Related papers: The Kolkata Paise Restaurant Problem and Resource …
In this paper, we consider the algorithmic task of content replication and request routing in a distributed caching system consisting of a central server and a large number of caches, each with limited storage and service capabilities. We…
We consider the online $k$-taxi problem, a generalization of the $k$-server problem, in which $k$ taxis serve a sequence of requests in a metric space. A request consists of two points $s$ and $t$, representing a passenger that wants to be…
We consider an assortment optimization problem where a customer chooses a single item from a sequence of sets shown to her, while limited inventories constrain the items offered to customers over time. In the special case where all of the…
We study a ubiquitous learning challenge in online principal-agent problems during which the principal learns the agent's private information from the agent's revealed preferences in historical interactions. This paradigm includes important…
We study the consumption behaviour of an asymmetric network of heterogeneous agents in the framework of discrete choice models with stochastic decision rules. We assume that the interactions among agents are uniquely specified by their…
This paper studies a stochastic congested location problem in the network of a service system that consists of facilities to be established in a finite number of candidate locations. Population zones allocated to each open service facility…
We study two online resource allocation problems with reusability in an adversarial setting, namely kRental-Fixed and kRental-Variable. In both problems, a decision-maker manages $k$ identical reusable units and faces a sequence of rental…
Addressing a complex real-world optimization problem is a challenging task. The chance-constrained knapsack problem with correlated uniform weights plays an important role in the case where dependent stochastic components are considered. We…
Infinitely repeated games can support cooperative outcomes that are not equilibria in the one-shot game. The idea is to make sure that any gains from deviating will be offset by retaliation in future rounds. However, this model of…
Crowdsourcing websites (e.g. Yahoo! Answers, Amazon Mechanical Turk, and etc.) emerged in recent years that allow requesters from all around the world to post tasks and seek help from an equally global pool of workers. However, intrinsic…
We propose a novel algorithm for online resource allocation with non-stationary customer arrivals and unknown click-through rates. We assume multiple types of customers arrive in a nonstationary stochastic fashion, with unknown arrival…
The time-optimal $k$-server problem minimizes the time spent serving all requests instead of the distances traveled. We give a lower bound of $2k-1$ on the competitive ratio of any deterministic online algorithm for this problem, which…
We study a portfolio optimization problem for competitive agents with CRRA utilities and a common finite time horizon. The utility of an agent depends not only on her absolute wealth and consumption but also on her relative wealth and…
Stochastic games have become a prevalent framework for studying long-term multi-agent interactions, especially in the context of multi-agent reinforcement learning. In this work, we comprehensively investigate the concept of constant-memory…
We study a variation of the minority game. There are N agents. Each has to choose between one of two alternatives everyday, and there is reward to each member of the smaller group. The agents cannot communicate with each other, but try to…
The multiple knapsack problem (MKP) generalizes the classical knapsack problem by assigning items to multiple knapsacks subject to capacity constraints. It is used to model many real-world resource allocation and scheduling problems. In…
Many studies have shown that humans are "predictably irrational": they do not act in a fully rational way, but their deviations from rational behavior are quite systematic. Our goal is to see the extent to which we can explain and justify…
Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…
This paper considers a continuous time Kyle-Back model which is a game problem between an insider and a market marker. The existing literature typically focuses on the existence of equilibrium by using the PDE approach, which requires…
We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…