239 citations · 251 across the 5 of their papers we have counts for
7 papers
Equilibria under Dynamic Benchmark Consistency in Non-Stationary Multi-Agent Systems
Ludovico Crippa, Yonatan Gur, Bar Light
We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed…
Equilibria in Repeated Games under No-Regret with Dynamic Benchmarks
Ludovico Crippa, Yonatan Gur, Bar Light
In repeated games, strategies are often evaluated by their ability to guarantee the performance of the single best action that is selected in hindsight, a property referred to as \…
Information Disclosure and Promotion Policy Design for Platforms
Yonatan Gur, Gregory Macnamara, Ilan Morgenstern +1
We consider a platform facilitating trade between sellers and buyers with the objective of maximizing consumer surplus. Even though in many such marketplaces prices are set by reve…
Smoothness-Adaptive Contextual Bandits
Yonatan Gur, Ahmadreza Momeni, Stefan Wager
We study a non-parametric multi-armed bandit problem with stochastic covariates, where a key complexity driver is the smoothness of payoff functions with respect to covariates. Pre…
Adaptive Sequential Experiments with Unknown Information Arrival Processes
Yonatan Gur, Ahmadreza Momeni
Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied a…
Optimal Exploration-Exploitation in a Multi-Armed-Bandit Problem with Non-stationary Rewards
Omar Besbes, Yonatan Gur, Assaf Zeevi
In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are o…
Non-stationary Stochastic Optimization
O. Besbes, Y. Gur, A. Zeevi
We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, ter…