No-Regret Learning from Partially Observed Data in Repeated Auctions
Related publications (33)
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
In this paper we propose an unbiased Monte Carlo maximum likelihood estimator for discretely observed Wright-Fisher diffusions. Our approach is based on exact simulation techniques that are of special interest for diffusion processes defined on a bounded d ...
We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating the drift coeffic ...
Fueled by recent advances in deep neural networks, reinforcement learning (RL) has been in the limelight because of many recent breakthroughs in artificial intelligence, including defeating humans in games (e.g., chess, Go, StarCraft), self-driving cars, s ...
Many decision problems in science, engineering, and economics are affected by uncertainty, which is typically modeled by a random variable governed by an unknown probability distribution. For many practical applications, the probability distribution is onl ...
We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating the drift coeffic ...
Mechanism design theory examines the design of allocation mechanisms or incentive systems involving multiple rational but self-interested agents and plays a central role in many societally important problems in economics. In mechanism design problems, agen ...
A multi-agent system consists of a collection of decision-making or learning agents subjected to streaming observations from some real-world phenomenon. The goal of the system is to solve some global learning or optimization problem in a distributed or dec ...
Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the lack of knowledge of the strategies of other generation uni ...
We examine the problem of regret minimization when the learner is involved in a continuous game with other optimizing agents: in this case, if all players follow a no-regret algorithm, it is possible to achieve significantly lower regret relative to fully ...
In this master thesis, multi-agent reinforcement learning is used to teach robots to build a self-supporting structure connecting two points. To accomplish this task, a physics simulator is first designed using linear programming. Then, the task of buildin ...