Introduction to multi-armed bandits

A Slivkins - Foundations and Trends® in Machine Learning, 2019 - nowpublishers.com
Multi-armed bandits a simple but very powerful framework for algorithms that make
decisions over time under uncertainty. An enormous body of work has accumulated over the …

Experimenting in equilibrium

S Wager, K Xu - Management Science, 2021 - pubsonline.informs.org
Classical approaches to experimental design assume that intervening on one unit does not
affect other units. There are many important settings, however, where this noninterference …

Stochastic bandits for multi-platform budget optimization in online advertising

V Avadhanula, R Colini Baldeschi, S Leonardi… - Proceedings of the Web …, 2021 - dl.acm.org
We study the problem of an online advertising system that wants to optimally spend an
advertiser's given budget for a campaign across multiple platforms, without knowing the …

Online Bidding Algorithms for Return-on-Spend Constrained Advertisers✱

Z Feng, S Padmanabhan, D Wang - … of the ACM Web Conference 2023, 2023 - dl.acm.org
We study online auto-bidding algorithms for a single advertiser maximizing value under the
Return-on-Spend (RoS) constraint, quantifying performance in terms of regret relative to the …

Learning to mitigate externalities: the coase theorem with hindsight rationality

A Scheid, A Capitaine, E Boursier… - Advances in …, 2025 - proceedings.neurips.cc
In Economics, the concept of externality refers to any indirect effect resulting from an
interaction between players and affecting a third party without compensation. Most of the …

Optimal no-regret learning in repeated first-price auctions

Y Han, Z Zhou, T Weissman - arxiv preprint arxiv:2003.09795, 2020 - arxiv.org
We study online learning in repeated first-price auctions where a bidder, only observing the
winning bid at the end of each auction, learns to adaptively bid in order to maximize her …

Dispersion for data-driven algorithm design, online learning, and private optimization

MF Balcan, T Dick, E Vitercik - 2018 IEEE 59th Annual …, 2018 - ieeexplore.ieee.org
A crucial problem in modern data science is data-driven algorithm design, where the goal is
to choose the best algorithm, or algorithm parameters, for a specific application domain. In …

[PDF][PDF] The role of transparency in repeated first-price auctions with unknown valuations

N Cesa-Bianchi, T Cesari, R Colomboni… - Proceedings of the 56th …, 2024 - dl.acm.org
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. Our main …

Learning in repeated auctions

T Nedelec, C Calauzènes, N El Karoui… - … and Trends® in …, 2022 - nowpublishers.com
Online auctions are one of the most fundamental facets of the modern economy and power
an industry generating hundreds of billions of dollars a year in revenue. Auction theory has …

Protecting data markets from strategic buyers

R Castro Fernandez - Proceedings of the 2022 International Conference …, 2022 - dl.acm.org
The growing adoption of data analytics platforms and machine learning-based solutions for
decision-makers creates a significant demand for datasets, which explains the appearance …