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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 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 consider the dynamic resource allocation problem where the decision space is finite-dimensional, yet the solution must satisfy a large or even infinite number of constraints revealed via streaming data or oracle feedback. We model this…

Machine Learning · Computer Science 2026-03-18 Yiming Zong , Jiashuo Jiang

We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…

Machine Learning · Computer Science 2023-07-04 Omar Besbes , Yuri Fonseca , Ilan Lobel

Many online platforms, ranging from online retail stores to social media platforms, employ algorithms to optimize their offered assortment of items (e.g., products and contents). These algorithms often focus exclusively on achieving the…

Data Structures and Algorithms · Computer Science 2025-02-24 Qinyi Chen , Negin Golrezaei , Fransisca Susan

Many decision processes run for a long and unknown duration: in each round new requests arrive, an irrevocable choice must be made immediately, and the system is judged by ongoing fairness requirements. Examples include food banks…

Computer Science and Game Theory · Computer Science 2026-05-26 Ido Kahana , Erel Segal-Halevi , Noam Hazon

In this work, we study an upgrading scheme for online resource allocation problems. We work in a sequential setting, where at each round a request for a resource arrives and the decision-maker has to decide whether to accept it (and thus,…

Optimization and Control · Mathematics 2024-02-15 Patrick Jaillet , Chara Podimata , Andrew Vakhutinsky , Zijie Zhou

We consider a multi-agent resource allocation setting that models the assignment of papers to reviewers. A recurring issue in allocation problems is the compatibility of welfare/efficiency and fairness. Given an oracle to find a…

Computer Science and Game Theory · Computer Science 2019-08-02 Haris Aziz , Xin Huang , Nicholas Mattei , Erel Segal-Halevi

Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…

Data Structures and Algorithms · Computer Science 2021-11-08 Santiago Balseiro , Haihao Lu , Vahab Mirrokni

This paper concerns the mechanism design for online resource allocation in a strategic setting. In this setting, a single supplier allocates capacity-limited resources to requests that arrive in a sequential and arbitrary manner. Each…

Computer Science and Game Theory · Computer Science 2023-10-10 Xiaoqi Tan , Bo Sun , Alberto Leon-Garcia , Yuan Wu , Danny H. K. Tsang

We design online algorithms for the fair allocation of public goods to a set of $N$ agents over a sequence of $T$ rounds and focus on improving their performance using predictions. In the basic model, a public good arrives in each round,…

Computer Science and Game Theory · Computer Science 2022-10-03 Siddhartha Banerjee , Vasilis Gkatzelis , Safwan Hossain , Billy Jin , Evi Micha , Nisarg Shah

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

Settings such as lending and policing can be modeled by a centralized agent allocating a resource (loans or police officers) amongst several groups, in order to maximize some objective (loans given that are repaid or criminals that are…

Machine Learning · Computer Science 2018-11-16 Hadi Elzayn , Shahin Jabbari , Christopher Jung , Michael Kearns , Seth Neel , Aaron Roth , Zachary Schutzman

Motivated primarily by applications in cloud computing, we study a simple, yet powerful, online allocation problem in which jobs of varying durations arrive over continuous time and must be assigned immediately and irrevocably to one of the…

Data Structures and Algorithms · Computer Science 2025-06-10 Farbod Ekbatani , Yiding Feng , Ian Kash , Rad Niazadeh

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

We develop a framework for designing simple and efficient policies for a family of online allocation and pricing problems, that includes online packing, budget-constrained probing, dynamic pricing, and online contextual bandits with…

Optimization and Control · Mathematics 2020-08-03 Alberto Vera , Siddhartha Banerjee , Itai Gurvich

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…

Optimization and Control · Mathematics 2022-10-11 Negin Gorlezaei , Patrick Jaillet , Zijie Zhou

We present a unified framework for designing and analyzing algorithms for online budgeted allocation problems (including online matching) and their generalization, the Online Generalized Assignment Problem (OnGAP). These problems have been…

Data Structures and Algorithms · Computer Science 2013-08-27 Rad Niazadeh , Robert D. Kleinberg

We study online fair allocation of $T$ sequentially arriving items among $n$ agents with heterogeneous preferences, with the objective of maximizing generalized-mean welfare, defined as the $p$-mean of agents' time-averaged utilities, with…

Computer Science and Game Theory · Computer Science 2026-02-12 Zongjun Yang , Rachitesh Kumar , Christian Kroer

This paper studies online resource allocation with replenishable budgets, where budgets can be replenished on top of the initial budget and an agent sequentially chooses online allocation decisions without violating the available budget…

Computer Science and Game Theory · Computer Science 2024-01-10 Jianyi Yang , Pengfei Li , Mohammad Jaminur Islam , Shaolei Ren