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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：Yu, Huizhen
作者单位：University of Alberta
摘要：This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these systems. The results are then applied to risk-neutral and risk-sensitive Markov decision processes to establish the measurability of the optimal value functions and the existence of universally measurable, randomized or nonrandomized, e-optimal policies, for a v...
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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：Cerny, Ales; Czichowsky, Christoph; Kallsen, Jan
作者单位：City St Georges, University of London; University of London; London School Economics & Political Science; University of Kiel
摘要：The paper investigates quadratic hedging in a semimartingale market that does not necessarily contain a risk-free asset. An equivalence result for hedging with and without numeraire change is established. This permits direct computation of the optimal strategy without choosing a reference asset and/or performing a numeraire change. New explicit expressions for optimal strategies are obtained, featuring the use of oblique projections that provide unified treatment of the case with and without a...
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作者：Babaioff, Moshe; Ezra, Tomer; Feige, Uriel
作者单位：Hebrew University of Jerusalem; Sapienza University Rome; Weizmann Institute of Science
摘要：We consider the problem of fair allocation of indivisible goods to n agents with no transfers. When agents have equal entitlements, the well-established notion of the maxi min share (MMS) serves as an attractive fairness criterion for which, to qualify as fair, an allocation needs to give every agent at least a substantial fraction of the agent's MMS. In this paper, we consider the case of arbitrary (unequal) entitlements. We explain shortcomings in previous attempts that extend the MMS to une...
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作者：Amanatidis, Georgios; Birmpas, Georgios; Lazos, Philip; Leonardi, Stefano; Reiffenhauser, Rebecca
作者单位：University of Essex; University of Liverpool; Sapienza University Rome; University of Amsterdam
摘要：Fair allocation of indivisible goods has attracted extensive attention over the last two decades, yielding numerous elegant algorithmic results and producing challenging open questions. The problem becomes much harder in the presence of strategic agents. Ideally, one would want to design truthful mechanisms that produce allocations with fairness guarantees. However, in the standard setting without monetary transfers, it is generally impossible to have truthful mechanisms that provide nontrivia...
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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：Hoai An Le Thi; Van Ngai Huynh; Tao Pham Dinh
作者单位：Universite de Lorraine; Institut Universitaire de France
摘要：We address the so-called DC (difference -of -convex functions) composite minimization problems (or DC composite programs ) whose objective function is a composition of a DC function with a continuously differentiable mapping. We first develop an algorithm named DC composite algorithm (DCCA in short) for unconstrained DC composite programs and further extend to DC composite programs with constraints of inclusion associated with a smooth mapping and a closed convex set. The convergence analysis ...
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作者：Hayashi, Koyo; Hirai, Hiroshi; Sakabe, Keiya
作者单位：University of Tokyo; Nagoya University; University of Tokyo
摘要：Given a nonnegative matrix A=(A(ij))=, the matrix scaling problem asks whether A can be scaled to a doubly stochastic matrix D1AD2 for some positive diagonal matrices D-1, D-2. The Sinkhorn algorithm is a simple iterative algorithm, which repeats row-normalization A(ij )<- A(ij)/& sum;(i)A(ij) and column-normalization A(ij )<- A(ij)/& sum;(i)A(ij) alternatively. By this algorithm, A converges to a doubly stochastic matrix in limit if and only if the bipartite graph associated with A has a perf...
