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Evolutions of the trading landscape lead to the capability to exchange the same financial instrument on different venues. Because of liquidity issues, the trading firms split large orders across several trading destinations to optimize…

Trading and Market Microstructure · Quantitative Finance 2010-07-28 Sophie Laruelle , Charles-Albert Lehalle , Gilles Pagès

To facilitate load balancing, distributed systems store data redundantly. We evaluate the load balancing performance of storage schemes in which each object is stored at $d$ different nodes, and each node stores the same number of objects.…

Performance · Computer Science 2021-01-26 Mehmet Fatih Aktas , Amir Behrouzi-Far , Emina Soljanin , Philip Whiting

The class of assignment problems is a fundamental and well-studied class in the intersection of Social Choice, Computational Economics and Discrete Allocation. In a general assignment problem, a group of agents expresses preferences over a…

Data Structures and Algorithms · Computer Science 2021-05-25 Barak Steindl , Meirav Zehavi

Distributed systems store data objects redundantly to balance the data access load over multiple nodes. Load balancing performance depends mainly on 1) the level of storage redundancy and 2) the assignment of data objects to storage nodes.…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-19 Mehmet Aktas , Emina Soljanin

In this paper, we investigate joint resource allocation and power control mechanisms for two-cell networks, where each cell has some sub-channels which should be allocated to some users. The main goal persuaded in the current work is…

Information Theory · Computer Science 2018-05-08 Ata Khalili , Soroush Akhlaghi , Meysam Mirzaee

We consider a memory allocation problem that can be modeled as a version of bin packing where items may be split, but each bin may contain at most two (parts of) items. A 3/2-approximation algorithm and an NP-hardness proof for this problem…

Data Structures and Algorithms · Computer Science 2007-05-23 Leah Epstein , Rob van Stee

This paper considers a network of collaborating agents for local resource allocation subject to nonlinear model constraints. In many applications, it is required (or desirable) that the solution be anytime feasible in terms of satisfying…

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

Optimization and Control · Mathematics 2015-06-18 Zaid J. Towfic , Ali H. Sayed

Numerous networks, such as transportation, distribution and delivery networks optimize their designs in order to increase efficiency and lower costs, improving the stability of its intended functions, etc. Networks that distribute goods,…

Physics and Society · Physics 2020-03-26 Fabricio L. Forgerini , Orahcio F. de Sousa

This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the…

Machine Learning · Computer Science 2022-02-08 Mark Eisen , Clark Zhang , Luiz F. O. Chamon , Daniel D. Lee , Alejandro Ribeiro

We consider the following control problem on fair allocation of indivisible goods. Given a set $I$ of items and a set of agents, each having strict linear preference over the items, we ask for a minimum subset of the items whose deletion…

Multiagent Systems · Computer Science 2017-06-01 Britta Dorn , Ronald de Haan , Ildikó Schlotter

The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the…

Data Structures and Algorithms · Computer Science 2016-08-02 Michalis Kallitsis , Stilian Stoev , George Michailidis

We study the shared processor scheduling problem with a single shared processor where a unit time saving (weight) obtained by processing a job on the shared processor depends on the job. A polynomial-time optimization algorithm has been…

Discrete Mathematics · Computer Science 2021-01-19 Dariusz Dereniowski , Wieslaw Kubiak

We consider a class of resource allocation problems given a set of unconditional constraints whose objective function satisfies Bellman's optimality principle. Such problems are ubiquitous in wireless communication, signal processing, and…

Signal Processing · Electrical Eng. & Systems 2021-12-08 I. Zakir Ahmed , Hamid Sadjadpour , Shahram Yousefi

Many discrete optimization problems amount to selecting a feasible set of edges of least weight. We consider in this paper the context of spatial graphs where the positions of the vertices are uncertain and belong to known uncertainty sets.…

Data Structures and Algorithms · Computer Science 2022-09-27 Marin Bougeret , Jérémy Omer , Michael Poss

Simulation-based ranking and selection (R&S) is a popular technique for optimizing discrete-event systems (DESs). It evaluates the mean performance of system designs by simulation outputs and aims to identify the best system design from a…

Optimization and Control · Mathematics 2025-04-14 Zirui Cao , Haowei Wang , Ek Peng Chew , Haobin Li , Kok Choon Tan

In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the…

Probability · Mathematics 2007-05-23 Paul Dupuis , Carl Nuzman , Phil Whiting

We study distributed convex optimization with two ubiquitous forms of coupling: consensus constraints and global affine equalities. We first design a linearized method of multipliers for the consensus optimization problem. Without…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

When allocating indivisible objects via lottery, planners often use ordinal mechanisms, which elicit agents' rankings of objects rather than their full preferences over lotteries. In such an ordinal informational environment, planners…

Theoretical Economics · Economics 2025-08-21 Eun Jeong Heo , Vikram Manjunath , Samson Alva