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08/09/2023
MNL-Prophet: Sequential Assortment Selection under Uncertainty
Due to numerous applications in retail and (online) advertising the prob...
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06/01/2023
Last Switch Dependent Bandits with Monotone Payoff Functions
In a recent work, Laforgue et al. introduce the model of last switch dep...
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05/31/2023
Pareto Front Identification with Regret Minimization
We consider Pareto front identification for linear bandits (PFILin) wher...
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01/31/2023
Improved Algorithms for Multi-period Multi-class Packing Problems with Bandit Feedback
We consider the linear contextual multi-class multi-period packing probl...
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01/18/2023
Complexity Analysis of a Countable-armed Bandit Problem
We consider a stochastic multi-armed bandit (MAB) problem motivated by “...
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09/25/2022
Online Allocation and Learning in the Presence of Strategic Agents
We study the problem of allocating T sequentially arriving items among n...
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10/23/2021
The Countable-armed Bandit with Vanishing Arms
We consider a bandit problem with countably many arms, partitioned into ...
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06/03/2021
A Closer Look at the Worst-case Behavior of Multi-armed Bandit Algorithms
One of the key drivers of complexity in the classical (stochastic) multi...
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05/22/2021
From Finite to Countable-Armed Bandits
We consider a stochastic bandit problem with countably many arms that be...
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03/09/2021
Dynamic Pricing and Learning under the Bass Model
We consider a novel formulation of the dynamic pricing and demand learni...
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02/19/2021
Learning to Stop with Surprisingly Few Samples
We consider a discounted infinite horizon optimal stopping problem. If t...
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11/12/2020
Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory
We study problem-dependent rates, i.e., generalization errors that scale...
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07/16/2020
Sparsity-Agnostic Lasso Bandit
We consider a stochastic contextual bandit problem where the dimension d...
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07/15/2020
Upper Counterfactual Confidence Bounds: a New Optimism Principle for Contextual Bandits
The principle of optimism in the face of uncertainty is one of the most ...
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04/11/2020
Discriminative Learning via Adaptive Questioning
We consider the problem of designing an adaptive sequence of questions t...
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01/14/2019
A Unified Approach for Solving Sequential Selection Problems
In this paper we develop a unified approach for solving a wide class of ...
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06/04/2018
A General Approach to Multi-Armed Bandits Under Risk Criteria
Different risk-related criteria have received recent interest in learnin...
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05/13/2014