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Hamid Nazerzadeh

  1. An Optimal Dynamic Mechanism for Multi-Armed Bandit Processes.

    Wed, 01/27/2010 - 16:01 — SomNambul
    Authors: Hamid Nazerzadeh, Sham M. Kakade, Ilan Lobel
    Subjects: Computer Science and Game Theory
    Abstract

    We consider the problem of revenue-optimal dynamic mechanism design in
    settings where agents' types evolve over time as a function of their (both
    public and private) experience with items that are auctioned repeatedly over an
    infinite horizon. A central question here is understanding what natural
    restrictions on the environment permit the design of optimal mechanisms (note
    that even in the simpler static setting, optimal mechanisms are characterized
    only under certain restrictions).

  2. Maximizing Stochastic Monotone Submodular Functions.

    Thu, 08/20/2009 - 23:06 — SomNambul
    Authors: Arash Asadpour, Hamid Nazerzadeh, Amin Saberi
    Subjects: Optimization and Control
    Abstract

    We study the problem of maximizing a stochastic monotone submodular function
    with respect to a matroid constraint. We study the adaptivity gap - the ratio
    between the values of optimal adaptive and non-adaptive policies - and show
    that it is equal to e/(e-1). This result implies that the benefit of adaptivity
    is bounded. We also study the myopic policy and show that it is a
    1/2-approximation. Furthermore, when the matroid is uniform, approximation
    ratio of the myopic policy becomes 1-1/e which is optimum.

Math-arch

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