Related papers: Online Semi-infinite Linear Programming: Efficient…
We address the problem of active online assortment optimization problem with preference feedback, which is a framework for modeling user choices and subsetwise utility maximization. The framework is useful in various real-world applications…
This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…
We study online convex optimization with constraints consisting of multiple functional constraints and a relatively simple constraint set, such as a Euclidean ball. As enforcing the constraints at each time step through projections is…
In this paper we focus on the solution of online problems with time-varying, linear equality and inequality constraints. Our approach is to design a novel online algorithm by leveraging the tools of control theory. In particular, for the…
An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revealed to the controller in hindsight, and the controller…
This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…
Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…
We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…
We investigate the problem of online learning, which has gained significant attention in recent years due to its applicability in a wide range of fields from machine learning to game theory. Specifically, we study the online optimization of…
We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…
A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…
We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…
We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…
This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…
In this paper, we improve the kernel alignment regret bound for online kernel learning in the regime of the Hinge loss function. Previous algorithm achieves a regret of $O((\mathcal{A}_TT\ln{T})^{\frac{1}{4}})$ at a computational complexity…
A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…
We explore whether quantum advantages can be found for the zeroth-order online convex optimization problem, which is also known as bandit convex optimization with multi-point feedback. In this setting, given access to zeroth-order oracles…
We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…
Feature-based dynamic pricing is an increasingly popular model of setting prices for highly differentiated products with applications in digital marketing, online sales, real estate and so on. The problem was formally studied as an online…
We propose novel classical and quantum online algorithms for learning finite-horizon and infinite-horizon average-reward Markov Decision Processes (MDPs). Our algorithms are based on a hybrid exploration-generative reinforcement learning…