Related papers: Uniformly bounded regret in the multi-secretary pr…
In the secretary problem, a set of secretary candidates arrive in a uniformly random order and reveal their values one by one. A company, who can only hire one candidate and hopes to maximize the expected value of its hire, needs to make…
Dynamic resource allocation problems are ubiquitous, arising in inventory management, order fulfillment, online advertising, and other applications. We initially focus on one of the simplest models of online resource allocation: the…
In the Newsvendor problem, the goal is to guess the number that will be drawn from some distribution, with asymmetric consequences for guessing too high vs. too low. In the data-driven version, the distribution is unknown, and one must work…
We present a study on a repeated delegated choice problem, which is the first to consider an online learning variant of Kleinberg and Kleinberg, EC'18. In this model, a principal interacts repeatedly with an agent who possesses an exogenous…
We revisit the problem of selecting an item from $n$ choices that appear before us in random sequential order so as to minimize the expected rank of the item selected. In particular, we examine the stopping rule where we reject the first…
We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…
For decision making under uncertainty, min-max regret has been established as a popular methodology to find robust solutions. In this approach, we compare the performance of our solution against the best possible performance had we known…
One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…
In this paper, we investigate two variants of the secretary problem. In these variants, we are presented with a sequence of numbers $X_i$ that come from distributions $\mathcal{D}_i$, and that arrive in either random or adversarial order.…
We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially over multiple discrete time periods. At each time period, one…
We consider the framework of non-stationary stochastic optimization [Besbes et al, 2015] with squared error losses and noisy gradient feedback where the dynamic regret of an online learner against a time varying comparator sequence is…
We study the problem of a decision maker who must provide the best possible treatment recommendation based on an experiment. The desirability of the outcome distribution resulting from the policy recommendation is measured through a…
We consider decision-making problems involving the optimization of linear objective functions with uncertain coefficients. The probability distribution of the coefficients--which are assumed to be stochastic in nature--is unknown to the…
We study variants of the secretary problem, where $N$, the number of candidates, is a random variable, and the decision maker wants to maximize the probability of success -- picking the largest number among the $N$ candidates -- using only…
Inventory control with unknown demand distribution is considered, with emphasis placed on the case involving discrete nonperishable items. We focus on an adaptive policy which in every period uses, as much as possible, the optimal…
We study a censored variant of the data-driven newsvendor problem, where the decision-maker must select an ordering quantity that minimizes expected overage and underage costs based only on offline censored sales data, rather than…
We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…
We consider two variations of the classical secretary problem. * A variation of the returning secretary problem where each interviewee may appear a second time with a fixed probability p. The decision-maker observes interviewees…
Suppose that $n$ items arrive online in random order and the goal is to select $k$ of them such that the expected sum of the selected items is maximized. The decision for any item is irrevocable and must be made on arrival without knowing…
We study a dynamic allocation problem in which $T$ sequentially arriving divisible resources are to be allocated to a number of agents with linear utilities. The marginal utilities of each resource to the agents are drawn stochastically…