19 citations · 74 across the 51 of their papers we have counts for
6 papers · 1 filter
Secretaries with Advice
Paul Dütting, Silvio Lattanzi, Renato Paes Leme +1
The secretary problem is probably the purest model of decision making under uncertainty. In this paper we ask which advice can we give the algorithm to improve its success probabil…
Combinatorial Bernoulli Factories
Rad Niazadeh, Renato Paes Leme, Jon Schneider
A Bernoulli factory is an algorithmic procedure for exact sampling of certain random variables having only Bernoulli access to their parameters. Bernoulli access to a parameter $p…
Variable Decomposition for Prophet Inequalities and Optimal Ordering
Allen Liu, Renato Paes Leme, Martin Pal +2
We introduce a new decomposition technique for random variables that maps a generic instance of the prophet inequalities problem to a new instance where all but a constant number o…
Bandits with adversarial scaling
Thodoris Lykouris, Vahab Mirrokni, Renato Paes Leme
We study "adversarial scaling", a multi-armed bandit model where rewards have a stochastic and an adversarial component. Our model captures display advertising where the "click-thr…
Optimal Contextual Pricing and Extensions
Allen Liu, Renato Paes Leme, Jon Schneider
In the contextual pricing problem a seller repeatedly obtains products described by an adversarially chosen feature vector in and only observes the purchasing decisi…
Why Do Competitive Markets Converge to First-Price Auctions?
Renato Paes Leme, Balasubramanian Sivan, Yifeng Teng
We consider a setting in which bidders participate in multiple auctions run by different sellers, and optimize their bids for the \emph{aggregate} auction. We analyze this setting…