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The effectiveness of advertising in e-commerce largely depends on the ability of merchants to bid on and win impressions for their targeted users. The bidding procedure is highly complex due to various factors such as market competition,…
We consider the problem of optimal bidding for virtual trading in two-settlement electricity markets. A virtual trader aims to arbitrage on the differences between day-ahead and real-time market prices; both prices, however, are random and…
In this paper, we address an optimal management problem of community energy storage in the real-time electricity market under a stochastic renewable environment. In a real-time electricity market, complete market information may not be…
In the model of online caching with machine learned advice, introduced by Lykouris and Vassilvitskii, the goal is to solve the caching problem with an online algorithm that has access to next-arrival predictions: when each input element…
In this paper we consider multiple constrained resource allocation problems, where the constraints can be specified by formulating activity dependency restrictions or by using game-theoretic models. All the problems are focused on generic…
The problem of online scheduling of multi-server jobs is considered, where there are a total of $K$ servers, and each job requires concurrent service from multiple servers for it to be processed. Each job on its arrival reveals its…
We investigate the distributed DC-Optimal Power Flow (DC-OPF) problem for a dynamic and uncertain environment. The unpredictable supply of renewable resources and varying prices of the electricity market are a few factors responsible for…
Consider a system in which tasks of different execution times arrive continuously and have to be executed by a set of processors that are prone to crashes and restarts. In this paper we model and study the impact of parallelism and failures…
We study the design of risk-sensitive online algorithms, in which risk measures are used in the competitive analysis of randomized online algorithms. We introduce the CVaR$_\delta$-competitive ratio ($\delta$-CR) using the conditional…
The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…
The integration of large shares of electricity produced by non-dispatchable Renewable Energy Sources (RES) leads to an increasingly volatile energy generation side, with temporary local overproduction. The application of energy storage…
We study stochastic online resource allocation: a decision maker needs to allocate limited resources to stochastically-generated sequentially-arriving requests in order to maximize reward. At each time step, requests are drawn independently…
This paper studies planning problems for a group of heating systems which supply the hot water demand for domestic use in houses. These systems (e.g. gas or electric boilers, heat pumps or microCHPs) use an external energy source to heat up…
Content caching at intermediate nodes is a very effective way to optimize the operations of Computer networks, so that future requests can be served without going back to the origin of the content. Several caching techniques have been…
We study how storage, operating as a price maker within a market environment, may be optimally operated over an extended period of time. The optimality criterion may be the maximisation of the profit of the storage itself, where this profit…
We characterize profit-maximizing operating strategies, over some time horizon [0,T], for an energy store which is trading in an arbitrage market. Our theory allows for leakage, operating inefficiencies, operating constraints and general…
We study an online resource allocation problem under uncertainty about demand and about the reward of each type of demand (agents) for the resource. Even though dealing with demand uncertainty in resource allocation problems has been the…
Wireless Powered Mobile Edge Computing (WP-MEC) integrates mobile edge computing (MEC) with wireless power transfer (WPT) to simultaneously extend the operational lifetime and enhance the computational capability of wireless devices (WDs).…
This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon…
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…