Related papers: Competitive Online Optimization under Inventory Co…
A well-studied generalization of the standard online convex optimization (OCO) is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the learner…
We study \emph{combinatorial procurement auctions}, where a buyer with a valuation function $v$ and budget $B$ wishes to buy a set of items. Each item $i$ has a cost $c_i$ and the buyer is interested in a set $S$ that maximizes $v(S)$…
We consider an increasingly popular demand-response scenario where a user schedules the flexible electric vehicle (EV) charging load in response to real-time electricity prices. The objective is to minimize the total charging cost with user…
We consider the setting of online computation with advice, and study the bin packing problem and a number of scheduling problems. We show that it is possible, for any of these problems, to arbitrarily approach a competitive ratio of $1$…
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…
We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination…
In this paper, we introduce a new online scheduling framework for minimizing total weighted completion time in a general setting. The framework is inspired by the work of Hall et al. [Mathematics of Operations Research, Vol 22(3):513-544,…
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…
In this work, we investigate the online learning problem of revenue maximization in ad auctions, where the seller needs to learn the click-through rates (CTRs) of each ad candidate and charge the price of the winner through a pay-per-click…
We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…
We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can…
In markets with budget-constrained buyers, competitive equilibria need not be efficient in the utilitarian sense, or maximise the seller's revenue. We consider a setting with multiple divisible goods. Competitive equilibrium outcomes, and…
We study the design of truthful auctions for selling identical items in unlimited supply (e.g., digital goods) to n unit demand buyers. This classic problem stands out from profit-maximizing auction design literature as it requires no…
The online knapsack problem is a classic online resource allocation problem in networking and operations research. Its basic version studies how to pack online arriving items of different sizes and values into a capacity-limited knapsack.…
Overconservatism has long been recognized as a major issue with robust optimization, despite its key advantages of tractability, performance guarantee, and limited information. To address this issue, a new criterion is proposed that can…
We consider online optimization in the 1-lookahead setting, where the objective does not decompose additively over the rounds of the online game. The resulting formulation enables us to deal with non-stationary and/or long-term constraints…
In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…
We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…
We consider a perimeter defense problem in a planar conical environment in which a single vehicle, having a finite capture radius, aims to defend a concentric perimeter from mobile intruders. The intruders are arbitrarily released at the…
We study the classic single-choice prophet inequality problem through a resource augmentation lens. Our goal is to bound the $(1-\varepsilon)$-competition complexity of different types of online algorithms. This metric asks for the smallest…