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The online portfolio selection (OLPS) problem differs from classical portfolio model problems, as it involves making sequential investment decisions. Many OLPS strategies described in the literature capture market movement based on various…

Portfolio Management · Quantitative Finance 2022-06-03 Man Yiu Tsang , Tony Sit , Hoi Ying Wong

Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…

Machine Learning · Computer Science 2015-01-27 Ali Jadbabaie , Alexander Rakhlin , Shahin Shahrampour , Karthik Sridharan

For Industrial Wireless Sensor Networks, it is essential to reliably sense and deliver the environmental data on time to avoid system malfunction. While energy harvesting is a promising technique to extend the lifetime of sensor nodes, it…

Networking and Internet Architecture · Computer Science 2016-05-12 Lei Lei , Yiru Kuang , Xuemin , Shen , Kan Yang , Jian Qiao , Zhangdui Zhong

Which ads should we display in sponsored search in order to maximize our revenue? How should we dynamically rank information sources to maximize the value of the ranking? These applications exhibit strong diminishing returns: Redundancy…

Machine Learning · Computer Science 2014-07-07 Daniel Golovin , Andreas Krause , Matthew Streeter

Motivated by Internet advertising applications, online allocation problems have been studied extensively in various adversarial and stochastic models. While the adversarial arrival models are too pessimistic, many of the stochastic (such as…

Data Structures and Algorithms · Computer Science 2017-11-17 Hossein Esfandiari , Nitish Korula , Vahab Mirrokni

In this paper, we propose an optimal control-estimation architecture for distribution networks, which jointly solves the optimal power flow (OPF) problem and static state estimation (SE) problem through an online gradient-based feedback…

Optimization and Control · Mathematics 2022-08-31 Yi Guo , Xinyang Zhou , Changhong Zhao , Lijun Chen , Gabriela Hug , Tyler H. Summers

One of the major issues with the integration of renewable energy sources into the power grid is the increased uncertainty and variability that they bring. If this uncertainty is not sufficiently addressed, it will limit the further…

Optimization and Control · Mathematics 2017-05-15 Joshua Comden , Zhenhua Liu , Yue Zhao

In this study, we investigated several online and semi-online scheduling problems on two hierarchical machines with a common due date to maximize the total early work. For the pure online case, we designed an optimal online algorithm with a…

Data Structures and Algorithms · Computer Science 2022-09-20 Man Xiao , Xiaoqiao Liu , Weidong Li , Xin Chen , Malgorzata Sterna , Jacek Blazewicz

The energy consumption of data centers assumes a significant fraction of the world's overall energy consumption. Most data centers are statically provisioned, leading to a very low average utilization of servers. In this work, we survey…

Data Structures and Algorithms · Computer Science 2021-08-24 Jonas Hübotter

A significant portion of a consumer's annual electrical costs can be made up of coincident peak charges: a transmission surcharge for power consumed when the entire system is at peak demand. This charge occurs only a few times annually, but…

Optimization and Control · Mathematics 2019-08-05 Chase P. Dowling , Baosen Zhang

There is a rising interest for studying the online benchmark as an alternative of the classical offline benchmark in online stochastic settings. Ezra, Feldman, Gravin, and Tang (SODA 2023) introduced the notion of order-competitive ratio,…

Data Structures and Algorithms · Computer Science 2024-06-24 Liyan Chen , Nuozhou Sun , Zhihao Gavin Tang

A frequently studied performance measure in online optimization is competitive analysis. It corresponds to the worst-case ratio, over all possible inputs of an algorithm, between the performance of the algorithm and the optimal offline…

Optimization and Control · Mathematics 2024-05-30 Antoine Lhomme , Nicolas Catusse , Nadia Brauner

This paper is motivated by the vision of more efficient packet classification mechanisms that self-optimize in a demand-aware manner. At the heart of our approach lies a self-adjusting linear list data structure, where unlike in the classic…

Data Structures and Algorithms · Computer Science 2021-10-01 Maciej Pacut , Juan Vanerio , Vamsi Addanki , Arash Pourdamghani , Gabor Retvari , Stefan Schmid

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…

Optimization and Control · Mathematics 2023-08-10 Sushobhan Chatterjee , Rachel Kalpana Kalaimani

We study resource allocation algorithm design for energy-efficient communication in an OFDMA downlink network with hybrid energy harvesting base station. Specifically, an energy harvester and a constant energy source driven by a…

Information Theory · Computer Science 2013-02-20 Derrick Wing Kwan Ng , Ernest S. Lo , Robert Schober

In many problems, the inputs arrive over time, and must be dealt with irrevocably when they arrive. Such problems are online problems. A common method of solving online problems is to first solve the corresponding linear program, and then…

Data Structures and Algorithms · Computer Science 2012-04-04 Umang Bhaskar , Lisa Fleischer

Machine learning algorithms are designed to make accurate predictions of the future based on existing data, while online algorithms seek to bound some performance measure (typically the competitive ratio) without knowledge of the future.…

Machine Learning · Computer Science 2021-09-30 Kevin Rao

We consider the online stochastic matching problem proposed by Feldman et al. [FMMM09] as a model of display ad allocation. We are given a bipartite graph; one side of the graph corresponds to a fixed set of bins and the other side…

Data Structures and Algorithms · Computer Science 2011-08-03 Vahideh H. Manshadi , Shayan Oveis Gharan , Amin Saberi

Mobile platforms must satisfy the contradictory requirements of fast response time and minimum energy consumption as a function of dynamically changing applications. To address this need, system-on-chips (SoC) that are at the heart of these…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-24 Sumit K. Mandal , Ganapati Bhat , Janardhan Rao Doppa , Partha Pratim Pande , Umit Y. Ogras

The current framework of network utility maximization for distributed rate allocation assumes fixed channel code rates. However, by adapting the physical layer channel coding, different rate-reliability tradeoffs can be achieved on each…

Networking and Internet Architecture · Computer Science 2007-05-23 Jang-Won Lee , Mung Chiang , A. Robert Calderbank
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