Related papers: Constrained Auto-Bidding via Generative Response M…
We study how a budget-constrained bidder should learn to adaptively bid in repeated first-price auctions to maximize her cumulative payoff. This problem arose due to an industry-wide shift from second-price auctions to first-price auctions…
In this paper, we study the problem of learning to bid in repeated first-price auctions with budget constraints. In each period, the decision maker needs to submit a bid to win the auction and maximize the total collected reward, subject to…
Optimizing the advertiser's cumulative value of winning impressions under budget constraints poses a complex challenge in online advertising, under the paradigm of AI-Generated Bidding (AIGB). Advertisers often have personalized objectives…
Automated bidding, an emerging intelligent decision making paradigm powered by machine learning, has become popular in online advertising. Advertisers in automated bidding evaluate the cumulative utilities and have private financial…
In programmatic advertising, ad slots are usually sold using second-price (SP) auctions in real-time. The highest bidding advertiser wins but pays only the second-highest bid (known as the winning price). In SP, for a single item, the…
Recent advancements in the Generative Reward Model (GRM) have demonstrated its potential to enhance the reasoning abilities of LLMs through Chain-of-Thought (CoT) prompting. Despite these gains, existing implementations of GRM suffer from…
Generative Reward Models (GRMs) provide greater flexibility than scalar reward models in capturing human preferences, but their effectiveness is limited by poor reasoning capabilities. This often results in incomplete or overly speculative…
In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…
In this paper, we consider the problem of resource congestion control for competing online learning agents. On the basis of non-cooperative game as the model for the interaction between the agents, and the noisy online mirror ascent as the…
By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…
Generative design refers to computational design methods that can automatically conduct design exploration under constraints defined by designers. Among many approaches, topology optimization-based generative designs aim to explore diverse…
We present a deep learning solution to address the challenges of simulating realistic synthetic first-price sealed-bid auction data. The complexities encountered in this type of auction data include high-cardinality discrete feature spaces…
This paper presents a capacity-constrained incentive-based demand response approach for residential smart grids. It aims to maintain electricity grid capacity limits and prevent congestion by financially incentivising end users to reduce or…
While deep generative models~(DGMs) have demonstrated remarkable success in capturing complex data distributions, they consistently fail to learn constraints that encode domain knowledge and thus require constraint integration. Existing…
Maintaining system balance becomes increasingly challenging as market design and grid capacity enhancement lag behind the growing share of renewables, requiring greater effort from both the transmission system operator (TSO) and the Balance…
In the area of physical simulations, nearly all neural-network-based methods directly predict future states from the input states. However, many traditional simulation engines instead model the constraints of the system and select the state…
Online auction scenarios, such as bidding searches on advertising platforms, often require bidders to participate repeatedly in auctions for identical or similar items. Most previous studies have only considered the process by which the…
The Restricted Boltzmann Machine (RBM) is one of the simplest generative neural networks capable of learning input distributions. Despite its simplicity, the analysis of its performance in learning from the training data is only well…
In mechanism design it is typical to impose incentive compatibility and then derive an optimal mechanism subject to this constraint. By replacing the incentive compatibility requirement with the goal of minimizing expected ex post regret,…
Operators of Electric Autonomous Mobility-on-Demand (E-AMoD) fleets need to make several real-time decisions such as matching available vehicles to ride requests, rebalancing idle vehicles to areas of high demand, and charging vehicles to…