16 citations · 190 across the 78 of their papers we have counts for
11 papers · 1 filter
Efficient Learning in Polyhedral Games via Best Response Oracles
Darshan Chakrabarti, Gabriele Farina, Christian Kroer
We study online learning and equilibrium computation in games with polyhedral decision sets, a property shared by both normal-form games and extensive-form games (EFGs), when the l…
Incentivizing Investment and Reliability: A Study on Electricity Capacity Markets
Cheng Guo, Christian Kroer, Yury Dvorkin +1
The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.…
Last-Iterate Convergence Properties of Regret-Matching Algorithms in Games
Yang Cai, Gabriele Farina, Julien Grand-Clément +4
We study last-iterate convergence properties of algorithms for solving two-player zero-sum games based on Regret Matching (RM). Despite their widespread use for solving rea…
Greedy-Based Online Fair Allocation with Adversarial Input: Enabling Best-of-Many-Worlds Guarantees
Zongjun Yang, Luofeng Liao, Christian Kroer
We study an online allocation problem with sequentially arriving items and adversarially chosen agent values, with the goal of balancing fairness and efficiency. Our goal is to stu…
Block-Coordinate Methods and Restarting for Solving Extensive-Form Games
Darshan Chakrabarti, Jelena Diakonikolas, Christian Kroer
Coordinate descent methods are popular in machine learning and optimization for their simple sparse updates and excellent practical performance. In the context of large-scale seque…
Convergence of Extragradient SVRG for Variational Inequalities: Error Bounds and Increasing Iterate Averaging
Tianlong Nan, Yuan Gao, Christian Kroer
We study the last-iterate convergence of variance reduction methods for extragradient (EG) algorithms for a class of variational inequalities satisfying error-bound conditions. Pre…
Regret Matching+: (In)Stability and Fast Convergence in Games
Gabriele Farina, Julien Grand-Clément, Christian Kroer +2
Regret Matching+ (RM+) and its variants are important algorithms for solving large-scale games. However, a theoretical understanding of their success in practice is still a mystery…
Fast and Interpretable Dynamics for Fisher Markets via Block-Coordinate Updates
Tianlong Nan, Yuan Gao, Christian Kroer
We consider the problem of large-scale Fisher market equilibrium computation through scalable first-order optimization methods. It is well-known that market equilibria can be captu…
Fair Notification Optimization: An Auction Approach
Christian Kroer, Deeksha Sinha, Xuan Zhang +2
Notifications are important for the user experience in mobile apps and can influence their engagement. However, too many notifications can be disruptive for users. A typical mobile…
Online Learning under Budget and ROI Constraints via Weak Adaptivity
Matteo Castiglioni, Andrea Celli, Christian Kroer
We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget a…
Statistical Inference and A/B Testing for First-Price Pacing Equilibria
Luofeng Liao, Christian Kroer
We initiate the study of statistical inference and A/B testing for first-price pacing equilibria (FPPE). The FPPE model captures the dynamics resulting from large-scale first-price…