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Online bidding is a classic optimization problem, with several applications in online decision-making, the design of interruptible systems, and the analysis of approximation algorithms. In this work, we study online bidding under…

Computer Science and Game Theory · Computer Science 2025-10-30 Spyros Angelopoulos , Bertrand Simon

The high proportions of demand charges in electric bills motivate large-power customers to leverage energy storage for reducing the peak procurement from the outer grid. Given limited energy storage, we expect to maximize the peak-demand…

Systems and Control · Electrical Eng. & Systems 2021-08-25 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…

Optimization and Control · Mathematics 2022-03-15 Ana M. Ospina , Andrea Simonetto , Emiliano Dall'Anese

Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…

Data Structures and Algorithms · Computer Science 2026-05-19 Negin Golrezaei , Patrick Jaillet , Zijie Zhou

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

Resource allocation in distributed and networked systems such as the Cloud is becoming increasingly flexible, allowing these systems to dynamically adjust toward the workloads they serve, in a demand-aware manner. Online balanced…

Data Structures and Algorithms · Computer Science 2024-10-24 Harald Räcke , Stefan Schmid , Ruslan Zabrodin

The problem of online packet scheduling to minimize the required conventional grid energy for transmitting a fixed number of packets given a common deadline is considered. The total number of packets arriving within the deadline is known,…

Information Theory · Computer Science 2016-02-05 Aditya Deshmukh , Rahul Vaze

The integration of intermittent and stochastic renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides the flexibility of shifting energy over time; network, on…

Optimization and Control · Mathematics 2014-11-05 Junjie Qin , Yinlam Chow , Jiyan Yang , Ram Rajagopal

We consider the problem of online interval scheduling on a single machine, where intervals arrive online in an order chosen by an adversary, and the algorithm must output a set of non-conflicting intervals. Traditionally in scheduling…

Data Structures and Algorithms · Computer Science 2023-05-29 Allan Borodin , Christodoulos Karavasilis

We propose a new efficient online algorithm to learn the parameters governing the purchasing behavior of a utility maximizing buyer, who responds to prices, in a repeated interaction setting. The key feature of our algorithm is that it can…

Machine Learning · Statistics 2018-03-07 Debjyoti Saharoy , Theja Tulabandhula

We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…

Data Structures and Algorithms · Computer Science 2024-06-13 Alexander Braun , Thomas Kesselheim , Tristan Pollner , Amin Saberi

This paper concerns the mechanism design for online resource allocation in a strategic setting. In this setting, a single supplier allocates capacity-limited resources to requests that arrive in a sequential and arbitrary manner. Each…

Computer Science and Game Theory · Computer Science 2023-10-10 Xiaoqi Tan , Bo Sun , Alberto Leon-Garcia , Yuan Wu , Danny H. K. Tsang

In this paper we propose a novel adaptive online optimization algorithm tailored to the management of microgrids with high renewable energy penetration, which can be formulated as a constrained, online optimization problem. The proposed…

Optimization and Control · Mathematics 2025-12-05 Wouter J. A. van Weerelt , Angela Fontan , Nicola Bastianello

The online knapsack problem is a classic problem in the field of online algorithms. Its canonical version asks how to pack items of different values and weights arriving online into a capacity-limited knapsack so as to maximize the total…

Machine Learning · Computer Science 2024-04-18 Adam Lechowicz , Rik Sengupta , Bo Sun , Shahin Kamali , Mohammad Hajiesmaili

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

Machine Learning · Computer Science 2023-02-07 Xin Liu , Zixian Yang , Lei Ying

As independent service providers shift from conventional energy to renewable energy sources, the power distribution system will likely experience increasingly significant fluctuation in supply, given the uncertain and intermittent nature of…

Systems and Control · Computer Science 2016-01-27 Chinwendu Enyioha , Sindri Magnusson , Kathryn Heal , Na Li , Carlo Fischione , Vahid Tarokh

Decision problems encountered in practice often possess a highly dynamic and uncertain nature. In particular fast changing forecasts for parameters (e.g., photovoltaic generation forecasts in the context of energy management) pose large…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Jens Hönen , Johann L. Hurink , Bert Zwart

We consider online optimization problems with time-varying linear equality constraints. In this framework, an agent makes sequential decisions using only prior information. At every round, the agent suffers an environment-determined loss…

Optimization and Control · Mathematics 2023-08-01 Jean-Luc Lupien , Antoine Lesage-Landry

This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Marko Nonhoff , Emiliano Dall'Anese , Matthias A. Müller

The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak…

Data Structures and Algorithms · Computer Science 2022-09-20 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin