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Related papers: Online Resource Allocation with Stochastic Resourc…

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Online decision-makers often obtain predictions on future variables, such as arrivals, demands, inventories, and so on. These predictions can be generated from simple forecasting algorithms for univariate time-series, all the way to…

Optimization and Control · Mathematics 2024-06-25 Lin An , Andrew A. Li , Benjamin Moseley , Gabriel Visotsky

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

We consider the classical problem of sequential resource allocation where a decision maker must repeatedly divide a budget between several resources, each with diminishing returns. This can be recast as a specific stochastic optimization…

Machine Learning · Statistics 2020-01-17 Xavier Fontaine , Shie Mannor , Vianney Perchet

We study a sequential resource allocation problem between a fixed number of arms. On each iteration the algorithm distributes a resource among the arms in order to maximize the expected success rate. Allocating more of the resource to a…

Machine Learning · Computer Science 2018-03-29 Yuval Dagan , Koby Crammer

Online resource allocation (ORA) is a fundamental framework for sequential decision-making problems under budget constraints, with applications ranging from online advertising to revenue management. In this work, we study a broader setting…

Computer Science and Game Theory · Computer Science 2026-05-12 Eleonora Fidelia Chiefari , Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi

We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…

Machine Learning · Computer Science 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…

Data Structures and Algorithms · Computer Science 2024-06-13 Alexander Braun , Thomas Kesselheim , Tristan Pollner , Amin Saberi

We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination…

Artificial Intelligence · Computer Science 2021-08-31 Wang Chi Cheung , Will Ma , David Simchi-Levi , Xinshang Wang

We study a two-stage online reusable resource allocation problem over T days involving advance reservations and walk-ins. Each day begins with a reservation stage (Stage I), where reservation requests arrive sequentially. When service…

Optimization and Control · Mathematics 2026-01-21 Ruicheng Ao , Hengyu Fu , David Simchi-levi

We study a fundamental model of resource allocation in which a finite number of resources must be assigned in an online manner to a heterogeneous stream of customers. The customers arrive randomly over time according to known stochastic…

Optimization and Control · Mathematics 2018-05-16 Clifford Stein , Van-Anh Truong , Xinshang Wang

We study an online contextual decision-making problem with resource constraints. At each time period, the decision-maker first predicts a reward vector and resource consumption matrix based on a given context vector and then solves a…

Machine Learning · Computer Science 2022-06-16 Heyuan Liu , Paul Grigas

The theory of discrete-time online learning has been successfully applied in many problems that involve sequential decision-making under uncertainty. However, in many applications including contractual hiring in online freelancing platforms…

Machine Learning · Computer Science 2020-07-27 Semih Cayci , Swati Gupta , Atilla Eryilmaz

Motivated by bursty bandwidth allocation and by the allocation of virtual machines to servers in the cloud, we consider the online problem of packing items with random sizes into unit-capacity bins. Items arrive sequentially, but upon…

Optimization and Control · Mathematics 2021-02-08 Sebastian Perez-Salazar , Mohit Singh , Alejandro Toriello

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along…

Optimization and Control · Mathematics 2023-03-07 Yuwei Chen , Zengde Deng , Yinzhi Zhou , Zaiyi Chen , Yujie Chen , Haoyuan Hu

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

We study the problem of fair online resource allocation via non-monetary mechanisms, where multiple agents repeatedly share a resource without monetary transfers. Previous work has shown that every agent can guarantee $1/2$ of their ideal…

Computer Science and Game Theory · Computer Science 2025-05-27 David X. Lin , Daniel Hall , Giannis Fikioris , Siddhartha Banerjee , Éva Tardos

We consider the problem of online allocation (matching, budgeted allocations, and assortments) of reusable resources where an adversarial sequence of resource requests is revealed over time and any allocated resource is used/rented for a…

Data Structures and Algorithms · Computer Science 2024-09-17 Vineet Goyal , Garud Iyengar , Rajan Udwani

We study the framework of a dynamic decision-making scenario with resource constraints. In this framework, an agent, whose target is to maximize the total reward under the initial inventory, selects an action in each round upon observing a…

Machine Learning · Computer Science 2024-12-19 Zhaohua Chen , Rui Ai , Mingwei Yang , Yuqi Pan , Chang Wang , Xiaotie Deng

In this paper, we consider the general scenario of resource sharing in a decentralized system when the resource rewards/qualities are time-varying and unknown to the users, and using the same resource by multiple users leads to reduced…

Machine Learning · Computer Science 2012-10-23 Cem Tekin , Mingyan Liu

We study online task assignment problem with reusable resources, motivated by practical applications such as ridesharing, crowdsourcing and job hiring. In the problem, we are given a set of offline vertices (agents), and, at each time, an…

Data Structures and Algorithms · Computer Science 2022-03-16 Hanna Sumita , Shinji Ito , Kei Takemura , Daisuke Hatano , Takuro Fukunaga , Naonori Kakimura , Ken-ichi Kawarabayashi