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Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…

Optimization and Control · Mathematics 2026-01-07 Renyuan Xu , Thaleia Zariphopoulou , Luhao Zhang

In this paper, we study stochastic coupon probing problem in social networks. Assume there is a social network and a set of coupons. We can offer coupons to some users adaptively and those users who accept the offer will act as seeds and…

Social and Information Networks · Computer Science 2018-07-11 Shaojie Tang

We study a stochastic variant of monotone submodular maximization problem as follows. We are given a monotone submodular function as an objective function and a feasible domain defined on a finite set, and our goal is to find a feasible…

Data Structures and Algorithms · Computer Science 2020-06-29 Takanori Maehara , Yutaro Yamaguchi

We consider the maximization problem of monotone submodular functions under an uncertain knapsack constraint. Specifically, the problem is discussed in the situation that the knapsack capacity is not given explicitly and can be accessed…

Data Structures and Algorithms · Computer Science 2018-03-08 Yasushi Kawase , Hanna Sumita , Takuro Fukunaga

We study the problem of a budget limited buyer who wants to buy a set of items, each from a different seller, to maximize her value. The budget feasible mechanism design problem aims to design a mechanism which incentivizes the sellers to…

Computer Science and Game Theory · Computer Science 2017-04-03 Pooya Jalaly , Eva Tardos

Submodularity in combinatorial optimization has been a topic of many studies and various algorithmic techniques exploiting submodularity of a studied problem have been proposed. It is therefore natural to ask, in cases where the cost…

Data Structures and Algorithms · Computer Science 2023-05-19 Martin Böhm , Jarosław Byrka , Mateusz Lewandowski , Jan Marcinkowski

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

Many sequential decision making problems can be formulated as an adaptive submodular maximization problem. However, most of existing studies in this field focus on pool-based setting, where one can pick items in any order, and there have…

Artificial Intelligence · Computer Science 2022-08-18 Shaojie Tang , Jing Yuan

We revisit the well-studied problem of budget-feasible procurement, where a buyer with a strict budget constraint seeks to acquire services from a group of strategic providers (the sellers). During the last decade, several strategyproof…

Computer Science and Game Theory · Computer Science 2021-07-22 Eric Balkanski , Pranav Garimidi , Vasilis Gkatzelis , Daniel Schoepflin , Xizhi Tan

The goal of a typical adaptive sequential decision making problem is to design an interactive policy that selects a group of items sequentially, based on some partial observations, to maximize the expected utility. It has been shown that…

Machine Learning · Computer Science 2021-11-02 Shaojie Tang , Jing Yuan

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

Optimization and Control · Mathematics 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

This paper studies randomized approximation algorithm for a variant of the set cover problem called minimum submodular cost partial multi-cover (SCPMC), in which each element $e$ has a covering requirement $r_e$ and a profit $p_e$, and the…

Data Structures and Algorithms · Computer Science 2017-02-02 Yishuo Shi , Zhao Zhang , Ding-Zhu Du

This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…

Optimization and Control · Mathematics 2023-05-15 Hui Xiao , Zhihong Wei

The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…

Data Structures and Algorithms · Computer Science 2018-10-31 Nived Rajaraman , Rahul Vaze

We consider the problem of selecting an optimal subset of information sources for a hypothesis testing/classification task where the goal is to identify the true state of the world from a finite set of hypotheses, based on finite…

Machine Learning · Statistics 2024-07-01 Jayanth Bhargav , Mahsa Ghasemi , Shreyas Sundaram

We study single-stage decision problems in which a subset of items with minimum total cost has to be selected at once from a given set of items, subject to two costs of each item -fixed and uncertain -and cardinality constraints for each…

Optimization and Control · Mathematics 2025-11-04 Antoine Lhomme , Nadia Brauner , Evgeny Gurevsky , Mikhail Kovalyov , Erwin Pesch

We study procurement design when the buyer is uncertain about both the value of the good and the seller's cost. The buyer has a conjectured model but does not fully trust it. She first identifies mechanisms that maximize her worst-case…

Theoretical Economics · Economics 2025-12-10 Debasis Mishra , Sanket Patil , Alessandro Pavan

In this paper the problem of selecting $p$ out of $n$ available items is discussed, such that their total cost is minimized. We assume that costs are not known exactly, but stem from a set of possible outcomes. Robust recoverable and…

Optimization and Control · Mathematics 2017-02-17 André Chassein , Marc Goerigk , Adam Kasperski , Paweł Zieliński

Maximizing monotone submodular functions under cardinality constraints is a classic optimization task with several applications in data mining and machine learning. In this paper we study this problem in a dynamic environment with…

Data Structures and Algorithms · Computer Science 2024-05-31 Paul Dütting , Federico Fusco , Silvio Lattanzi , Ashkan Norouzi-Fard , Morteza Zadimoghaddam

We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…

Optimization and Control · Mathematics 2025-01-07 Xiaoyu Chen , Marc Goerigk , Michael Poss