相关论文: Optimal Competitive-Ratio Control

Many applications require solving non-linear control problems that are classically not well behaved. This paper develops a simple and efficient chattering algorithm that learns near optimal decision policies through an open-loop feedback…

We consider the problem of controlling a Linear Quadratic Regulator (LQR) system over a finite horizon $T$ with fixed and known cost matrices $Q,R$, but unknown and non-stationary dynamics $\{A_t, B_t\}$. The sequence of dynamics matrices…

This study considers the partial monitoring problem with $k$-actions and $d$-outcomes and provides the first best-of-both-worlds algorithms, whose regrets are favorably bounded both in the stochastic and adversarial regimes. In particular,…

In this paper, we consider two paradigms that are developed to account for uncertainty in optimization models: robust optimization (RO) and joint estimation-optimization (JEO). We examine recent developments on efficient and scalable…

We study Online Convex Optimization with adversarial constraints (COCO). At each round a learner selects an action from a convex decision set and then an adversary reveals a convex cost and a convex constraint function. The goal of the…

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…

Making judicious channel access and transmission scheduling decisions is essential for improving performance as well as energy and spectral efficiency in multichannel wireless systems. This problem has been a subject of extensive study in…

Most microeconomic models of interest involve optimizing a piecewise linear function. These include contract design in hidden-action principal-agent problems, selling an item in posted-price auctions, and bidding in first-price auctions.…

We study the regulation of algorithmic (non-)collusion amongst sellers in dynamic imperfect price competition by auditing their data as introduced by Hartline et al. [2024]. We develop an auditing method that tests whether a seller's…

We study the problem of data-driven, constrained control of unknown nonlinear dynamics from a single ongoing and finite-horizon trajectory. We consider a one-step optimal control problem with a smooth, black-box objective, typically a…

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

We consider a scheduling problem where a cloud service provider has multiple units of a resource available over time. Selfish clients submit jobs, each with an arrival time, deadline, length, and value. The service provider's goal is to…

We consider the problem of offline reinforcement learning from human feedback (RLHF) with pairwise comparisons proposed by Zhu et al. (2023), where the implicit reward is a linear function of an unknown parameter. Given an offline dataset,…

The theory of deep learning focuses almost exclusively on supervised learning, non-convex optimization using stochastic gradient descent, and overparametrized neural networks. It is common belief that the optimizer dynamics, network…

In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret…

We consider the problem of nonstochastic control with a sequence of quadratic losses, i.e., LQR control. We provide an efficient online algorithm that achieves an optimal dynamic (policy) regret of $\tilde{O}(\text{max}\{n^{1/3}…

We study the linear contextual bandit problem in the presence of adversarial corruption, where the reward at each round is corrupted by an adversary, and the corruption level (i.e., the sum of corruption magnitudes over the horizon) is…

We propose an optimal iterative scheme for federated transfer learning, where a central planner has access to datasets ${\cal D}_1,\dots,{\cal D}_N$ for the same learning model $f_{\theta}$. Our objective is to minimize the cumulative…

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Policy optimization (PO) is a key ingredient for reinforcement learning (RL). For control design, certain constraints are usually enforced on the policies to optimize, accounting for either the stability, robustness, or safety concerns on…