Related papers: Online Allocation with Traffic Spikes: Mixing Adve…
In this paper we propose a general framework to characterize and solve the stochastic optimization problems with multiple objectives underlying many real world learning applications. We first propose a projection based algorithm which…
We consider a parallel system of $m$ identical machines prone to unpredictable crashes and restarts, trying to cope with the continuous arrival of tasks to be executed. Tasks have different computational requirements (i.e., processing time…
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 introduce the online stochastic Convex Programming (CP) problem, a very general version of stochastic online problems which allows arbitrary concave objectives and convex feasibility constraints. Many well-studied problems like online…
Online optimization covers problems such as online resource allocation, online bipartite matching, adwords (a central problem in e-commerce and advertising), and adwords with separable concave returns. We analyze the worst case competitive…
We study an online version of the max-min fair allocation problem for indivisible items. In this problem, items arrive one by one, and each item must be allocated irrevocably on arrival to one of $n$ agents, who have additive valuations for…
This study explores the problem of Multi-Agent Path Finding with continuous and stochastic travel times whose probability distribution is unknown. Our purpose is to manage a group of automated robots that provide package delivery services…
The classic online stochastic matching problem typically requires immediate and irrevocable matching decisions. However, in many modern decentralized systems such as real-time ride-hailing and distributed cloud computing, the primary…
Supply chain disruptions and volatile demand pose significant challenges to the UK automotive industry, which relies heavily on Just-In-Time (JIT) manufacturing. While qualitative studies highlight the potential of integrating Artificial…
This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online…
Today's top advertisers typically manage hundreds of campaigns simultaneously and consistently launch new ones throughout the year. A crucial challenge for marketing managers is determining the optimal allocation of limited budgets across…
One-max search is a classic problem in online decision-making, in which a trader acts on a sequence of revealed prices and accepts one of them irrevocably to maximise its profit. The problem has been studied both in probabilistic and in…
We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…
Online algorithms that allow a small amount of migration or recourse have been intensively studied in the last years. They are essential in the design of competitive algorithms for dynamic problems, where objects can also depart from the…
Various statistical analysis methods are studied for years to extract accurate trends of network traffic and predict the future load mainly to allocate required resources. Besides, many stochastic modeling techniques are offered to…
We study the problem of finding statistically distinct plans for stochastic planning and task assignment problems such as online multi-robot pickup and delivery (MRPD) when facing multiple competing objectives. In many real-world settings…
The interconnection network is a crucial subsystem in High-Performance Computing clusters and Data-centers, guaranteeing high bandwidth and low latency to the applications' communication operations. Unfortunately, congestion situations may…
We study the performance of a proportional weights algorithm for online capacitated bipartite matching modeling the delivery of impression ads. The algorithm uses predictions on the advertiser nodes to match arriving impression nodes…
We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system operates in discrete time; at each time slot, the administrator…
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…