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arXiv:2503. 01701v2 Announce Type: replace-cross Abstract: Most microeconomic models of interest involve optimizing a piecewise linear function.
arXiv:2610.09691v1 Announce Type: cross Abstract: We study online learning in market making, where, at each round, a market maker posts bid and ask prices before observing the market price and the pr...
The paper studies contextual bilateral trade with full feedback, showing that action-independent observations eliminate the usual polynomial adaptation penalty seen in heavy-tailed bandits. It presents fully parameter-free algorithms that achieve oracle minimax regret rates without knowing the moment order or scale, and derives new regret bounds for both parametric and nonparametric settings. The key technical insight is a paired squared‑loss statistic whose noise cancels, enabling model selection and yielding regret rates that interpolate between classical nonparametric and linear extremes.
arXiv:2609.13547v1 Announce Type: new Abstract: We study switching regret in adversarial multi-armed bandits, where the learner competes with an arm sequence that changes at most $S$ times. When $S$...
arXiv:2508.05844v3 Announce Type: replace-cross Abstract: We study a stochastic budget-allocation problem over $K$ tasks. At each round $t$, the learner chooses an allocation $X_t \in \Delta_K$. Task...
arXiv:2606. 19883v1 Announce Type: new Abstract: We study a multi-agent multi-armed bandit problem in the competitive setup with two-sided matching markets under a human centric decision making model.