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作者：Blanchet, Jose; Xu, Renyuan; Zhou, Zhengyuan
作者单位：Stanford University; University of Southern California; University of Oxford; New York University
摘要：In this paper, we consider online learning in generalized linear contextual bandits where rewards are not immediately observed. Instead, rewards are available to the decision maker only after some delay, which is unknown and stochastic. Such delayed feedback occurs in several active learning settings, including product recommendation, personalized medical treatment selection, bidding in first-price auctions, and bond trading in over-the-counter markets. We study the performance of two well-kno...
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作者：Hazla, Jan; Jin, Yan; Mossel, Elchanan; Ramnarayan, Govind
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We introduce a simple geometric model of opinion polarization. It is a model of political persuasion as well as marketing and advertising, utilizing social values. It focuses on the interplay between different topics and persuasion efforts. We demonstrate that societal opinion polarization often arises as an unintended by-product of influencers attempting to promote a product or idea. We discuss a number of mechanisms for the emergence of polarization involving one or more influencers, sending...
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作者：Luo, Yiyun; Sun, Will Wei; Liu, Yufeng
作者单位：Shanghai University of Finance & Economics; Purdue University System; Purdue University; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
摘要：Contextual dynamic pricing aims to set personalized prices based on sequential interactions with customers. At each time period, a customer who is interested in purchasing a product comes to the platform. The customer's valuation for the product is a linear function of contexts, including product and customer features, plus some random market noise. The seller does not observe the customer's true valuation, but instead needs to learn the valuation by leveraging contextual information and histo...
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作者：Correa, Jose; Cristi, Andres; Epstein, Boris; Soto, Jose A.
作者单位：Universidad de Chile; Universidad de Chile; Columbia University
摘要：We take a unifying approach to single selection optimal stopping problems with random arrival order and independent sampling of items. In the problem we consider, a decision maker (DM) initially gets to sample each of N items independently with probability p, and can observe the relative rankings of these sampled items. Then, the DM faces the remaining items in an online fashion, observing the relative rankings of all revealed items. While scanning the sequence the DM makes irrevocable stop/co...
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作者：Xiao, Nachuan; Liu, Xin; Toh, Kim-Chuan
作者单位：National University of Singapore; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS; National University of Singapore
摘要：In this paper, we consider optimization problems over closed embedded submanifolds of Rn, which are defined by the constraints c(x) = 0. We propose a class of constraint-dissolving approaches for these Riemannian optimization problems. In these proposed approaches, solving a Riemannian optimization problem is transferred into the unconstrained minimization of a constraint-dissolving function (CDF). Different from existing exact penalty functions, the exact gradient and Hessian of CDF are easy ...
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作者：Kizilkale, Can; Vohra, Rakesh
作者单位：University of California System; University of California Berkeley; United States Department of Energy (DOE); Lawrence Berkeley National Laboratory; University of Pennsylvania; University of Pennsylvania
摘要：Trades based on bilateral (indivisible) contracts can be represented by a network. Vertices correspond to agents, whereas arcs represent the nonprice elements of a bilateral contract. Given prices for each arc, agents choose the incident arcs that maximize their utility. We enlarge the model to allow for polymatroidal constraints on the set of contracts that may be traded, which can be interpreted as modeling limited one-for-one substitution. We show that, for two-sided markets, there exists a...
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作者：Branzei, Simina; Sandomirskiy, Fedor
作者单位：Purdue University System; Purdue University; California Institute of Technology
摘要：We study the problem of allocating divisible bads (chores) among multiple agents with additive utilities when monetary transfers are not allowed. The competitive rule is known for its remarkable fairness and efficiency properties in the case of goods. This rule was extended to chores by Bogomolnaia, Moulin, Sandomirskiy, and Yanovskaya. For both goods and chores, the rule produces Pareto optimal and envy-free allocations. In the case of goods, the outcome of the competitive rule can be easily ...
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作者：Csoka, Peter; Heringsc, Jean-Jacques
作者单位：Corvinus University Budapest; Tilburg University
摘要：We study bankruptcy problems in financial networks in the presence of general bankruptcy laws. The set of clearing payment matrices is shown to be a lattice, which guarantees the existence of a greatest clearing payment and a least clearing payment. Multiplicity of clearing payment matrices is both a theoretical and a practical concern. We present a new condition for uniqueness that generalizes all the existing conditions proposed in the literature. Our condition depends on the decomposition o...
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作者：Chen, Yiwen; Hare, Warren; Jarry-Bolduc, Gabriel
作者单位：University of British Columbia
摘要：Model-based methods are popular in derivative-free optimization (DFO). In most of them, a single model function is built to approximate the objective function. This is generally based on the assumption that the objective function is one black box. However, some real-life and theoretical problems show that the objective function may consist of sev-eral black boxes. In those problems, the information provided by each black box may not be equal. In this situation, one can build multiple submodels...
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作者：Daw, Andrew
作者单位：University of Southern California
摘要：Classic results show that the Hawkes self-exciting point process can be viewed as a collection of temporal clusters, in which exogenously generated initial events give rise to endogenously driven descendant events. This perspective provides the distribution of a cluster's size through a natural connection to branching processes, but this is irrespective of time. Insight into the chronology of a Hawkes process cluster has been much more elusive. Here, we employ this cluster perspective and a no...
