相关论文: Online Pandora's Boxes and Bandits

Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…

This paper presents a bidding system for sponsored search auctions under an unknown valuation model. This formulation assumes that the bidder's value is unknown, evolving arbitrarily, and observed only upon winning an auction. Unlike…

Imagine you are a computer scientist who enjoys attending conferences or workshops within the year. Sadly, your travel budget is limited, so you must select a subset of events you can travel to. When you are aware of all possible events and…

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the context used at each decision may be corrupted ("useless context"). This…

Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new…

We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the…

In combinatorial auctions, a designer must decide how to allocate a set of indivisible items amongst a set of bidders. Each bidder has a valuation function which gives the utility they obtain from any subset of the items. Our focus is…

This paper investigates the adversarial Bandits with Knapsack (BwK) online learning problem, where a player repeatedly chooses to perform an action, pays the corresponding cost, and receives a reward associated with the action. The player…

We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period.…

We analyze the competitive ratio and the advice complexity of the online unbounded knapsack problem. An instance is given as a sequence of n items with a size and a value each, and an algorithm has to decide how often to pack each item into…

Motivated by applications in clinical trials and finance, we study the problem of online convex optimization (with bandit feedback) where the decision maker is risk-averse. We provide two algorithms to solve this problem. The first one is a…

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,…

Online model selection in Bayesian bandits raises a fundamental exploration challenge: When an environment instance is sampled from a prior distribution, how can we design an adaptive strategy that explores multiple bandit learners and…

Prior work on the complexity of bribery assumes that the bribery happens simultaneously, and that the briber has full knowledge of all voters' votes. But neither of those assumptions always holds. In many real-world settings, votes come in…

We consider an adversarial online learning setting where a decision maker can choose an action in every stage of the game. In addition to observing the reward of the chosen action, the decision maker gets side observations on the reward he…

Imagine yourself moving to another place, and therefore, you need to pack all of your belongings into moving boxes with some capacity. In the classical bin packing model, you would try to minimize the number of boxes, knowing the exact size…

Computing lower and upper bounds on the competitive ratio of online algorithms is a challenging question: For a minimization combinatorial problem, proving a competitive ratio for a given algorithm leads to an upper bound. However computing…

Given a sequence of independent random variables with a common continuous distribution, we consider the online decision problem where one seeks to minimize the expected value of the time that is needed to complete the selection of a…

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…