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The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…

机器学习 · 统计学 2017-11-03 Nir Levine , Koby Crammer , Shie Mannor

In display advertising, a small group of sellers and bidders face each other in up to 10 12 auctions a day. In this context, revenue maximisation via monopoly price learning is a high-value problem for sellers. By nature, these auctions are…

机器学习 · 计算机科学 2020-10-21 Lorenzo Croissant , Marc Abeille , Clément Calauzènes

Online advertising platforms use automated auctions to connect advertisers with potential customers, requiring effective bidding strategies to maximize profits. Accurate ad impact estimation requires considering three key factors: delayed…

机器学习 · 计算机科学 2025-10-24 Yuwei Cheng , Zifeng Zhao , Haifeng Xu

For Internet platforms operating real-time bidding (RTB) advertising service, a comprehensive understanding of user lifetime value (LTV) plays a pivotal role in optimizing advertisement allocation efficiency and maximizing the return on…

信息检索 · 计算机科学 2025-10-10 Tianwei Li , Yu Zhao , Yunze Li , Sheng Li

In supply chain management, decision-making often involves balancing multiple conflicting objectives, such as cost reduction, service level improvement, and environmental sustainability. Traditional multi-objective optimization methods,…

人工智能 · 计算机科学 2025-09-09 Niki Kotecha , Ehecatl Antonio del Rio Chanona

Reward design has been one of the central challenges for real world reinforcement learning (RL) deployment, especially in settings with multiple objectives. Preference-based RL offers an appealing alternative by learning from human…

人工智能 · 计算机科学 2026-02-25 Chenyang Zhao , Vinny Cahill , Ivana Dusparic

In online advertising, a set of potential advertisements can be ranked by a certain auction system where usually the top-1 advertisement would be selected and displayed at an advertising space. In this paper, we show a selection bias issue…

信息检索 · 计算机科学 2022-06-09 Shinya Suzumura , Hitoshi Abe

Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…

信息检索 · 计算机科学 2023-08-01 Ruiyang Xu , Jalaj Bhandari , Dmytro Korenkevych , Fan Liu , Yuchen He , Alex Nikulkov , Zheqing Zhu

The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…

机器学习 · 计算机科学 2023-10-17 Dmytro Korenkevych , Frank Cheng , Artsiom Balakir , Alex Nikulkov , Lingnan Gao , Zhihao Cen , Zuobing Xu , Zheqing Zhu

Real-time bidding (RTB) has become one of the largest online advertising markets in the world. Today the bid price per ad impression is typically decided by the expected value of how it can lead to a desired action event (e.g., registering…

计算机科学与博弈论 · 计算机科学 2016-02-16 Jian Xu , Xuhui Shao , Jianjie Ma , Kuang-chih Lee , Hang Qi , Quan Lu

There are two major ways of selling impressions in display advertising. They are either sold in spot through auction mechanisms or in advance via guaranteed contracts. The former has achieved a significant automation via real-time bidding…

计算机科学与博弈论 · 计算机科学 2015-12-11 Bowei Chen , Shuai Yuan , Jun Wang

Reinforcement learning has gathered much attention in recent years due to its rapid development and rich applications, especially on control systems and robotics. When tackling real-world applications with reinforcement learning method, the…

机器学习 · 计算机科学 2025-10-02 Andy Wu , Chun-Cheng Lin , Rung-Tzuo Liaw , Yuehua Huang , Chihjung Kuo , Chia Tong Weng

Optimal order execution is widely studied by industry practitioners and academic researchers because it determines the profitability of investment decisions and high-level trading strategies, particularly those involving large volumes of…

交易与市场微观结构 · 定量金融 2020-09-15 Michaël Karpe , Jin Fang , Zhongyao Ma , Chen Wang

In this paper, we introduce the COmbinatorial Multi-Objective Multi-Armed Bandit (COMO-MAB) problem that captures the challenges of combinatorial and multi-objective online learning simultaneously. In this setting, the goal of the learner…

机器学习 · 计算机科学 2018-03-13 Doruk Öner , Altuğ Karakurt , Atilla Eryılmaz , Cem Tekin

Multi-task reinforcement learning (MTRL) demonstrate potential for enhancing the generalization of a robot, enabling it to perform multiple tasks concurrently. However, the performance of MTRL may still be susceptible to conflicts between…

机器学习 · 计算机科学 2024-04-10 Jinyuan Feng , Min Chen , Zhiqiang Pu , Tenghai Qiu , Jianqiang Yi

Trajectory Optimization (TO) and Reinforcement Learning (RL) offer complementary strengths for solving optimal control problems. TO efficiently computes locally optimal solutions but can struggle with non-convexity, while RL is more robust…

机器人学 · 计算机科学 2026-02-24 Elisa Alboni , Pietro Noah Crestaz , Elias Fontanari , Andrea Del Prete

Conventional multi-agent path planners typically compute an ensemble of paths while optimizing a single objective, such as path length. However, many applications may require multiple objectives, say fuel consumption and completion time, to…

人工智能 · 计算机科学 2022-06-23 Zhongqiang Ren , Sivakumar Rathinam , Howie Choset

Training agents in multi-agent competitive games presents significant challenges due to their intricate nature. These challenges are exacerbated by dynamics influenced not only by the environment but also by opponents' strategies. Existing…

机器学习 · 计算机科学 2023-08-22 The Viet Bui , Tien Mai , Thanh Hong Nguyen

Model-based reinforcement learning (MBRL) and model-free reinforcement learning (MFRL) evolve along distinct paths but converge in the design of Dyna-Q [1]. However, modern RL methods still struggle with effective transferability across…

机器学习 · 计算机科学 2025-12-18 Quanxi Zhou , Wencan Mao , Manabu Tsukada , John C. S. Lui , Yusheng Ji

Restless multi-armed bandits (RMAB) have been widely used to model sequential decision making problems with constraints. The decision maker (DM) aims to maximize the expected total reward over an infinite horizon under an "instantaneous…

机器学习 · 计算机科学 2023-12-25 Shufan Wang , Guojun Xiong , Jian Li