Related papers: Sequential Ski Rental Problem
Consider a customer who needs to fulfill a shopping list, and also a personal shopper who is willing to buy and resell to customers the goods in their shopping lists. It is in the personal shopper's best interest to find (shopping) routes…
We study platforms in the sharing economy and discuss the need for incentivizing users to explore options that otherwise would not be chosen. For instance, rental platforms such as Airbnb typically rely on customer reviews to provide users…
We propose a new approach that enables end users to directly solve the cold start problem by themselves. The cold start problem is a common issue in recommender systems, and many methods have been proposed to address the problem on the…
We study sequential multi-issue trading between two greedily rational agents who exchange resources from a finite set of categories. Each agent's utility depends on its allocation, but the offering agent does not know the responding agent's…
Spatial-temporal prediction is a fundamental problem for constructing smart city, which is useful for tasks such as traffic control, taxi dispatching, and environmental policy making. Due to data collection mechanism, it is common to see…
Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…
The ticket automation provides crucial support for the normal operation of IT software systems. An essential task of ticket automation is to assign experts to solve upcoming tickets. However, facing thousands of tickets, inappropriate…
We study the role of contextual information in the online learning problem of brokerage between traders. In this sequential problem, at each time step, two traders arrive with secret valuations about an asset they wish to trade. The learner…
We formulate and analyze a generic sequential resource access problem arising in a variety of engineering fields, where a user disposes a number of heterogeneous computing, communication, or storage resources, each characterized by the…
Experts advising decision-makers are likely to display expertise which varies as a function of the problem instance. In practice, this may lead to sub-optimal or discriminatory decisions against minority cases. In this work we model such…
This work proposes a way to align statistical modeling with decision making. We provide a method that propagates the uncertainty in predictive modeling to the uncertainty in operational cost, where operational cost is the amount spent by…
Large-scale ride-sharing systems combine real-time dispatching and routing optimization over a rolling time horizon with a model predictive control (MPC) component that relocates idle vehicles to anticipate the demand. The MPC optimization…
Spurred by the growth of transportation network companies and increasing data capabilities, vehicle routing and ride-matching algorithms can improve the efficiency of private transportation services. However, existing routing solutions do…
We introduce and study a family of online metric problems with long-term constraints. In these problems, an online player makes decisions $\mathbf{x}_t$ in a metric space $(X,d)$ to simultaneously minimize their hitting cost…
Imagine a large firm with multiple departments that plans a large recruitment. Candidates arrive one-by-one, and for each candidate the firm decides, based on her data (CV, skills, experience, etc), whether to summon her for an interview.…
We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…
A patient seller aims to sell a good to an impatient buyer (i.e., one who discounts utility over time). The buyer will remain in the market for a period of time $T$, and her private value is drawn from a publicly known distribution. What is…
Given an incomplete ratings data over a set of users and items, the preference completion problem aims to estimate a personalized total preference order over a subset of the items. In practical settings, a ranked list of top-$k$ items from…
Several Radio Resource Management (RRM) use cases can be framed as sequential decision planning problems, where an agent (the base station, typically) makes decisions that influence the network utility and state. While Reinforcement…
With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…