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作者：Ba, Wenjia; Lin, Tianyi; Zhang, Jiawei; Zhou, Zhengyuan
作者单位：University of British Columbia; Columbia University; New York University
摘要：We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time-determined by all players' current joint action-rather than its gradient. We focus on the class of smooth and strongly monotone games and study optimal no-regret learning therein. Leveraging self-concordant barrier functions, we first construct a new bandit learning algorithm and show that it root ffiffiffi achieves the single-agent optimal regret of Theta ( n...
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作者：Li, Weiyuan; Rusmevichientong, Paat; Topaloglu, Huseyin
作者单位：University of Southern California
摘要：When modeling the demand in revenue management systems, a natural approach is to focus on a canonical interval of time, such as a week, so that we forecast the demand over each week in the selling horizon. Ideally, we would like to use random variables with general distributions to model the demand over each week. The current demand can give a signal for the future demand, so we also would like to capture the dependence between the demands over different weeks. Prevalent demand models in the l...
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作者：Darivianakis, Georgios; Georghiou, Angelos; Shafiee, Soroosh; Lygeros, John
作者单位：University of Cyprus; Cornell University; Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：Designing policies for a network of agents is typically done by formulating an optimization problem where each agent has access to state measurements of all the other agents in the network. Such policy designs with centralized information exchange result in optimization problems that are typically hard to solve, require establishing substantial communication links, and do not promote privacy since all information is shared among the agents. Designing policies based on arbitrary communication s...
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作者：Besbes, Omar; Kanoria, Yash; Kumar, Akshit
作者单位：Columbia University
摘要：Dynamic resource allocation problems are ubiquitous, arising in inventory management, order fulfillment, online advertising, and other applications. We initially focus on one of the simplest models of online resource allocation: the multisecretary problem. In the multisecretary problem, a decision maker sequentially hires up to B out of T candidates, and candidate ability values are independently and identically distributed from a distribution F on [ 0, 1 ] . First, we investigate fundamental ...
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作者：Hubner, Thomas; Hug, Gabriela
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：A key challenge in combinatorial auctions is designing bid formats that accurately capture agents' preferences while remaining computationally feasible. This is especially true for electricity auctions, where complex preferences complicate straightforward solutions. In this context, we examine the XOR package bid, the default choice in combinatorial auctions and adopted in European day-ahead and intraday auctions under the name exclusive group of block bids. Unlike parametric bid formats often...
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作者：Rutten, Daan; Zubeldia, Martin; Mukherjee, Debankur
作者单位：University System of Georgia; Georgia Institute of Technology; University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider a large-scale parallel-server loss system with an unknown arrival rate, where each server is able to adjust its processing speed. The objective is to minimize the system cost, which consists of a power cost to maintain the servers' processing speeds and a quality of service cost depending on the tasks' processing times among others. We draw on ideas from stochastic approximation to design a novel speed-scaling algorithm and prove that the servers' processing speeds converge to the ...
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作者：Bui, Ngoc; Nguyen, Duy; Yue, Man-Chung; Nguyen, Viet Anh
作者单位：Yale University; University of North Carolina; University of North Carolina Chapel Hill; University of Hong Kong; Chinese University of Hong Kong
摘要：Algorithmic recourse emerges as a prominent technique to promote the explainability, transparency, and ethics of machine learning models. Existing algorithmic recourse approaches often assume an invariant predictive model; however, the predictive model is usually updated on the arrival of new data. Thus, a recourse that is valid respective to the present model may become in valid for the future model. To resolve this issue, we propose a novel framework to generate a model-agnostic recourse tha...
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作者：den Hertog, Dick; Pauphilet, Jean; Pham, Yannick; Sainte-Rose, Bruno; Song, Baizhi
作者单位：University of Amsterdam; University of London; London Business School
摘要：Increasing ocean plastic pollution is irreversibly harming ecosystems and human economic activities. We partner with a nonprofit organization and use optimization to help clean up oceans from plastic faster. Specifically, we optimize the route of their plastic collection system in the ocean to maximize the quantity of plastic collected over time. We formulate the problem as a longest path problem in a well-structured graph. However, because collection directly impacts future plastic density, t...
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作者：Keslin, Gregory; Nelson, Barry L.; Pagnoncelli, Bernardo; Plumlee, Matthew; Rahimian, Hamed
作者单位：Northwestern University; Universite Cote d'Azur; SKEMA Business School; Amazon.com; Clemson University
摘要：This paper proposes a new ranking-and-selection procedure, called ranking and contextual selection, in which covariates provide context for data-driven decisions. Our procedure optimizes over a set of covariate design points off-line and then, given an actual observation of the covariate, makes an online decision based on classification-a distinctly new approach. We prove the existence of an experimental design that yields a pointwise probability of good selection guarantee and derive a postex...
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作者：Gong, Xueping; Zhang, Qing; Li, Huizhong; Zhang, Jiheng
作者单位：Hong Kong University of Science & Technology
摘要：Blockchains based on the celebrated Nakamoto consensus protocol have shown promise in several applications, including cryptocurrencies. However, these blockchains have inherent scalability limits caused by the protocol's consensus properties. In particular, the consistency property demonstrates a tight trade-off between block production speed and the system's security in terms of resisting adversarial attacks. As such, this paper proposes a novel method called Ironclad, which improves the bloc...
