We study episodic constrained Markov decision processes with adversarial losses under stochastic hard constraints. Specifically, starting from a known strictly feasible policy with margin $d$, we seek to obtain optimal regret while satisfying the expected cost constraints in every episode. In this setting, Stradi et al...
We study a sequential pricing problem in which a seller jointly posts a price and an advertisement generated by a large language model (LLM). The seller aims to maximize revenue under an unknown product demand that depends on both decisions, while observing only whether each offer leads to a purchase. We propose an onl...
Alessandro Barro, Francesco Bacchiocchi, F. Stradi et al.· 0 citations
We study online learning in episodic tabular constrained Markov decision processes with step-wise safety constraints. In such a setting, the constraints induce a safe subgraph that shapes the variance of cumulative rewards under feasible policies and, consequently, the difficulty of learning. Exploiting this structure,...
Qiang Zuo, F. Stradi, Le-Yang Xue et al.· 0 citations
Online Resource Allocation (ORA) is a fundamental framework for sequential decision-making problems under budget constraints. Classical ORA models typically assume that resources are monotonic, meaning that selecting actions can only decrease the available budget. In this work, we study a more general setting with repl...
Eleonora Fidelia Chiefari, F. Stradi, A. Marchesi· 0 citations
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