Related papers: The duration problem with multiple exchanges
We consider the robust version of items selection problem, in which the goal is to choose representatives from a family of sets, preserving constraints on the allowed items' combinations. We prove NP-hardness of the deterministic version,…
We study a class of optimal allocation problems, including the well-known Bomber Problem, with the following common probabilistic structure. An aircraft equipped with an amount~$x$ of ammunition is intercepted by enemy airplanes arriving…
In the Manhattan Sequence Consensus problem (MSC problem) we are given $k$ integer sequences, each of length $l$, and we are to find an integer sequence $x$ of length $l$ (called a consensus sequence), such that the maximum Manhattan…
A principal has $m$ identical objects to allocate among a group of $n$ agents. Objects are desirable and the principal's value of assigning an object to an agent is the agent's private information. The principal can verify up to $k$ agents,…
In this paper, we consider the classic stochastic (dynamic) knapsack problem, a fundamental mathematical model in revenue management, with general time-varying random demand. Our main goal is to study the optimal policies, which can be…
We define and study a new variant of the secretary problem. Whereas in the classic setting multiple secretaries compete for a single position, we study the case where the secretaries arrive one at a time and are assigned, in an on-line…
Motivated by computing duplication patterns in sequences, a new fundamental problem called the longest subsequence-repeated subsequence (LSRS) is proposed. Given a sequence $S$ of length $n$, a letter-repeated subsequence is a subsequence…
We study a version of the metric facility location problem (or, equivalently, variants of the committee selection problem) in which we must choose $k$ facilities in an arbitrary metric space to serve some set of clients $C$. We consider…
This paper studies the sample complexity (aka number of comparisons) bounds for the active best-$k$ items selection from pairwise comparisons. From a given set of items, the learner can make pairwise comparisons on every pair of items, and…
In the Sequential Selection Problem (SSP), immediate and irrevocable decisions need to be made as candidates randomly arrive for a job interview. Standard SSP variants, such as the well-known secretary problem, begin with an empty selection…
The sequential allocation protocol is a simple and popular mechanism to allocate indivisible goods, in which the agents take turns to pick the items according to a predefined sequence. While this protocol is not strategy-proof, it has been…
Optimal inventory leads to stochastic optimization problems where deterministic delivery decisions have to be made in advance of stochastic demand realizations. Similarly, risk deposits have to be given before the random outcomes of…
The classical analysis of online algorithms, due to its worst-case nature, can be quite pessimistic when the input instance at hand is far from worst-case. Often this is not an issue with machine learning approaches, which shine in…
One way to interpret the classical secretary problem (CSP) is to consider it as a special case of the following problem. We observe $n$ independent indicator variables $I_1,I_2,\dotsc,I_n$ sequentially and we try to stop on the last…
This paper is concerned with the convergence rate of policy iteration for (deterministic) optimal control problems in continuous time. To overcome the problem of ill-posedness due to lack of regularity, we consider a semi-discrete scheme by…
We consider the problem of sequencing a set of positive numbers. We try to find the optimal sequence to maximize the variance of its partial sums. The optimal sequence is shown to have a beautiful structure. It is interesting to note that…
For three natural classes of dynamic decision problems; 1. additively separable problems, 2. discounted problems, and 3. discounted problems for a fixed discount factor; we provide necessary and sufficient conditions for one sequential…
We formalize the problem of selecting the optimal set of options for planning as that of computing the smallest set of options so that planning converges in less than a given maximum of value-iteration passes. We first show that the problem…
A decisionmaker faces $n$ alternatives, each of which represents a potential reward. After investing costly resources into investigating the alternatives, the decisionmaker may select one, or more generally a feasible subset, and obtain the…
We consider a class of queries called durability prediction queries that arise commonly in predictive analytics, where we use a given predictive model to answer questions about possible futures to inform our decisions. Examples of…