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Time-inconsistency is a characteristic of human behavior in which people plan for long-term benefits but take actions that differ from the plan due to conflicts with short-term benefits. Such time-inconsistent behavior is believed to be…

计算机科学与博弈论 · 计算机科学 2025-01-15 Yasunori Akagi , Naoki Marumo , Takeshi Kurashima

In repeated games, such as auctions, players rely on autonomous learning agents to choose their actions. We study settings in which players have their agents make monetary transfers to other agents during play at their own expense, in order…

计算机科学与博弈论 · 计算机科学 2026-02-12 Yoav Kolumbus , Joe Halpern , Éva Tardos

Developing autonomous agents that quickly explore an environment and adapt their behavior online is a canonical challenge in robotics and machine learning. While humans are able to achieve such fast online exploration and adaptation, often…

机器学习 · 计算机科学 2025-07-15 Andrew Wagenmaker , Zhiyuan Zhou , Sergey Levine

In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new…

数据结构与算法 · 计算机科学 2022-05-03 Guanting Chen , Xiaocheng Li , Yinyu Ye

When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…

最优化与控制 · 数学 2025-09-24 Jérôme Taupin , Xavier Leturc , Christophe J. Le Martret

We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…

机器学习 · 计算机科学 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

We develop a decision making framework to cast the problem of learning a ranking policy for search or recommendation engines in a two-sided e-commerce marketplace as an expected reward optimization problem using observational data. As a…

信息检索 · 计算机科学 2024-10-08 Ehsan Ebrahimzadeh , Nikhil Monga , Hang Gao , Alex Cozzi , Abraham Bagherjeiran

Online allocation is a broad class of problems where items arriving online have to be allocated to agents who have a fixed utility/cost for each assigned item so to maximize/minimize some objective. This framework captures a broad range of…

计算机科学与博弈论 · 计算机科学 2023-05-31 Ilan Reuven Cohen , Debmalya Panigrahi

Cyber-physical systems, such as mobile robots, must respond adaptively to dynamic operating conditions. Effective operation of these systems requires that sensing and actuation tasks are performed in a timely manner. Additionally, execution…

机器学习 · 计算机科学 2012-03-19 Robert Glaubius , Terry Tidwell , Christopher Gill , William D. Smart

Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…

人工智能 · 计算机科学 2012-06-18 Michael Bowling , Martin Zinkevich

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

机器学习 · 计算机科学 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

数据结构与算法 · 计算机科学 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

In this paper I present several algorithmic techniques for improving the decision process of multiple types of agents behaving in environments where their interests are in conflict. The interactions between the agents are modelled by using…

计算机科学与博弈论 · 计算机科学 2009-08-04 Mugurel Ionut Andreica

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

最优化与控制 · 数学 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

Online task scheduling serves an integral role for task-intensive applications in cloud computing and crowdsourcing. Optimal scheduling can enhance system performance, typically measured by the reward-to-cost ratio, under some task arrival…

机器学习 · 计算机科学 2024-02-27 Yongxin Xu , Shangshang Wang , Hengquan Guo , Xin Liu , Ziyu Shao

In the problem of online learning for changing environments, data are sequentially received one after another over time, and their distribution assumptions may vary frequently. Although existing methods demonstrate the effectiveness of…

机器学习 · 计算机科学 2023-07-18 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Christan Grant , Feng Chen

Time-varying systems are a challenge in many scientific and engineering areas. Usually, estimation of time-varying parameters or signals must be performed online, which calls for the development of responsive online algorithms. In this…

最优化与控制 · 数学 2018-09-10 Sophie M. Fosson

In many practical applications of machine learning data arrives sequentially over time in large chunks. Practitioners have then to decide how to allocate their computational budget in order to obtain the best performance at any point in…

机器学习 · 计算机科学 2022-08-03 Lucas Caccia , Jing Xu , Myle Ott , Marc'Aurelio Ranzato , Ludovic Denoyer

This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…

最优化与控制 · 数学 2022-03-15 Ana M. Ospina , Andrea Simonetto , Emiliano Dall'Anese

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

机器学习 · 计算机科学 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou