arXiv:2606. 29252v1 Announce Type: new Abstract: We study repeated bidding in multi-unit discriminatory (pay-as-bid) auctions for a single bidder with per-round utility equal to value minus $\alpha$ times payment, where $\alpha\in[0,1]$ is a cost-of-capital parameter.
By Negin Golrezaei, Sourav Sahoo
arXiv:2607. 23765v1 Announce Type: cross Abstract: Large language models (LLMs) achieve impressive performance across multiple domains, but using the most capable model for every query is prohibitive at scale.
By Yifei Li, Zihui Gao, Laks V. S. Lakshmanan
arXiv:2503. 01701v2 Announce Type: replace-cross Abstract: Most microeconomic models of interest involve optimizing a piecewise linear function.
By Francesco Bacchiocchi, Matteo Castiglioni, Alberto Marchesi, Nicola Gatti
We study the contextual combinatorial semi-bandit (CCSB) problem with general reward function approximation. At each round, the learner observes a context, selects a combinatorial action consisting of a subset of basic arms, and receives the reward of each selected arm; the goal is to maximize the cumulative reward over time.
arXiv:2004. 06321v2 Announce Type: replace Abstract: We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe outcomes for the individuals within a batch at the batch's end.
By Yanjun Han, Zhengqing Zhou, Zihao Hu, Jose Blanchet, Peter W. Glynn, Yinyu Ye, Zhengyuan Zhou
arXiv:2605. 09448v2 Announce Type: replace Abstract: We study the operational problem of automated bidding in repeated first-price auctions under budget and return-on-spend (RoS) constraints.
By Zihao Hu, Yuxiao Wen, Yuan Yao, Jiheng Zhang, Zhengyuan Zhou