Related papers: Variable Decomposition for Prophet Inequalities an…
In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…
Consider the following problem: given two arbitrary densities $q_1,q_2$ and a sample-access to an unknown target density $p$, find which of the $q_i$'s is closer to $p$ in total variation. A remarkable result due to Yatracos shows that this…
Consider a distributed coding for computing problem with constant decoding locality, i.e., with a vanishing error probability, any single sample of the function can be approximately recovered by probing only constant number of compressed…
The problem of variable-rate lossless data compression is considered, for codes with and without prefix constraints. Sharp bounds are derived for the best achievable compression rate of memoryless sources, when the excess-rate probability…
We introduce a model of competing agents in a prophet setting, where rewards arrive online, and decisions are made immediately and irrevocably. The rewards are unknown from the outset, but they are drawn from a known probability…
We investigate non-adaptive algorithms for matroid prophet inequalities. Matroid prophet inequalities have been considered resolved since 2012 when [KW12] introduced thresholds that guarantee a tight 2-approximation to the prophet; however,…
Free order prophet inequalities bound the ratio between the expected value obtained by two parties each selecting a value from a set of independent random variables: a "prophet" who knows the value of each variable and may select the…
We initiate the study of the prophet inequality problem through the resource augmentation framework in scenarios when the values of the rewards are correlated. Our goal is to determine the number of additional rewards an online algorithm…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
We study the prophet inequality when the gambler has an access only to a single sample from each distribution. Rubinstein, Wang and Weinberg showed that an optimal guarantee of 1/2 can be achieved when the underlying matroid has rank 1,…
The prophet and secretary problems demonstrate online scenarios involving the optimal stopping theory. In a typical prophet or secretary problem, selection decisions are assumed to be immediate and irrevocable. However, many online settings…
Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…
Matching is one of the most fundamental and broadly applicable problems across many domains. In these diverse real-world applications, there is often a degree of uncertainty in the input which has led to the study of stochastic matching…
Prophet inequalities and secretary problems have been extensively studied in recent years due to their elegance, connections to online algorithms, stochastic optimization, and mechanism design problems in game theoretic settings. Rubinstein…
We study the problem of quantization of discrete probability distributions, arising in universal coding, as well as other applications. We show, that in many situations this problem can be reduced to the covering problem for the unit…
We study the repeated optimal stopping problem, in which the same optimal stopping instance with an unknown distribution is solved repeatedly over $T$ rounds. We aim to simultaneously achieve strong per-round performance guarantees relative…
We propose a general analytical framework for single-facility continuous location problems under spatial demand uncertainty. In contrast to classical formulations based on discrete or regionally aggregated demands, the proposed model…
Online contention resolution schemes (OCRSs) were proposed by Feldman, Svensson, and Zenklusen as a generic technique to round a fractional solution in the matroid polytope in an online fashion. It has found applications in several…
We propose a PDE-constrained optimization approach for the determination of noise distribution in total variation (TV) image denoising. An optimization problem for the determination of the weights correspondent to different types of noise…
We consider a class of hypothesis testing problems where the null hypothesis postulates $M$ distributions for the observed data, and there is only one possible distribution under the alternative. We show that one can use a stochastic mirror…