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This paper develops learning-augmented algorithms for energy trading in volatile electricity markets. The basic problem is to sell (or buy) $k$ units of energy for the highest revenue (lowest cost) over uncertain time-varying prices, which…

Machine Learning · Computer Science 2024-02-29 Russell Lee , Bo Sun , Mohammad Hajiesmaili , John C. S. Lui

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

Mobile edge computing (MEC) emerges as a promising solution for servicing delay-sensitive tasks at the edge network. A body of recent literature started to focus on cost-efficient service placement and request scheduling. This work…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-27 Lina Su , Ne Wang , Ruiting Zhou , Zongpeng Li

Traditional pricing paradigms, once dominated by static models and rule-based heuristics, are increasingly being replaced by dynamic, data-driven approaches powered by machine learning algorithms. Despite their growing sophistication, most…

Machine Learning · Computer Science 2025-12-01 Marco Mussi , Marcello Restelli

Marketing optimization, commonly formulated as an online budget allocation problem, has emerged as a pivotal factor in driving user growth. Most existing research addresses this problem by following the principle of 'first predict then…

Machine Learning · Computer Science 2025-06-03 Xiaohan Wang , Yu Zhang , Guibin Jiang , Bing Cheng , Wei Lin

We initiate the study of centralized algorithms for welfare-maximizing allocation of goods to buyers subject to average-value constraints. We show that this problem is NP-hard to approximate beyond a factor of $\frac{e}{e-1}$, and provide a…

Data Structures and Algorithms · Computer Science 2025-09-09 Kshipra Bhawalkar , Zhe Feng , Anupam Gupta , Aranyak Mehta , David Wajc , Di Wang

Design of {\it online algorithms} for assigning mobile users to basestations is considered with the objective of maximizing the sum-rate, when all users associated to any one basestation equally share each basestation's resources. Each user…

Networking and Internet Architecture · Computer Science 2013-08-07 Andrew Thangaraj , Rahul Vaze

In this paper we model the problem of learning preferences of a population as an active learning problem. We propose an algorithm can adaptively choose pairs of items to show to users coming from a heterogeneous population, and use the…

Machine Learning · Statistics 2016-06-23 Aniruddha Bhargava , Ravi Ganti , Robert Nowak

This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline…

Machine Learning · Computer Science 2024-05-09 Kazuma Shimizu , Junya Honda , Shinji Ito , Shinji Nakadai

The configuration balancing problem with stochastic requests generalizes many well-studied resource allocation problems such as load balancing and virtual circuit routing. In it, we have $m$ resources and $n$ requests. Each request has…

Data Structures and Algorithms · Computer Science 2022-08-30 Franziska Eberle , Anupam Gupta , Nicole Megow , Benjamin Moseley , Rudy Zhou

In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new…

Data Structures and Algorithms · Computer Science 2022-05-03 Guanting Chen , Xiaocheng Li , Yinyu Ye

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

With the rapid growth of online investment platforms, funds can be distributed to individual customers online. The central issue is to match funds with potential customers under constraints. Most mainstream platforms adopt the…

Computational Engineering, Finance, and Science · Computer Science 2025-03-06 Xing Tang , Yunpeng Weng , Fuyuan Lyu , Dugang Liu , Xiuqiang He

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

Optimization and Control · Mathematics 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson population of customers choose their arrival time with the goal of…

Probability · Mathematics 2021-01-01 Liron Ravner , Yutaka Sakuma

In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…

Machine Learning · Computer Science 2024-02-22 Arpit Agarwal , Rad Niazadeh , Prathamesh Patil

We consider an online version of the well-studied network utility maximization problem, where users arrive one by one and an operator makes irrevocable decisions for each user without knowing the details of future arrivals. We propose a…

Data Structures and Algorithms · Computer Science 2021-01-27 Ying Cao , Bo Sun , Danny H. K. Tsang

Users of recommender systems often behave in a non-stationary fashion, due to their evolving preferences and tastes over time. In this work, we propose a practical approach for fast personalization to non-stationary users. The key idea is…

Machine Learning · Computer Science 2020-12-02 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Mohammad Ghavamzadeh , Craig Boutilier

In this paper, we consider the problem of learning online to manage Demand Response (DR) resources. A typical DR mechanism requires the DR manager to assign a baseline to the participating consumer, where the baseline is an estimate of the…

Machine Learning · Computer Science 2023-03-29 Deepan Muthirayan , Pramod P. Khargonekar

We approach the fundamental problem of obstacle avoidance for robotic systems via the lens of online learning. In contrast to prior work that either assumes worst-case realizations of uncertainty in the environment or a stationary…

Robotics · Computer Science 2023-11-07 David Snyder , Meghan Booker , Nathaniel Simon , Wenhan Xia , Daniel Suo , Elad Hazan , Anirudha Majumdar