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In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an…

Computer Science and Game Theory · Computer Science 2022-02-11 Niklas Lauffer , Mahsa Ghasemi , Abolfazl Hashemi , Yagiz Savas , Ufuk Topcu

Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…

Machine Learning · Computer Science 2022-04-06 Jonathan Lee , Ching-An Cheng , Ken Goldberg , Byron Boots

In this article we propose a probabilistic framework in order to study the fair division of a divisible good, e.g., a cake, between n players. Our framework follows the same idea than the ''Full independence model'' used in the study of…

Computational Complexity · Computer Science 2021-08-25 Guillaume Chèze

In modern advertising platforms, learning algorithms are deployed by budget-constrained bidders to maximize their accumulated value. These algorithms often offer classical utility guarantees like no-regret, i.e., the agent's utility is at…

Computer Science and Game Theory · Computer Science 2026-02-23 Giannis Fikioris , Robert Kleinberg , Yoav Kolumbus , Yishay Mansour , Eva Tardos

The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical…

Computer Science and Game Theory · Computer Science 2024-02-21 David Sychrovský , Michal Šustr , Elnaz Davoodi , Michael Bowling , Marc Lanctot , Martin Schmid

In this paper, we revisit the problem of smoothed online learning, in which the online learner suffers both a hitting cost and a switching cost, and target two performance metrics: competitive ratio and dynamic regret with switching cost.…

Machine Learning · Computer Science 2021-05-19 Lijun Zhang , Wei Jiang , Shiyin Lu , Tianbao Yang

We study the problem of episodic reinforcement learning in continuous state-action spaces with unknown rewards and transitions. Specifically, we consider the setting where the rewards and transitions are modeled using parametric bilinear…

Machine Learning · Computer Science 2022-10-06 Reda Ouhamma , Debabrota Basu , Odalric-Ambrym Maillard

We study regret minimization under privacy constraints in episodic inhomogeneous linear Markov Decision Processes (MDPs), motivated by the growing use of reinforcement learning (RL) in personalized decision-making systems that rely on…

Machine Learning · Computer Science 2025-04-29 Sharan Sahu

We consider the problem of learning optimal reserve price in repeated auctions against non-myopic bidders, who may bid strategically in order to gain in future rounds even if the single-round auctions are truthful. Previous algorithms,…

Computer Science and Game Theory · Computer Science 2018-05-01 Zhiyi Huang , Jinyan Liu , Xiangning Wang

The following game is played on a weighted graph: Alice selects a matching $M$ and Bob selects a number $k$. Alice's payoff is the ratio of the weight of the $k$ heaviest edges of $M$ to the maximum weight of a matching of size at most $k$.…

Discrete Mathematics · Computer Science 2017-05-19 Jannik Matuschke , Martin Skutella , José A. Soto

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

In this paper, online game is studied, where at each time, a group of players aim at selfishly minimizing their own time-varying cost function simultaneously subject to time-varying coupled constraints and local feasible set constraints.…

Computer Science and Game Theory · Computer Science 2023-06-29 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang

We consider the following communication problem: Alice and Bob each have some valuation functions $v_1(\cdot)$ and $v_2(\cdot)$ over subsets of $m$ items, and their goal is to partition the items into $S, \bar{S}$ in a way that maximizes…

Computer Science and Game Theory · Computer Science 2017-04-13 Mark Braverman , Jieming Mao , S. Matthew Weinberg

We study Bayesian learning in episodic, finite-horizon zero-sum Markov games with unknown transition and reward models. We investigate a posterior algorithm in which each player maintains a Bayesian posterior over the game model,…

Machine Learning · Computer Science 2026-03-24 Chang-Wei Yueh , Andy Zhao , Ashutosh Nayyar , Rahul Jain

We consider the problem of envy-free cake cutting, which is the distribution of a continuous heterogeneous resource among self interested players such that nobody prefers what somebody else receives to what they get. Existing work has…

Computer Science and Game Theory · Computer Science 2018-01-26 Eshwar Ram Arunachaleswaran , Ragavendran Gopalakrishnan

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Machine Learning · Computer Science 2026-04-16 Tomáš Kocák , Gergely Neu , Michal Valko

Repeated multi-unit auctions, where a seller allocates multiple identical items over many rounds, are common mechanisms in electricity markets and treasury auctions. We compare the two predominant formats: uniform-price and discriminatory…

Computer Science and Game Theory · Computer Science 2025-10-23 Marius Potfer , Vianney Perchet

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as…

Machine Learning · Computer Science 2017-06-08 Branislav Kveton , Zheng Wen , Azin Ashkan , Csaba Szepesvari

We study online learning for optimal allocation when the resource to be allocated is time. %Examples of possible applications include job scheduling for a computing server, a driver filling a day with rides, a landlord renting an estate,…

Machine Learning · Statistics 2021-11-05 Etienne Boursier , Tristan Garrec , Vianney Perchet , Marco Scarsini

We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…

Machine Learning · Computer Science 2025-03-14 Aadirupa Saha , Vinod Raman , Hilal Asi
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