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Prochains exposés

SPOT 99 – Monday 3 June 2025

14h – Joon Kwon (INRAE, MIA Paris-Saclay) – A regret minimization approach to fixed point iterations

We present a link between regret bounds and fixed point problems with nonexpansive maps. This allows the definition of many new fixed point iterations based on regret minimizing algorithms with corresponding convergence guarantees. In particular, we transpose the celebrated AdaGrad algorithm to obtain a fixed point iteration with strong adaptive properties.

15h – Bruno Ziliotto  (CNRS, IMT-TSE) – Residual Prophet Inequalities

The Prophet Inequality problem, introduced in the sixties, is a fundamental optimal stopping problem that has recently regained attention due to its relevance in online sales and mechanism design. In the classical setting, a decision-maker sequentially observes the outcomes of n independent random variables with known distributions. He must choose one value at the moment it is revealed, without knowledge of future realizations, with the goal of maximizing his selection. The classic Prophet Inequality states that the gambler can always gurantee at least half the expected maximum, and this bound is tight for certain distributions. We study a natural extension of this model in which the k highest outcomes are unavailable to the gambler. For instance, we can imagine,that they are claimed in advance by a higher-priority agent. We design a strategy that guarantees a payoff of at least 1/(k+1) times the expected k-th highest value and show that this bound is tight for some distributions. This highlights how access constraints on the best options can significantly increase the difficulty of the selection problem.

Comité local d’organisation

Cf un glossaire expliquant ces sigles et affiliations du système universitaire toulousain.

 Fréquence et structure

Une séance par mois environ, avec deux conférenciers chaque fois (deux conférences de type différent : une orientée fondements et une orientée applications, un conférencier de l’environnement toulousain et un conférencier extérieur, un conférencier du milieu académique et un conférencier du milieu de l’industrie et des services, etc.).

Horaire habituel : le lundi après-midi de 14h à 16h.

Lieu

Sauf indication contraire, à la salle des thèses (C002) à l’ENSEEIHT (N7), 2 rue Charles Camichel, 31000 Toulouse  (métro B, François Verdier). Attention, présentez-vous au poste de garde afin d’accéder au site.