Ruijia Wu , Linjun Zhang

We propose a contextual-bandit approach for demand side management by offering price incentives. More precisely, a target mean consumption is set at each round and the mean consumption is modeled as a complex function of the distribution of…

Machine Learning · Computer Science 2019-05-14 Margaux Brégère , Pierre Gaillard , Yannig Goude , Gilles Stoltz

This study investigates the integration of forecasting and optimization in energy management systems, with a focus on the role of switching costs -- penalties incurred from frequent operational adjustments. We develop a theoretical and…

Systems and Control · Electrical Eng. & Systems 2025-04-16 Evgenii Genov , Julian Ruddick , Christoph Bergmeir , Majid Vafaeipour , Thierry Coosemans , Salvador Garcia , Maarten Messagie

Performance analysis of all kinds of randomised search heuristics is a rapidly growing and developing field. Run time and solution quality are two popular measures of the performance of these algorithms. The focus of this paper is on the…

Neural and Evolutionary Computing · Computer Science 2019-11-11 Jun He , Thomas Jansen , Christine Zarges

Real-Time Bidding (RTB) is an important paradigm in display advertising, where advertisers utilize extended information and algorithms served by Demand Side Platforms (DSPs) to improve advertising performance. A common problem for DSPs is…

Computer Science and Game Theory · Computer Science 2019-05-30 Xun Yang , Yasong Li , Hao Wang , Di Wu , Qing Tan , Jian Xu , Kun Gai

We present a framework to design nonlinear robust output feedback model predictive control (MPC) schemes that ensure constraint satisfaction under noisy output measurements and disturbances. We provide novel estimation methods to bound the…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Large language models improve with scale, yet feedback-based alignment still exhibits systematic deviations from intended behavior. Motivated by bounded rationality in economics and cognitive science, we view judgment as resource-limited…

Machine Learning · Computer Science 2025-09-22 Wenjun Cao

Solving chance-constrained stochastic optimal control problems is a significant challenge in control. This is because no analytical solutions exist for up to a handful of special cases. A common and computationally efficient approach for…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Alexandre Capone , Tim Brüdigam , Sandra Hirche

Fundamental limits on the performance of feedback controllers are essential for benchmarking algorithms, guiding sensor selection, and certifying task feasibility -- yet few general-purpose tools exist for computing them. Existing…

Optimization and Control · Mathematics 2026-05-26 Vincent Pacelli , Evangelos A. Theodorou
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