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In the problem of online portfolio selection as formulated by Cover (1991), the trader repeatedly distributes her capital over $ d $ assets in each of $ T > 1 $ rounds, with the goal of maximizing the total return. Cover proposed an…

Optimization and Control · Mathematics 2025-03-11 Rémi Jézéquel , Dmitrii M. Ostrovskii , Pierre Gaillard

Load balancing plays a critical role in efficiently dispatching jobs in parallel-server systems such as cloud networks and data centers. A fundamental challenge in the design of load balancing algorithms is to achieve an optimal trade-off…

Performance · Computer Science 2020-12-16 Mark van der Boor , Sem Borst , Johan van Leeuwaarden

We consider a network model where the nodes are grouped into a number of clusters and propose a distributed dynamic frequency allocation algorithm that achieves performance close to that of a centralized optimal algorithm. Each cluster…

Networking and Internet Architecture · Computer Science 2008-03-14 Behtash Babadi , Vahid Tarokh

When multi-armed bandit (MAB) algorithms allocate pulls among competing arms, the resulting allocation can exhibit huge variation. This is particularly harmful in modern applications such as learning-enhanced platform operations and…

Machine Learning · Computer Science 2026-02-10 Yilun Chen , Jiaqi Lu

We study the Maximum Budgeted Allocation problem, i.e., the problem of selling a set of $m$ indivisible goods to $n$ players, each with a separate budget, such that we maximize the collected revenue. Since the natural assignment LP is known…

Data Structures and Algorithms · Computer Science 2014-03-31 Christos Kalaitzis , Aleksander Mcadry , Alantha Newman , Lukáš Poláček , Ola Svensson

We consider the following dynamic load-balancing process: given an underlying graph $G$ with $n$ nodes, in each step $t\geq 0$, one unit of load is created, and placed at a randomly chosen graph node. In the same step, the chosen node picks…

Data Structures and Algorithms · Computer Science 2020-03-23 Dan Alistarh , Giorgi Nadiradze , Amirmojtaba Sabour

We consider discrete, iterative load balancing via matchings on arbitrary graphs. Initially each node holds a certain number of tokens, defining the load of the node, and the objective is to redistribute the tokens such that eventually each…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-20 Petra Berenbrink , Robert Elsässer , Tom Friedetzky , Hamed Hosseinpour , Dominik Kaaser , Peter Kling , Thomas Sauerwald

Dynamic load balancing lies at the heart of distributed caching. Here, the goal is to assign objects (load) to servers (computing nodes) in a way that provides load balancing while at the same time dynamically adjusts to the addition or…

Data Structures and Algorithms · Computer Science 2020-06-17 John Chen , Ben Coleman , Anshumali Shrivastava

The configuration balancing problem with stochastic requests generalizes many well-studied resource allocation problems such as load balancing and virtual circuit routing. In it, we have $m$ resources and $n$ requests. Each request has…

Data Structures and Algorithms · Computer Science 2022-08-30 Franziska Eberle , Anupam Gupta , Nicole Megow , Benjamin Moseley , Rudy Zhou

In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for $D$-optimality has been…

Computation · Statistics 2013-10-28 Wei Gao , Ping Shing Chan , Hon Keung Tony Ng , Xiaolei Lu

Display Ads and the generalized assignment problem are two well-studied online packing problems with important applications in ad allocation and other areas. In both problems, ad impressions arrive online and have to be allocated…

Machine Learning · Computer Science 2023-05-26 Fabian Spaeh , Alina Ene

We study distributed methods for online prediction and stochastic optimization. Our approach is iterative: in each round nodes first perform local computations and then communicate in order to aggregate information and synchronize their…

Information Theory · Computer Science 2014-03-06 Konstantinos I. Tsianos , Michael G. Rabbat

In this paper we improve the approximation ratio for the problem of scheduling packets on line networks with bounded buffers, where the aim is that of maximizing the throughput. Each node in the network has a local buffer of bounded size…

Data Structures and Algorithms · Computer Science 2020-09-30 Guy Even , Moti Medina , Adi Rosén

We consider the online stochastic matching problem proposed by Feldman et al. [FMMM09] as a model of display ad allocation. We are given a bipartite graph; one side of the graph corresponds to a fixed set of bins and the other side…

Data Structures and Algorithms · Computer Science 2011-08-03 Vahideh H. Manshadi , Shayan Oveis Gharan , Amin Saberi

In the problem of online load balancing on uniformly related machines with bounded migration, jobs arrive online one after another and have to be immediately placed on one of a given set of machines without knowledge about jobs that may…

Data Structures and Algorithms · Computer Science 2022-09-05 Marten Maack

Double hashing has recently found more common usage in schemes that use multiple hash functions. In double hashing, for an item $x$, one generates two hash values $f(x)$ and $g(x)$, and then uses combinations $(f(x) +k g(x)) \bmod n$ for…

Data Structures and Algorithms · Computer Science 2014-01-30 Michael Mitzenmacher

Motivated by modern-day applications such as Attended Home Delivery and Preference-based Group Scheduling, where decision makers wish to steer a large number of customers toward choosing the exact same alternative, we introduce a novel…

Optimization and Control · Mathematics 2025-02-13 Omar El Housni , Marouane Ibn Brahim , Danny Segev

The power of two choices is a classic paradigm for load balancing when assigning $m$ balls to $n$ bins. When placing a ball, we pick two bins according to two hash functions $h_0$ and $h_1$, and place the ball in the least loaded bin.…

Data Structures and Algorithms · Computer Science 2016-01-26 Søren Dahlgaard , Mathias Bæk Tejs Knudsen , Eva Rotenberg , Mikkel Thorup

This paper presents the formulation and analysis of a novel distributed maximum likelihood algorithm that utilizes a first-order optimization scheme. The proposed approach utilizes a static average consensus algorithm to reach agreement on…

Optimization and Control · Mathematics 2018-03-09 Jemin George

We consider the problem of optimally allocating a given total storage budget in a distributed storage system. A source has a data object which it can code and store over a set of storage nodes; it is allowed to store any amount of coded…

Information Theory · Computer Science 2016-11-15 Derek Leong , Alexandros G. Dimakis , Tracey Ho