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Stochastic games are a classical model in game theory in which two opponents interact and the environment changes in response to the players' behavior. The central solution concepts for these games are the discounted values and the value,…

Optimization and Control · Mathematics 2019-12-12 Miquel Oliu-Barton

The game of best choice, also known as the secretary problem, is a model for sequential decision making with many variations in the literature. Notably, the classical setup assumes that the sequence of candidate rankings is uniformly…

Combinatorics · Mathematics 2019-03-13 Madeline Crews , Brant Jones , Kaitlyn Myers , Laura Taalman , Michael Urbanski , Breeann Wilson

We consider a node-monitor pair, where updates are generated stochastically (according to a known distribution) at the node that it wishes to send to the monitor. The node is assumed to incur a fixed cost for each transmission, and the…

Information Theory · Computer Science 2021-04-23 Kumar Saurav , Rahul Vaze

In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…

Machine Learning · Computer Science 2025-10-06 Martino Bernasconi , Andrea Celli , Riccardo Colini-Baldeschi , Federico Fusco , Stefano Leonardi , Matteo Russo

In a fixed budget ranking and Selection (R&S) problem, one aims to identify the best design among a finite number of candidates by efficiently allocating the given computing budget to evaluate design performance. Classical methods for R&S…

Optimization and Control · Mathematics 2024-07-11 Yuhao Wang , Enlu Zhou

We study the discrete bin covering problem where a multiset of items from a fixed set $S \subseteq (0,1]$ must be split into disjoint subsets while maximizing the number of subsets whose contents sum to at least $1$. We study the online…

Data Structures and Algorithms · Computer Science 2024-01-29 Magnus Berg , Shahin Kamali

The fractional knapsack problem is one of the classical problems in combinatorial optimization, which is well understood in the offline setting. However, the corresponding online setting has been handled only briefly in the theoretical…

Data Structures and Algorithms · Computer Science 2022-01-31 Jeff Giliberti , Andreas Karrenbauer

Efficient and truthful mechanisms to price resources on remote servers/machines has been the subject of much work in recent years due to the importance of the cloud market. This paper considers revenue maximization in the online stochastic…

Computer Science and Game Theory · Computer Science 2024-02-20 Shant Boodaghians , Federico Fusco , Stefano Leonardi , Yishay Mansour , Ruta Mehta

We study a variant of the single-choice prophet inequality problem where the decision-maker does not know the underlying distribution and has only access to a set of samples from the distributions. Rubinstein et al. [2020] showed that the…

Computer Science and Game Theory · Computer Science 2024-09-04 Tomer Ezra

We study three classical online problems -- $k$-server, $k$-taxi, and chasing size $k$ sets -- through a lens of smoothed analysis. Our setting allows request locations to be adversarial up to small perturbations, interpolating between…

Data Structures and Algorithms · Computer Science 2025-07-25 Christian Coester , Jack Umenberger

This paper compares two leading approaches for robust optimization in the models of online algorithms and mechanism design. Competitive analysis compares the performance of an online algorithm to an offline benchmark in worst-case over…

Computer Science and Game Theory · Computer Science 2020-09-09 Jason Hartline , Aleck Johnsen , Yingkai Li

In this paper, we study a stochastic variant of the celebrated k-server problem. In the k-server problem, we are required to minimize the total movement of k servers that are serving an online sequence of t requests in a metric. In the…

Data Structures and Algorithms · Computer Science 2017-06-01 Sina Dehghani , Soheil Ehsani , MohammadTaghi HajiAghayi , Vahid Liaghat , Saeed Seddighin

There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…

Data Structures and Algorithms · Computer Science 2007-10-02 Stanislav Angelov , Keshav Kunal , Andrew McGregor

The classical Prophet Inequality arises from a fundamental problem in optimal-stopping theory. In this problem, a gambler sees a finite sequence of independent, non-negative random variables. If he stops the sequence at any time, he…

Optimization and Control · Mathematics 2019-01-10 Van-Anh Truong , Xinshang Wang

In this paper, we consider the online version of the machine minimization problem (introduced by Chuzhoy et al., FOCS 2004), where the goal is to schedule a set of jobs with release times, deadlines, and processing lengths on a minimum…

Discrete Mathematics · Computer Science 2014-03-06 Nikhil Devanur , Konstantin Makarychev , Debmalya Panigrahi , Grigory Yaroslavtsev

Stochastic process discovery is concerned with deriving a model capable of reproducing the stochastic character of observed executions of a given process, stored in a log. This leads to an optimisation problem in which the model's parameter…

Formal Languages and Automata Theory · Computer Science 2025-05-01 Pierre Cry , Paolo Ballarini , András Horváth , Pascale Le Gall

Mathematical programming formulations of influence diagrams can bridge the gap between representing and solving decision problems. However, they suffer from both modeling and computational limitations. Aiming to address modeling…

Optimization and Control · Mathematics 2025-06-19 Olli Herrala , Tommi Ekholm , Fabricio Oliveira

The design of online algorithms has tended to focus on algorithms with worst-case guarantees, e.g., bounds on the competitive ratio. However, it is well-known that such algorithms are often overly pessimistic, performing sub-optimally on…

Data Structures and Algorithms · Computer Science 2020-12-11 Ali Zeynali , Bo Sun , Mohammad Hajiesmaili , Adam Wierman

The value maximization version of the secretary problem is the problem of hiring a candidate with the largest value from a randomly ordered sequence of candidates. In this work, we consider a setting where predictions of candidate values…

Data Structures and Algorithms · Computer Science 2023-08-21 Kaito Fujii , Yuichi Yoshida

In this paper, we propose a stochastic model to describe how search service providers charge client companies based on users' queries for the keywords related to these companies' ads by using certain advertisement assignment strategies. We…

Data Structures and Algorithms · Computer Science 2012-09-10 Bo Tan , R. Srikant
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