BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//CREST - ECPv5.1.3//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:CREST
X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
BEGIN:VTIMEZONE
TZID:Europe/Helsinki
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20230326T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20231029T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20230918T140000
DTEND;TZID=Europe/Helsinki:20230918T150000
DTSTAMP:20260711T033104
CREATED:20230915T033823Z
LAST-MODIFIED:20230915T075619Z
UID:15454-1695045600-1695049200@crest.science
SUMMARY:Andrea CELLI (Bocconi University) - "No-Regret Learning in Bilateral Trade via Global Budget Balance"
DESCRIPTION:Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:00 pm\nDate: 18th September 2023\nPlace: 3001 \n  \nAndrea CELLI (Bocconi University) – No-Regret Learning in Bilateral Trade via Global Budget Balance \n  \nAbstract: \nBilateral trade revolves around the challenge of facilitating transactions between two strategic agents — a seller and a buyer — both of whom have a private valuations for the item. We study the online version of the problem\, in which at each time step a new seller and buyer arrive. The learner’s task is to set a price for each agent\, without any knowledge about their valuations. The sequence of sellers and buyers is chosen by an oblivious adversary. In this setting\, known negative results rule out the possibility of designing algorithms with sublinear regret when the learner has to guarantee budget balance for each iteration. We introduce the notion of global budget balance\, which requires the agent to be budget balanced only over the entire time horizon. By requiring global budget balance\, we provide the first no-regret algorithms for bilateral trade with adversarial inputs under various feedback models (full feedback and one-bit feedback). We complement these results with a nearly-matching lower bound \n  \nLink : https://zoom.us/j/95817279120?pwd=WWhPT1ZIRjFiOVF2VEQzNXJNdFZBQT09 \n  \n  \nOrganizers:\nCristina BUTUCEA (CREST)\, Alexandre TSYBAKOV (CREST)\, Karim LOUNICI (CMAP) \, Jaouad MOURTADA (CREST)\nSponsors:\nCREST-CMAP \n
URL:https://crest.science/event/andrea-celli-bocconi-university-no-regret-learning-in-bilateral-trade-via-global-budget-balance/
CATEGORIES:Statistics
ATTACH;FMTTYPE=:
END:VEVENT
END:VCALENDAR