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Minimizing volatility and adjustment costs is of central importance in many economic environments, yet it is often complicated by evolving feasibility constraints. We study a decision maker who repeatedly selects an action from a…
Robust optimization is one of the fundamental approaches to deal with uncertainty in combinatorial optimization. This paper considers the robust spanning tree problem with interval data, which arises in a variety of telecommunication…
It is a well-known conjecture, sometimes attributed to Frankl, that for any family of sets which is closed under the union operation, there is some element which is contained in at least half of the sets. Gilmer was the first to prove a…
The working-set bound [Sleator and Tarjan, J. ACM, 1985] roughly states that searching for an element is fast if the element was accessed recently. Binary search trees, such as splay trees, can achieve this property in the amortized sense,…
For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…
This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…
An optimal binary search tree for an access sequence on elements is a static tree that minimizes the total search cost. Constructing perfectly optimal binary search trees is expensive so the most efficient algorithms construct almost…
We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…
In the (binary) Distinct Vectors problem we are given a binary matrix A with pairwise different rows and want to select at most k columns such that, restricting the matrix to these columns, all rows are still pairwise different. A result by…
We study the boundary regularity of solutions to the porous medium equation $u_t = \Delta u^m$ in the degenerate range $m>1$. In particular, we show that in cylinders the Dirichlet problem with positive continuous boundary data on the…
The Steiner Forest problem is among the fundamental network design problems. Finding tight linear programming bounds for the problem is the key for both fast Branch-and-Bound algorithms and good primal-dual approximations. On the…
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…
We study solutions of a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We…
In this paper we propose a finite-dimensional and deterministic approach to the study of invariant sets of certain nonautonomous differential inclusions naturally arising in the context of random and control dynamical systems, as well as in…
The optimal connecting network problem generalizes many models of structure optimization known from the literature, including communication and transport network topology design, graph cut and graph clustering, structure identification from…
We study multi-finger binary search trees (BSTs), a far-reaching extension of the classical BST model, with connections to the well-studied $k$-server problem. Finger search is a popular technique for speeding up BST operations when a query…
We consider the problem of maintaining a dynamic set of integers and answering queries of the form: report a point (equivalently, all points) in a given interval. Range searching is a natural and fundamental variant of integer search, and…
We study finite-horizon optimal switching with discrete intervention dates on a general filtration, allowing continuous-time observations between decision dates, and develop a deep-learning-based dual framework with computable upper bounds.…
Many important complex networks, including critical infrastructure and emerging industrial automation systems, are becoming increasingly intricate webs of interacting feedback control loops. A fundamental concern is to quantify the control…
Reward-free exploration is a reinforcement learning setting studied by Jin et al. (2020), who address it by running several algorithms with regret guarantees in parallel. In our work, we instead give a more natural adaptive approach for…