research
∙
08/18/2023
Greedy-Based Online Fair Allocation with Adversarial Input: Enabling Best-of-Many-Worlds Guarantees
We study an online allocation problem with sequentially arriving items a...
share
research
∙
07/31/2023
Block-Coordinate Methods and Restarting for Solving Extensive-Form Games
Coordinate descent methods are popular in machine learning and optimizat...
research
∙
06/01/2023
Extragradient SVRG for Variational Inequalities: Error Bounds and Increasing Iterate Averaging
We study variance reduction methods for extragradient (EG) algorithms fo...
research
∙
05/24/2023
Regret Matching+: (In)Stability and Fast Convergence in Games
Regret Matching+ (RM+) and its variants are important algorithms for sol...
research
∙
03/01/2023
Fast and Interpretable Dynamics for Fisher Markets via Block-Coordinate Updates
We consider the problem of large-scale Fisher market equilibrium computa...
research
∙
02/09/2023
Fair Notification Optimization: An Auction Approach
Notifications are important for the user experience in mobile apps and c...
research
∙
02/02/2023
Online Bidding in Repeated Non-Truthful Auctions under Budget and ROI Constraints
Online advertising platforms typically use auction mechanisms to allocat...
research
∙
01/05/2023
Statistical Inference and A/B Testing for First-Price Pacing Equilibria
We initiate the study of statistical inference and A/B testing for first...
research
∙
10/05/2022
Parity in Markets – Methods, Costs, and Consequences
Fisher markets are those where buyers with budgets compete for scarce it...
research
∙
09/29/2022
Statistical Inference for Fisher Market Equilibrium
Statistical inference under market equilibrium effects has attracted inc...
research
∙
09/25/2022
Optimal Efficiency-Envy Trade-Off via Optimal Transport
We consider the problem of allocating a distribution of items to n recip...
research
∙
09/15/2022
Computing the optimal distributionally-robust strategy to commit to
The Stackelberg game model, where a leader commits to a strategy and the...
research
∙
08/31/2022
Clairvoyant Regret Minimization: Equivalence with Nemirovski's Conceptual Prox Method and Extension to General Convex Games
A recent paper by Piliouras et al. [2021, 2022] introduces an uncoupled ...
research
∙
06/27/2022
Online Resource Allocation under Horizon Uncertainty
We study stochastic online resource allocation: a decision maker needs t...
research
∙
06/17/2022
Near-Optimal No-Regret Learning for General Convex Games
A recent line of work has established uncoupled learning dynamics such t...
research
∙
06/12/2022
A Unified Approach to Reinforcement Learning, Quantal Response Equilibria, and Two-Player Zero-Sum Games
Algorithms designed for single-agent reinforcement learning (RL) general...
research
∙
04/25/2022
Uncoupled Learning Dynamics with O(log T) Swap Regret in Multiplayer Games
In this paper we establish efficient and uncoupled learning dynamics so ...
research
∙
02/28/2022
Online Learning with Knapsacks: the Best of Both Worlds
We study online learning problems in which a decision maker wants to max...
research
∙
02/24/2022
Solving optimization problems with Blackwell approachability
We introduce the Conic Blackwell Algorithm^+ (CBA^+) regret minimizer, a...
research
∙
02/23/2022
Nonstationary Dual Averaging and Online Fair Allocation
We consider the problem of fairly allocating items to a set of individua...
research
∙
02/18/2022
Single-Leg Revenue Management with Advice
Single-leg revenue management is a foundational problem of revenue manag...
research
∙
02/11/2022
Faster No-Regret Learning Dynamics for Extensive-Form Correlated and Coarse Correlated Equilibria
A recent emerging trend in the literature on learning in games has been ...
research
∙
02/10/2022
Robust and fair work allocation
In today's digital world, interaction with online platforms is ubiquitou...
research
∙
02/01/2022
Kernelized Multiplicative Weights for 0/1-Polyhedral Games: Bridging the Gap Between Learning in Extensive-Form and Normal-Form Games
While extensive-form games (EFGs) can be converted into normal-form game...
research
∙
08/10/2021
Matching Algorithms for Blood Donation
Global demand for donated blood far exceeds supply, and unmet need is gr...
research
∙
07/22/2021
Throttling Equilibria in Auction Markets
Throttling is a popular method of budget management for online ad auctio...
research
∙
06/27/2021
Last-iterate Convergence in Extensive-Form Games
Regret-based algorithms are highly efficient at finding approximate Nash...
research
∙
06/17/2021
The Parity Ray Regularizer for Pacing in Auction Markets
Budget-management systems are one of the key components of modern auctio...
research
∙
05/27/2021
Conic Blackwell Algorithm: Parameter-Free Convex-Concave Saddle-Point Solving
We develop new parameter and scale-free algorithms for solving convex-co...
research
∙
05/27/2021
Better Regularization for Sequential Decision Spaces: Fast Convergence Rates for Nash, Correlated, and Team Equilibria
We study the application of iterative first-order methods to the problem...
research
∙
03/25/2021
The Complexity of Pacing for Second-Price Auctions
Budget constraints are ubiquitous in online advertisement auctions. To m...
research
∙
03/24/2021
Online Market Equilibrium with Application to Fair Division
Computing market equilibria is a problem of both theoretical and applied...
research
∙
02/20/2021
Contextual First-Price Auctions with Budgets
The internet advertising market is a multi-billion dollar industry, in w...
research
∙
10/06/2020
Infinite-Dimensional Fisher Markets and Tractable Fair Division
Linear Fisher markets are a fundamental economic model with applications...
research
∙
09/14/2020
First-Order Methods for Wasserstein Distributionally Robust MDP
Markov Decision Processes (MDPs) are known to be sensitive to parameter ...
research
∙
07/28/2020
Faster Game Solving via Predictive Blackwell Approachability: Connecting Regret Matching and Mirror Descent
Blackwell approachability is a framework for reasoning about repeated ga...
research
∙
07/21/2020
Dominant Resource Fairness with Meta-Types
Inspired by the recent COVID-19 pandemic, we study a generalization of t...
research
∙
06/16/2020
Evaluating and Rewarding Teamwork Using Cooperative Game Abstractions
Can we predict how well a team of individuals will perform together? How...
research
∙
06/11/2020
First-order methods for large-scale market equilibrium computation
Market equilibrium is a solution concept with many applications such as ...
research
∙
05/11/2020
Scalable First-Order Methods for Robust MDPs
Markov Decision Processes (MDP) are a widely used model for dynamic deci...
research
∙
02/19/2020
Stochastic Regret Minimization in Extensive-Form Games
Monte-Carlo counterfactual regret minimization (MCCFR) is the state-of-t...
research
∙
12/10/2019
Robust Market Equilibria with Uncertain Preferences
The problem of allocating scarce items to individuals is an important pr...
research
∙
10/24/2019
Optimistic Regret Minimization for Extensive-Form Games via Dilated Distance-Generating Functions
We study the performance of optimistic regret-minimization algorithms fo...
research
∙
09/24/2019
Scalable Fair Division for 'At Most One' Preferences
Allocating multiple scarce items across a set of individuals is an impor...
research
∙
06/06/2019
Fair Division Without Disparate Impact
We consider the problem of dividing items between individuals in a way t...
research
∙
04/03/2019
Robust Multi-agent Counterfactual Prediction
We consider the problem of using logged data to make predictions about w...
research
∙
03/26/2019
First-Order Methods with Increasing Iterate Averaging for Solving Saddle-Point Problems
First-order methods are known to be among the fastest algorithms for sol...
research
∙
02/17/2019
Limited Lookahead in Imperfect-Information Games
Limited lookahead has been studied for decades in complete-information g...
research
∙
02/13/2019
Stable-Predictive Optimistic Counterfactual Regret Minimization
The CFR framework has been a powerful tool for solving large-scale exten...
research
∙
01/18/2019
