6 citations · 39 across the 63 of their papers we have counts for
10 papers · 1 filter
Beyond Slater's Condition in Online CMDPs with Stochastic and Adversarial Constraints
Francesco Emanuele Stradi, Eleonora Fidelia Chiefari, Matteo Castiglioni +2
We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees great…
Better Regret Rates in Bilateral Trade via Sublinear Budget Violation
Anna Lunghi, Matteo Castiglioni, Alberto Marchesi
Bilateral trade is a central problem in algorithmic economics, and recent work has explored how to design trading mechanisms using no-regret learning algorithms. However, no-regret…
Data-Dependent Regret Bounds for Constrained MABs
Gianmarco Genalti, Francesco Emanuele Stradi, Matteo Castiglioni +2
This paper initiates the study of data-dependent regret bounds in constrained MAB settings. These bounds depend on the sequence of losses that characterize the problem instance. Th…
No-Regret Learning Under Adversarial Resource Constraints: A Spending Plan Is All You Need!
Francesco Emanuele Stradi, Matteo Castiglioni, Alberto Marchesi +2
We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We f…
The Complexity of Correlated Equilibria in Generalized Games
Martino Bernasconi, Matteo Castiglioni, Andrea Celli +1
Correlated equilibria -- and their generalization -equilibria -- are a fundamental object of study in game theory, offering a more tractable alternative to Nash equilibria in mu…
Online Two-Sided Markets: Many Buyers Enhance Learning
Anna Lunghi, Matteo Castiglioni, Alberto Marchesi
We study a repeated trading problem in which a mechanism designer facilitates trade between a single seller and multiple buyers. Our model generalizes the classic bilateral trade s…
Regret Minimization for Piecewise Linear Rewards: Contracts, Auctions, and Beyond
Francesco Bacchiocchi, Matteo Castiglioni, Alberto Marchesi +1
Most microeconomic models of interest involve optimizing a piecewise linear function. These include contract design in hidden-action principal-agent problems, selling an item in po…
Contract Design Under Approximate Best Responses
Francesco Bacchiocchi, Jiarui Gan, Matteo Castiglioni +2
Principal-agent problems model scenarios where a principal incentivizes an agent to take costly, unobservable actions through the provision of payments. Such problems are ubiquitou…
Single-dimensional Contract Design: Efficient Algorithms and Learning
Martino Bernasconi, Matteo Castiglioni, Andrea Celli
We study a Bayesian contract design problem in which a principal interacts with an unknown agent. We consider the single-parameter uncertainty model introduced by Alon et al. [2021…
Nearly-Optimal Bandit Learning in Stackelberg Games with Side Information
Maria-Florina Balcan, Martino Bernasconi, Matteo Castiglioni +3
We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual infor…