30 citations · 78 across the 19 of their papers we have counts for
4 papers · 1 filter
Real-Time Optimisation for Online Learning in Auctions
Lorenzo Croissant, Marc Abeille, Clément Calauzènes
In display advertising, a small group of sellers and bidders face each other in up to 10 12 auctions a day. In this context, revenue maximisation via monopoly price learning is a h…
Instance-Wise Minimax-Optimal Algorithms for Logistic Bandits
Marc Abeille, Louis Faury, Clément Calauzènes
Logistic Bandits have recently attracted substantial attention, by providing an uncluttered yet challenging framework for understanding the impact of non-linearity in parametrized…
Efficient Optimistic Exploration in Linear-Quadratic Regulators via Lagrangian Relaxation
Marc Abeille, Alessandro Lazaric
We study the exploration-exploitation dilemma in the linear quadratic regulator (LQR) setting. Inspired by the extended value iteration algorithm used in optimistic algorithms for…
Improved Optimistic Algorithms for Logistic Bandits
Louis Faury, Marc Abeille, Clément Calauzènes +1
The generalized linear bandit framework has attracted a lot of attention in recent years by extending the well-understood linear setting and allowing to model richer reward structu…