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Many policies involve dynamics in their treatment assignments, where individuals receive sequential interventions over multiple stages. We study estimation of an optimal dynamic treatment regime that guides the optimal treatment assignment…

Econometrics · Economics 2024-09-04 Shosei Sakaguchi

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan

Quick response times are paramount for minimizing downtime in spare parts networks for capital goods, such as medical and manufacturing equipment. To guarantee that the maintenance is performed in a timely fashion, strategic management of…

Optimization and Control · Mathematics 2019-10-04 Dmitrii Usanov , Anna Pechina , Peter van de Ven , Rob van der Mei

This paper proposes a novel method to estimate individualised treatment assignment rules. The method is designed to find rules that are stochastic, reflecting uncertainty in estimation of an assignment rule and about its welfare…

Econometrics · Economics 2023-02-22 Toru Kitagawa , Hugo Lopez , Jeff Rowley

While reinforcement learning (RL) provides a framework for learning through trial and error, translating RL algorithms into the real world has remained challenging. A major hurdle to real-world application arises from the development of…

Machine Learning · Computer Science 2022-05-12 Archit Sharma , Rehaan Ahmad , Chelsea Finn

In the theory of dynamic programming, an optimal policy is a policy whose lifetime value dominates that of all other policies from every possible initial condition in the state space. This raises a natural question: when does optimality…

Optimization and Control · Mathematics 2025-05-13 John Stachurski , Jingni Yang , Ziyue Yang

Actionable recourse studies whether individuals can modify feasible features to overturn unfavorable outcomes produced by AI-assisted decision-support systems. However, many such systems operate in competitive settings, such as admission or…

Computer Science and Game Theory · Computer Science 2026-03-19 Ya-Ting Yang , Quanyan Zhu

Homelessness is a humanitarian challenge affecting an estimated 1.6 billion people worldwide. In the face of rising homeless populations in developed nations and a strain on social services, government agencies are increasingly adopting…

Human-Computer Interaction · Computer Science 2024-01-25 Erina Seh-Young Moon , Shion Guha

We develop a framework for the analysis of large-scale Ad-auctions where adverts are assigned over a continuum of search types. For this pay-per-click market, we provide an efficient mechanism that maximizes social welfare. In particular,…

Computer Science and Game Theory · Computer Science 2016-06-03 Frank Kelly , Peter Key , Neil Walton

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

The performance of an algorithm often critically depends on its parameter configuration. While a variety of automated algorithm configuration methods have been proposed to relieve users from the tedious and error-prone task of manually…

Artificial Intelligence · Computer Science 2022-05-30 Steven Adriaensen , André Biedenkapp , Gresa Shala , Noor Awad , Theresa Eimer , Marius Lindauer , Frank Hutter

Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed decision dependence arises when the deployed decision affects…

Optimization and Control · Mathematics 2025-03-11 Zhiyu He , Saverio Bolognani , Florian Dörfler , Michael Muehlebach

We study a general model on reusable resource allocation under model uncertainty. A heterogeneous population of customers arrive at the decision maker's (DM's) platform sequentially. Upon observing a customer's type, the DM selects an…

Optimization and Control · Mathematics 2022-12-07 Xilin Zhang , Wang Chi Cheung

This paper presents a method to improve the localization accuracy of robots operating in a range-based localization network. The method is favorable especially when the robots operate in harsh environments where the access to a robust and…

Robotics · Computer Science 2018-04-27 Saman Fahandezh-Saadi , Mark W. Mueller

We investigate the hiring problem where a sequence of applicants is sequentially interviewed, and a decision on whether to hire an applicant is immediately made based on the applicant's score. For the maximal and average improvement…

Computer Science and Game Theory · Computer Science 2025-06-03 P. L. Krapivsky

Resource allocation plays a central role in many networked systems such as smart grids, communication networks and urban transportation systems. In these systems, many constraints have physical meaning and having feasible allocation is…

Optimization and Control · Mathematics 2022-07-14 Xuyang Wu , Sindri Magnusson , Mikael Johansson

Reinforcement learning (RL) has been successfully applied to solve the problem of finding obstacle-free paths for autonomous agents operating in stochastic and uncertain environments. However, when the underlying stochastic dynamics of the…

Machine Learning · Computer Science 2024-10-29 Sheryl Paul , Jyotirmoy V. Deshmukh

Based on the success of recommender systems in e-commerce, there is growing interest in their use in matching markets (e.g., labor). While this holds potential for improving market fluidity and fairness, we show in this paper that naively…

Information Retrieval · Computer Science 2021-06-04 Yi Su , Magd Bayoumi , Thorsten Joachims

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

Edge computing allows Service Providers (SPs) to enhance user experience by placing their services closer to the network edge. Determining the optimal provisioning of edge resources to meet the varying and uncertain demand cost-effectively…

Optimization and Control · Mathematics 2024-12-23 Jiaming Cheng , Duong Thuy Anh Nguyen , Duong Tung Nguyen