Related papers: Blind Dynamic Resource Allocation in Closed Networ…
We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…
We consider assignment policies that allocate resources to users, where both resources and users are located on a one-dimensional line. First, we consider unidirectional assignment policies that allocate resources only to users located to…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…
In this paper, we investigate the scheduling design of a mobile edge computing (MEC) system, where active mobile devices with computation tasks randomly appear in a cell. Every task can be computed at either the mobile device or the MEC…
Algorithmic decisions made by machine learning models in high-stakes domains may have lasting impacts over time. However, naive applications of standard fairness criterion in static settings over temporal domains may lead to delayed and…
We present a unified framework based on primal-dual stochastic mirror descent for approximately solving infinite-horizon Markov decision processes (MDPs) given a generative model. When applied to an average-reward MDP with $A_{tot}$ total…
Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…
The problem of optimizing social welfare objectives on multi sided ride hailing platforms such as Uber, Lyft, etc., is challenging, due to misalignment of objectives between drivers, passengers, and the platform itself. An ideal solution…
Constrained competitive optimization involves multiple agents trying to minimize conflicting objectives, subject to constraints. This is a highly expressive modeling language that subsumes most of modern machine learning. In this work we…
In this paper, we consider a queue-aware distributive resource control algorithm for two-hop MIMO cooperative systems. We shall illustrate that relay buffering is an effective way to reduce the intrinsic half-duplex penalty in cooperative…
In this paper, we investigate the scheduling design of a mobile-edge computing (MEC) system, where the random arrival of mobile devices with computation tasks in both spatial and temporal domains is considered. The binary computation…
We study a continuous-time, infinite-horizon dynamic bipartite matching problem. Suppliers arrive according to a Poisson process; while waiting, they may abandon the queue at a uniform rate. Customers on the other hand must be matched upon…
Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…
Ridepooling services require efficient optimization algorithms to simultaneously plan routes and pool users in shared rides. We consider a static dial-a-ride problem (DARP) where a series of origin-destination requests have to be assigned…
In this paper, a learning-based optimal transportation algorithm for autonomous taxis and ridesharing vehicles is presented. The goal is to design a mechanism to solve the routing problem for multiple autonomous vehicles and multiple…
This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…
We consider a dynamic pricing problem in network revenue management where customer behavior is predicted by a choice model, i.e., the multinomial logit (MNL) model. The problem, even in the static setting (i.e., customer demand remains…
In recent years, attention has been focused on the relationship between black-box optimiza- tion problem and reinforcement learning problem. In this research, we propose the Mirror Descent Search (MDS) algorithm which is applicable both for…
We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…
Model predictive control (MPC) is a powerful technique for solving dynamic control tasks. In this paper, we show that there exists a close connection between MPC and online learning, an abstract theoretical framework for analyzing online…