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We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…

Machine Learning · Computer Science 2023-07-04 Omar Besbes , Yuri Fonseca , Ilan Lobel

Throughput-optimal transmission scheduling in wireless networks has been a well considered problem in the literature, and the method for achieving optimality, MaxWeight scheduling, has been known for several decades. This algorithm achieves…

Networking and Internet Architecture · Computer Science 2020-08-05 Thomas Stahlbuhk , Brooke Shrader , Eytan Modiano

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

We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…

Optimization and Control · Mathematics 2017-08-11 Pan Li , Hao Wang , Baosen Zhang

Distributed and iterative network utility maximization algorithms, such as the primal-dual algorithms or the network-user decomposition algorithms, often involve trajectories where the iterates may be infeasible, convergence to the optimal…

Optimization and Control · Mathematics 2018-12-11 Akhil P T , Rajesh Sundaresan

Robust utility optimization enables an investor to deal with market uncertainty in a structured way, with the goal of maximizing the worst-case outcome. In this work, we propose a generative adversarial network (GAN) approach to…

Computational Finance · Quantitative Finance 2025-09-19 Florian Krach , Josef Teichmann , Hanna Wutte

Learning algorithms are often used to make decisions in sequential decision-making environments. In multi-agent settings, the decisions of each agent can affect the utilities/losses of the other agents. Therefore, if an agent is good at…

Computer Science and Game Theory · Computer Science 2024-07-09 Angelos Assos , Yuval Dagan , Constantinos Daskalakis

Network optimization has generally been focused on solving network flow problems, but recently there have been investigations into optimizing network characteristics. Optimizing network connectivity to maximize the number of nodes within a…

Physics and Society · Physics 2020-08-03 Jeremy Auerbach , Hyun Kim

In this paper, we consider an online optimization problem over $T$ rounds where at each step $t\in[T]$, the algorithm chooses an action $x_t$ from the fixed convex and compact domain set $\mathcal{K}$. A utility function $f_t(\cdot)$ is…

Machine Learning · Computer Science 2021-06-16 Omid Sadeghi , Prasanna Raut , Maryam Fazel

We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online collected noisy data. An optimal trade-off between…

Optimization and Control · Mathematics 2024-09-13 Ying Wang , Mirko Pasquini , Kévin Colin , Håkan Hjalmarsson

The amount of transmitted data in computer networks is expected to grow considerably in the future, putting more and more pressure on the network infrastructures. In order to guarantee a good service, it then becomes fundamental to use the…

Networking and Internet Architecture · Computer Science 2018-05-14 Stefano D'Aronco , Pascal Frossard

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

Bounding the price of anarchy, which quantifies the damage to social welfare due to selfish behavior of the participants, has been an important area of research. In this paper, we study this phenomenon in the context of a game modeling…

Computer Science and Game Theory · Computer Science 2020-03-17 Jason Gaitonde , Eva Tardos

We consider the impact of scheduling disciplines on performance of routing in the framework of adversarial queuing. We propose an adversarial model which reflects stalling of packets due to transient failures and explicitly incorporates…

Networking and Internet Architecture · Computer Science 2018-12-31 Bogdan S. Chlebus , Vicent Cholvi , Dariusz R. Kowalski

We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…

Optimization and Control · Mathematics 2007-05-23 Heng-Qing Ye , David D. Yao

Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret…

Systems and Control · Computer Science 2017-11-22 Tianyi Chen , Qing Ling , Georgios B. Giannakis

We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…

Computer Science and Game Theory · Computer Science 2020-11-23 Jason Gaitonde , Eva Tardos

We consider the problem of influence maximization in fixed networks for contagion models in an adversarial setting. The goal is to select an optimal set of nodes to seed the influence process, such that the number of influenced nodes at the…

Social and Information Networks · Computer Science 2019-01-23 Justin Khim , Varun Jog , Po-Ling Loh

Neural networks are known to be highly sensitive to adversarial examples. These may arise due to different factors, such as random initialization, or spurious correlations in the learning problem. To better understand these factors, we…

Machine Learning · Statistics 2022-07-05 Elvis Dohmatob , Alberto Bietti