Search Results for author:
Found 11 papers, 0 papers with code
An Online Learning Theory of Brokerage
If the distribution admits a density bounded by some constant $M$, then, for any time horizon $T$: $\bullet$ If the agents' valuations are revealed after each interaction, we provide an algorithm achieving regret $M \log T$ and show this rate is optimal, up to constant factors.
Adaptive maximization of social welfare
This implies that (i) welfare maximization is harder than the multi-armed bandit problem (with a rate of $T^{1/2}$ for finite policy sets), and (ii) our algorithm achieves the optimal rate.
The Role of Transparency in Repeated First-Price Auctions with Unknown Valuations
We study the problem of regret minimization for a single bidder in a sequence of first-price auctions where the bidder discovers the item's value only if the auction is won.
An Improved Uniform Convergence Bound with Fat-Shattering Dimension
The fat-shattering dimension characterizes the uniform convergence property of real-valued functions.
Repeated Bilateral Trade Against a Smoothed Adversary
We provide a complete characterization of the regret regimes for fixed-price mechanisms under different feedback models in the two cases where the learner can post either the same or different prices to buyers and sellers.
Regret Analysis of Dyadic Search
We analyze the cumulative regret of the Dyadic Search algorithm of Bachoc et al. [2022].
A Near-Optimal Algorithm for Univariate Zeroth-Order Budget Convex Optimization
This paper studies a natural generalization of the problem of minimizing a univariate convex function $f$ by querying its values sequentially.
Nonstochastic Bandits with Composite Anonymous Feedback
We investigate a nonstochastic bandit setting in which the loss of an action is not immediately charged to the player, but rather spread over the subsequent rounds in an adversarial way.
Bilateral Trade: A Regret Minimization Perspective
In this paper, we cast the bilateral trade problem in a regret minimization framework over $T$ rounds of seller/buyer interactions, with no prior knowledge on their private valuations.
A Regret Analysis of Bilateral Trade
Despite the simplicity of this problem, a classical result by Myerson and Satterthwaite (1983) affirms the impossibility of designing a mechanism which is simultaneously efficient, incentive compatible, individually rational, and budget balanced.
A Nearest Neighbor Characterization of Lebesgue Points in Metric Measure Spaces
The property of almost every point being a Lebesgue point has proven to be crucial for the consistency of several classification algorithms based on nearest neighbors.
