Related papers: On Learning the $c\mu$ Rule in Single and Parallel…
In this paper, we study the behavior of the Hedge algorithm in the online stochastic setting. We prove that anytime Hedge with decreasing learning rate, which is one of the simplest algorithm for the problem of prediction with expert…
We study a centralized discrete-time dynamic two-way matching model with finitely many agent types. Agents arrive stochastically over time and join their type-dedicated queues waiting to be matched. We focus on availability-based policies…
Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an outcome, then the learner…
We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…
Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…
We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the well-studied heavy…
We study Online Linear Programming (OLP) with batching. The planning horizon is cut into $K$ batches, and the decisions on customers arriving within a batch can be delayed to the end of their associated batch. Compared with OLP without…
In this paper, we use a machine learning approach to predict the stationary distributions of the number of customers in a single-staiton multi server system. We consider two systems, the first is $c$ homogeneous servers, namely the…
We consider the widely studied problem of coded caching under non-uniform requests where users independently request files according to some underlying popularity distribution in each slot. This work is a first step towards analyzing this…
We consider many-server queueing systems with heterogeneous exponential servers and renewal arrivals. The service rate of each server is a random variable drawn from a given distribution. We develop a framework for analyzing the heavy…
In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…
Motivated by applications where impatience is pervasive and evaluation times are uncertain, we study a selection model where options may expire at an unknown point in time and evaluation times are stochastic. Initially, the decision-maker…
The $k$-Server Problem covers plenty of resource allocation scenarios, and several variations have been studied extensively for decades. We present a model generalizing the $k$-Server Problem by preferences of the requests, where the…
We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…
We consider the problem of service hosting where a service provider can dynamically rent edge resources via short term contracts to ensure better quality of service to its customers. The service can also be partially hosted at the edge, in…
This paper considers a cost minimization problem for data centers with N servers and randomly arriving service requests. A central router decides which server to use for each new request. Each server has three types of states (active, idle,…
Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a…
In this paper, we consider the problem of resource congestion control for competing online learning agents. On the basis of non-cooperative game as the model for the interaction between the agents, and the noisy online mirror ascent as the…
Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case…
Each site of $\mathbb{Z}$ hosts a queue with arrival rate $\lambda$. A single server, starting at the origin, serves its current queue at rate $\mu$ until that queue is empty, and then moves to the longest neighbouring queue. In the…