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Online Reinforcement Learning (RL) is typically framed as the process of minimizing cumulative regret (CR) through interactions with an unknown environment. However, real-world RL applications usually involve a sequence of tasks, and the…

Machine Learning · Statistics 2024-10-28 Ziping Xu , Kelly W. Zhang , Susan A. Murphy

In this paper, we propose an online-matching-based model to study the assignment problems arising in a wide range of online-matching markets, including online recommendations, ride-hailing platforms, and crowdsourcing markets. It features…

Computer Science and Game Theory · Computer Science 2022-09-19 Pan Xu

We consider the problem of scheduling in multi-class, parallel-server queuing systems with uncertain rewards from job-server assignments. In this scenario, jobs incur holding costs while awaiting completion, and job-server assignments yield…

Machine Learning · Computer Science 2025-08-15 Jung-hun Kim , Milan Vojnovic

We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…

Machine Learning · Computer Science 2022-02-15 Aadirupa Saha , Pierre Gaillard

We consider the Network Utility Maximization (NUM) problem for wireless networks in the presence of arbitrary types of flows, including unicast, broadcast, multicast, and anycast traffic. Building upon the recent framework of a universal…

Optimization and Control · Mathematics 2018-03-02 Abhishek Sinha , Eytan Modiano

Adversarial training has proven to be effective in hardening networks against adversarial examples. However, the gained robustness is limited by network capacity and number of training samples. Consequently, to build more robust models, it…

Machine Learning · Computer Science 2020-06-02 Zheng Xu , Ali Shafahi , Tom Goldstein

This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining the blocking cost under a certain budget limit. To tackle…

Optimization and Control · Mathematics 2024-05-07 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

This paper considers a wireless link with randomly arriving data that is queued and served over a time-varying channel. It is known that any algorithm that comes within $\epsilon$ of the minimum average power required for queue stability…

Optimization and Control · Mathematics 2014-11-19 Michael J. Neely

We study the problem of \emph{dynamic regret minimization} in $K$-armed Dueling Bandits under non-stationary or time varying preferences. This is an online learning setup where the agent chooses a pair of items at each round and observes…

Machine Learning · Computer Science 2022-06-14 Aadirupa Saha , Shubham Gupta

We study the dynamics of opinions in a setting where a leader has a payoff that depends on agents' beliefs and where agents derive psychological utility from their beliefs. Agents sample a signal that maximises their utility and then…

Theoretical Economics · Economics 2024-01-17 Houda Nait El Barj , Theophile Sautory

It is widely believed that the formation of brain network structure is under the pressure of optimal trade-off between reducing wiring cost and promoting communication efficiency. However, the question of whether this trade-off exists in…

Neurons and Cognition · Quantitative Biology 2020-12-10 Junji Ma , Jinbo Zhang , Ying Lin , Zhengjia Dai

The drift-plus-penalty method is a Lyapunov optimisation technique commonly applied to network routing problems. It reduces the original stochastic planning task to a sequence of greedy optimizations, enabling the design of distributed…

Systems and Control · Electrical Eng. & Systems 2025-09-12 Ahmed Rashwan , Keith Briggs , Chris Budd

We study online finite-horizon Markov Decision Processes with adversarially changing loss and aggregate bandit feedback (a.k.a full-bandit). Under this type of feedback, the agent observes only the total loss incurred over the entire…

Machine Learning · Computer Science 2025-02-07 Tal Lancewicki , Yishay Mansour

When it comes to structural estimation of risk preferences from data on choices, random utility models have long been one of the standard research tools in economics. A recent literature has challenged these models, pointing out some…

General Economics · Economics 2024-09-04 Henk Keffert , Nikolaus Schweizer

We provide a general framework for characterizing the trade-off between accuracy and robustness in supervised learning. We propose a method and define quantities to characterize the trade-off between accuracy and robustness for a given…

Machine Learning · Computer Science 2025-05-26 Zhun Deng , Cynthia Dwork , Jialiang Wang , Yao Zhao

The theory of discrete-time online learning has been successfully applied in many problems that involve sequential decision-making under uncertainty. However, in many applications including contractual hiring in online freelancing platforms…

Machine Learning · Computer Science 2020-07-27 Semih Cayci , Swati Gupta , Atilla Eryilmaz

In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…

Machine Learning · Computer Science 2026-02-23 Mohammad Pedramfar , Vaneet Aggarwal

We study the optimal trade-off between expectation and tail risk for regret distribution in the stochastic multi-armed bandit model. We fully characterize the interplay among three desired properties for policy design: worst-case…

Machine Learning · Statistics 2025-10-27 David Simchi-Levi , Zeyu Zheng , Feng Zhu

Motivated by timeouts in Internet services, we consider networks of infinite server queues in which routing decisions are based on deadlines. Specifically, at each node in the network, the total service time equals the minimum of several…

Performance · Computer Science 2016-09-20 Neal Master , Nicholas Bambos

We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical…

Machine Learning · Computer Science 2009-04-01 Jacob Abernethy , Alekh Agarwal , Peter L. Bartlett , Alexander Rakhlin
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