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In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…

Optimization and Control · Mathematics 2019-11-19 Andrea Boskovic , Qinyi Chen , Dominik Kufel , Zijie Zhou

Sponsored search is an indispensable business model and a major revenue contributor of almost all the search engines. From the advertisers' side, participating in ranking the search results by paying for the sponsored search advertisement…

Information Retrieval · Computer Science 2018-03-28 Li He , Liang Wang , Kaipeng Liu , Bo Wu , Weinan Zhang

We consider a new and general online resource allocation problem, where the goal is to maximize a function of a positive semidefinite (PSD) matrix with a scalar budget constraint. The problem data arrives online, and the algorithm needs to…

Optimization and Control · Mathematics 2019-04-09 Reza Eghbali , James Saunderson , Maryam Fazel

Online platforms increasingly rely on sequential decision-making algorithms to allocate resources, match users, or control exposure, while facing growing pressure to ensure fairness over time. We study a general online decision-making…

Optimization and Control · Mathematics 2026-02-13 Rui Chen , Oktay Gunluk , Andrea Lodi , Guanyi Wang

Online advertising in E-commerce platforms provides sellers an opportunity to achieve potential audiences with different target goals. Ad serving systems (like display and search advertising systems) that assign ads to pages should satisfy…

Machine Learning · Computer Science 2019-10-09 Chao Wei , Weiru Zhang , Shengjie Sun , Fei Li , Xiaonan Meng , Yi Hu , Hao Wang

We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attention spans, i.e., the maximum number of products they are…

Machine Learning · Computer Science 2025-11-11 Ningyuan Chen , Anran Li , Shuoguang Yang

We consider two settings of online learning to rank where feedback is restricted to top ranked items. The problem is cast as an online game between a learner and sequence of users, over $T$ rounds. In both settings, the learners objective…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

We consider dynamic pricing with many products under an evolving but low-dimensional demand model. Assuming the temporal variation in cross-elasticities exhibits low-rank structure based on fixed (latent) features of the products, we show…

Machine Learning · Computer Science 2019-09-12 Jonas Mueller , Vasilis Syrgkanis , Matt Taddy

The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…

Optimization and Control · Mathematics 2016-03-08 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

We study packing LPs in an online model where the columns are presented to the algorithm in random order. This natural problem was investigated in various recent studies motivated, e.g., by online ad allocations and yield management where…

Data Structures and Algorithms · Computer Science 2013-11-12 Thomas Kesselheim , Klaus Radke , Andreas Tönnis , Berthold Vöcking

Matching problems with group-fairness constraints and diversity constraints have numerous applications such as in allocation problems, committee selection, school choice, etc. Moreover, online matching problems have lots of applications in…

Data Structures and Algorithms · Computer Science 2023-08-04 Anand Louis , Meghana Nasre , Prajakta Nimbhorkar , Govind S. Sankar

We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget and return-on-investment (ROI) constraints. Existing…

Computer Science and Game Theory · Computer Science 2024-03-05 Matteo Castiglioni , Andrea Celli , Christian Kroer

With the tremendous increase of the Internet traffic, achieving the best performance with limited resources is becoming an extremely urgent problem. In order to address this concern, in this paper, we build an optimization problem which…

Physics and Society · Physics 2017-02-23 Li Rui , Xia Yongxiang , Tse K Chi

In this paper we propose primal-dual algorithms for different variants of the online resource allocation problem with departures. In the basic variant, requests (items) arrive over time to a set of resources (knapsacks) and upon arrival,…

Data Structures and Algorithms · Computer Science 2025-10-07 Yusuf Amidu , Khaled Elbassioni , Adriana F. Gabor

Many realistic decision-making problems in networked scenarios, such as formation control and collaborative task offloading, often involve complicatedly entangled local decisions, which, however, have not been sufficiently investigated yet.…

Optimization and Control · Mathematics 2025-11-20 Dandan Wang , Xuyang Wu , Zichong Ou , Jie Lu

Motivated by Internet advertising applications, online allocation problems have been studied extensively in various adversarial and stochastic models. While the adversarial arrival models are too pessimistic, many of the stochastic (such as…

Data Structures and Algorithms · Computer Science 2017-11-17 Hossein Esfandiari , Nitish Korula , Vahab Mirrokni

Online decision-makers often obtain predictions on future variables, such as arrivals, demands, inventories, and so on. These predictions can be generated from simple forecasting algorithms for univariate time-series, all the way to…

Optimization and Control · Mathematics 2024-06-25 Lin An , Andrew A. Li , Benjamin Moseley , Gabriel Visotsky

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

We consider the allocation of limited resources to heterogeneous customers who arrive in an online fashion. We would like to allocate the resources "fairly", so that no group of customers is marginalized in terms of their overall service…

Data Structures and Algorithms · Computer Science 2021-05-24 Will Ma , Pan Xu , Yifan Xu

We consider the online problem of scheduling jobs on identical machines, where jobs have precedence constraints. We are interested in the demanding setting where the jobs sizes are not known up-front, but are revealed only upon completion…

Data Structures and Algorithms · Computer Science 2019-05-07 Naveen Garg , Anupam Gupta , Amit Kumar , Sahil Singla