
Fair Resource Sharing with Externailities
We study a fair resource sharing problem, where a set of resources are t...
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Multinomial Logit Bandit with Low Switching Cost
We study multinomial logit bandit with limited adaptivity, where the alg...
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Optimization of Scoring Rules
This paper introduces an objective for optimizing proper scoring rules. ...
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Simple Mechanisms for Nonlinear Agents
We consider agents with nonlinear preferences given by private values a...
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Benchmark Design and Priorindependent Optimization
This paper compares two leading approaches for robust optimization in th...
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Stochastic Linear Optimization with Adversarial Corruption
We extend the model of stochastic bandits with adversarial corruption (L...
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Approximately Maximizing the Broker's Profit in a Twosided Market
We study how to maximize the broker's (expected) profit in a twosided m...
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Optimal Auctions vs. Anonymous Pricing: Beyond Linear Utility
The revenue optimal mechanism for selling a single item to agents with i...
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Tight Regret Bounds for Infinitearmed Linear Contextual Bandits
Linear contextual bandit is a class of sequential decision making proble...
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Nearly MinimaxOptimal Regret for Linearly Parameterized Bandits
We study the linear contextual bandit problem with finite action sets. W...
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Revenue Maximization with Imprecise Distribution
We study the revenue maximization problem with an imprecisely estimated ...
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On Asymptotically Tight Tail Bounds for Sums of Geometric and Exponential Random Variables
In this note we prove bounds on the upper and lower probability tails of...
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Implementation of Stochastic QuasiNewton's Method in PyTorch
In this paper, we implement the Stochastic Damped LBFGS (SdLBFGS) for st...
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Bayesian Auctions with Efficient Queries
Generating good revenue is one of the most important problems in Bayesia...
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Dynamic Fair Division Problem with General Valuations
In this paper, we focus on how to dynamically allocate a divisible resou...
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Yingkai Li
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