20 citations · 69 across the 50 of their papers we have counts for
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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…
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…