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Online allocation problems with resource constraints have a rich history in operations research. In this paper, we introduce the \emph{regularized online allocation problem}, a variant that includes a non-linear regularizer acting on the…

Optimization and Control · Mathematics 2021-11-08 Santiago Balseiro , Haihao Lu , Vahab Mirrokni

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…

Optimization and Control · Mathematics 2017-05-24 Tianyi Chen , Aryan Mokhtari , Xin Wang , Alejandro Ribeiro , Georgios B. Giannakis

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

We consider the allocation of limited resources to heterogeneous customers who arrive in an online fashion. We would like to allocate the resources "fairly", so that no group of customers is marginalized in terms of their overall service…

Data Structures and Algorithms · Computer Science 2021-05-24 Will Ma , Pan Xu , Yifan Xu

We consider online allocation problems with concave revenue functions and resource constraints, which are central problems in revenue management and online advertising. In these settings, requests arrive sequentially during a finite horizon…

Optimization and Control · Mathematics 2021-11-08 Haihao Lu , Santiago Balseiro , Vahab Mirrokni

Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…

Data Structures and Algorithms · Computer Science 2026-05-19 Negin Golrezaei , Patrick Jaillet , Zijie Zhou

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…

Machine Learning · Computer Science 2024-08-02 Haoran Xu , Peter W. Glynn , Yinyu Ye

We consider several estimation and learning problems that networked agents face when making decisions given their uncertainty about an unknown variable. Our methods are designed to efficiently deal with heterogeneity in both size and…

Applications · Statistics 2016-11-11 M. Amin Rahimian , Ali Jadbabaie

A basic combinatorial online resource allocation problem is considered, where multiple servers have individual capacity constraints, and at each time slot, a set of jobs arrives, that have potentially different weights to different servers.…

Data Structures and Algorithms · Computer Science 2015-12-02 Ajil Jalal , Rahul Vaze , Umang Bhaskar

Online marketplaces increasingly do more than simply match buyers and sellers: they route orders across competing sellers and, in many categories, offer ancillary fulfillment services that make seller inventory a source of platform revenue.…

Multiagent Systems · Computer Science 2026-04-09 Rene Caldentey , Tong Xie

While marketing budget allocation has been studied for decades in traditional business, nowadays online business brings much more challenges due to the dynamic environment and complex decision-making process. In this paper, we present a…

Data Structures and Algorithms · Computer Science 2019-05-23 Kui Zhao , Junhao Hua , Ling Yan , Qi Zhang , Huan Xu , Cheng Yang

We study the online multi-class selection problem with group fairness guarantees, where limited resources must be allocated to sequentially arriving agents. Our work addresses two key limitations in the existing literature. First, we…

Machine Learning · Computer Science 2025-10-27 Faraz Zargari , Hossein Nekouyan , Lyndon Hallett , Bo Sun , Xiaoqi Tan

Bin packing is a classic optimization problem with a wide range of applications, from load balancing to supply chain management. In this work, we study the online variant of the problem, in which a sequence of items of various sizes must be…

Data Structures and Algorithms · Computer Science 2024-04-18 Spyros Angelopoulos , Shahin Kamali , Kimia Shadkami

The resource allocation problem consists of the optimal distribution of a budget between agents in a group. We consider such a problem in the context of open systems, where agents can be replaced at some time instances. These replacements…

Multiagent Systems · Computer Science 2022-07-20 Renato Vizuete , Charles Monnoyer de Galland , Julien M. Hendrickx , Paolo Frasca , Elena Panteley

We study an online joint assortment-inventory optimization problem, in which we assume that the choice behavior of each customer follows the Multinomial Logit (MNL) choice model, and the attraction parameters are unknown a priori. The…

Machine Learning · Computer Science 2025-01-03 Yong Liang , Xiaojie Mao , Shiyuan Wang

We consider the problem of allocating multiple heterogeneous resources geographically and over time to meet demands that require some subset of the available resource types simultaneously at a specified time, location, and duration. The…

Optimization and Control · Mathematics 2022-06-15 Arden Baxter , Pinar Keskinocak , Mohit Singh

Several well-studied online resource allocation problems can be formulated in terms of infinite, increasing sequences of positive values, in which each element is associated with a corresponding allocation value. Examples include problems…

Data Structures and Algorithms · Computer Science 2021-11-10 Spyros Angelopoulos , Diogo Arsénio , Shahin Kamali

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou

Conventionally, the resource allocation is formulated as an optimization problem and solved online with instantaneous scenario information. Since most resource allocation problems are not convex, the optimal solutions are very difficult to…

Machine Learning · Computer Science 2017-12-20 Jun-Bo Wang , Junyuan Wang , Yongpeng Wu , Jin-Yuan Wang , Huiling Zhu , Min Lin , Jiangzhou Wang

We consider the problem faced by a service platform that needs to match limited supply with demand but also to learn the attributes of new users in order to match them better in the future. We introduce a benchmark model with heterogeneous…

Machine Learning · Computer Science 2020-08-07 Ramesh Johari , Vijay Kamble , Yash Kanoria