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We study the linear contextual bandit problem in the presence of adversarial corruption, where the reward at each round is corrupted by an adversary, and the corruption level (i.e., the sum of corruption magnitudes over the horizon) is…

Machine Learning · Computer Science 2022-07-12 Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

We study revenue optimization learning algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation for a good and seeks to maximize his cumulative discounted…

Computer Science and Game Theory · Computer Science 2018-02-09 Alexey Drutsa

Algorithmic decision-making in high-stakes domains often involves assigning decisions to agents with incentives to strategically modify their input to the algorithm. In addition to dealing with incentives, in many domains of interest (e.g.…

Computer Science and Game Theory · Computer Science 2023-10-31 Keegan Harris , Chara Podimata , Zhiwei Steven Wu

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

When designing a preemptive online algorithm for the maximum matching problem, we wish to maintain a valid matching M while edges of the underlying graph are presented one after the other. When presented with an edge e, the algorithm should…

Data Structures and Algorithms · Computer Science 2015-03-20 Leah Epstein , Asaf Levin , Danny Segev , Oren Weimann

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

Online bipartite matching is a classical problem in online algorithms and we know that both the deterministic fractional and randomized integral online matchings achieve the same competitive ratio of $1-\frac{1}{e}$. In this work, we study…

Data Structures and Algorithms · Computer Science 2025-11-21 Amey Bhangale , Arghya Chakraborty , Prahladh Harsha

We solve the secretary problem in the case that the ranked items arrive in a statistically biased order rather than in uniformly random order. The bias is given by a Mallows distribution with parameter $q\in(0,1)$, so that higher ranked…

Probability · Mathematics 2021-12-02 Ross G. Pinsky

We study the problem of fair online resource allocation via non-monetary mechanisms, where multiple agents repeatedly share a resource without monetary transfers. Previous work has shown that every agent can guarantee $1/2$ of their ideal…

Computer Science and Game Theory · Computer Science 2025-05-27 David X. Lin , Daniel Hall , Giannis Fikioris , Siddhartha Banerjee , Éva Tardos

In a typical optimization problem, the task is to pick one of a number of options with the lowest cost or the highest value. In practice, these cost/value quantities often come through processes such as measurement or machine learning,…

Data Structures and Algorithms · Computer Science 2022-07-20 Mohammad Mahdian , Jieming Mao , Kangning Wang

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

We study a mechanism design problem where a seller aims to allocate a good to multiple bidders, each with a private value. The seller supports or favors a specific group, referred to as the minority group. Specifically, the seller requires…

Theoretical Economics · Economics 2025-02-13 Ruiqin Wang , Cagil Kocyigit , Napat Rujeerapaiboon

In a matroid secretary problem, one is presented with a sequence of objects of various weights in a random order, and must choose irrevocably to accept or reject each item. There is a further constraint that the set of items selected must…

Computer Science and Game Theory · Computer Science 2013-01-22 David Harris , Manish Purohit

Optimization problems routinely depend on uncertain parameters that must be predicted before a decision is made. Classical robust and regret formulations are designed to handle erroneous predictions and can provide statistical error bounds…

Optimization and Control · Mathematics 2026-03-30 Jannis Kurtz , Bart P. G. van Parys

We consider a setting where a system learns to rank a fixed set of $m$ items. The goal is produce good item rankings for users with diverse interests who interact online with the system for $T$ rounds. We consider a novel top-$1$ feedback…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

In submodular $k$-secretary problem, the goal is to select $k$ items in a randomly ordered input so as to maximize the expected value of a given monotone submodular function on the set of selected items. In this paper, we introduce a…

Data Structures and Algorithms · Computer Science 2018-09-18 Shipra Agrawal , Mohammad Shadravan , Cliff Stein

In this paper, we consider two paradigms that are developed to account for uncertainty in optimization models: robust optimization (RO) and joint estimation-optimization (JEO). We examine recent developments on efficient and scalable…

Optimization and Control · Mathematics 2018-04-16 Nam Ho-Nguyen , Fatma Kilinc-Karzan

Learning optimal policies from historical data enables personalization in a wide variety of applications including healthcare, digital recommendations, and online education. The growing policy learning literature focuses on settings where…

Machine Learning · Statistics 2022-11-17 Ruohan Zhan , Zhimei Ren , Susan Athey , Zhengyuan Zhou

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute…

Machine Learning · Computer Science 2023-02-07 Aldo Pacchiano , Aadirupa Saha , Jonathan Lee

In this work, we investigate the online learning problem of revenue maximization in ad auctions, where the seller needs to learn the click-through rates (CTRs) of each ad candidate and charge the price of the winner through a pay-per-click…

Information Retrieval · Computer Science 2024-03-05 Zhe Feng , Christopher Liaw , Zixin Zhou