Latency and Ordering Effects in Online Decisions
Abstract
Online decision systems routinely operate under delayed feedback and order-sensitive (noncommutative) dynamics: actions affect which observations arrive, and in what sequence. Taking a Bregman divergence as the loss benchmark, we prove that the excess benchmark loss admits a structured lower bound , where and are calibrated penalties for latency and order-sensitivity, captures their geometric interaction, and is a nonconvexity/approximation penalty that vanishes under convex Legendre assumptions. We extend this inequality to prox-regular and weakly convex settings, obtaining robust guarantees beyond the convex case. We also give an operational recipe for estimating and monitoring the four terms via simple randomized experiments and streaming diagnostics (effective sample size, clipping rate, interaction heatmaps). The framework packages heterogeneous latency, noncommutativity, and implementation-gap effects into a single interpretable lower-bound statement that can be stress-tested and tuned in real-world systems.
Cite
@article{arxiv.2511.13060,
title = {Latency and Ordering Effects in Online Decisions},
author = {Duo Yi},
journal= {arXiv preprint arXiv:2511.13060},
year = {2025}
}