4 accepted papers
We study online bilateral trade, where a learner facilitates repeated exchanges between a buyer and a seller to maximize the Gain From Trade (GFT), i.e., the social welfare. In doing so, the learner must guarantee not to subsidize the market. This constraint is usually imposed per round through Weak…
We study the Awakening Crowd of Experts (ACE) problem, an online learning problem where the set of experts available to the learner grows at each round. ACE is a special case of the well-known sleeping experts problem (Kleinberg et al., 2010), where the number of experts is huge $(K=T)$. Existing re…
We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, stradi et al. (2024) proposed the first best-of-both-worlds algorithm able to seamlessly handle stochastic and adversarial constraints…
In constrained MDPs (CMDPs) with adversarial rewards and constraints, a known impossibility result prevents any algorithm from attaining sublinear regret and constraint violation, when competing against a best-in-hindsight policy that satisfies the constraints on average. In this paper, we show how…