Related papers: A Distributionally-Robust Service Center Location …
Automatic service composition in mobile and pervasive computing faces many challenges due to the complex and highly dynamic nature of the environment. Common approaches consider service composition as a decision problem whose solution is…
Although behavioral economics has demonstrated that there are many situations where rational choice is a poor empirical model, it has so far failed to provide quantitative models of economic problems such as price formation. We make a step…
With the increasing popularity of recommendation systems (RecSys), the demand for compute resources in datacenters has surged. However, the model-wise resource allocation employed in current RecSys model serving architectures falls short in…
We introduce a spatial economic growth model where space is described as a network of interconnected geographic locations and we study a corresponding finite-dimensional optimal control problem on a graph with state constraints. Economic…
A current trend in networking and cloud computing is to provide compute resources over widely dispersed places exemplified by initiatives like Network Function Virtualisation. This paves the way for a widespread service deployment and can…
We find large deviations rates for consensus-based distributed inference for directed networks. When the topology is deterministic, we establish the large deviations principle and find exactly the corresponding rate function, equal at all…
This paper focuses on price-based residential demand response implemented through dynamic adjustments of electricity prices during DR events. It extends existing DR models to a stochastic framework in which customer response is represented…
We consider a crowdsourcing data acquisition scenario, such as federated learning, where a Center collects data points from a set of rational Agents, with the aim of training a model. For linear regression models, we show how a payment…
Often in prediction tasks, the predictive model itself can influence the distribution of the target variable, a phenomenon termed performative prediction. Generally, this influence stems from strategic actions taken by stakeholders with a…
This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed over a Wasserstein ambiguity set that is centered at the…
In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…
Stochastic choice-based discrete planning is a broad class of decision-making problems characterized by a sequential decision-making process involving a planner and a group of customers. The firm or planner first decides a subset of options…
In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…
We consider a multi-stage stochastic optimization problem originally introduced by Cygan et al. (2013), studying how a single server should prioritize stochastically departing customers. In this setting, our objective is to determine an…
We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…
In this paper we study optimal advertising problems that models the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we…
We consider a discrete facility location problem with a new form of equity criterion. The model discussed in the paper analyzes the case where demand points only have strict preference order on the sites where the plants can be located. The…
We study a make-to-order system with a finite set of customers. Production is stochastic with a nonlinear dependence between the ordered quantity and the production rate. Customers may have to queue until their turn arrives, and therefore…
This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…
We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…