Related papers: Uniformly Bounded Regret in Dynamic Fair Allocatio…

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Adaptive orchestration of heterogeneous agents requires making sequential delegation decisions under uncertain and evolving agent behaviour, e.g., coordinating specialised AI models with varying reliability, cost, and response quality.…

This paper studies the problem of optimally allocating treatments in the presence of spillover effects, using information from a (quasi-)experiment. I introduce a method that maximizes the sample analog of average social welfare when…

This paper addresses the estimation of a time- varying parameter in a network. A group of agents sequentially receive noisy signals about the parameter (or moving target), which does not follow any particular dynamics. The parameter is not…

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

We study nonstationary Online Linear Programming (OLP), where $n$ orders arrive sequentially with reward-resource consumption pairs that form a sequence of independent, but not necessarily identically distributed, random vectors. At the…

We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…

Distributionally Robust Optimization (DRO) is a popular framework for decision-making under uncertainty, but its adversarial nature can lead to overly conservative solutions. To address this, we study ex-ante Distributionally Robust Regret…

Allocation of scarce healthcare resources under limited logistic and infrastructural facilities is a major issue in the modern society. We consider the problem of allocation of healthcare resources like vaccines to people or hospital beds…

This paper addresses safe distributed online optimization over an unknown set of linear safety constraints. A network of agents aims at jointly minimizing a global, time-varying function, which is only partially observable to each…

Representation learning is a powerful tool that enables learning over large multitudes of agents or domains by enforcing that all agents operate on a shared set of learned features. However, many robotics or controls applications that would…

We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…

In this paper, we study how a budget-constrained bidder should learn to bid adaptively in repeated first-price auctions to maximize cumulative payoff. This problem arises from the recent industry-wide shift from second-price auctions to…

We consider the problem of repeatedly allocating multiple shareable public goods that have limited availability in an online setting without the use of money. In our setting, agents have additive values, and the value each agent receives…

We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…

The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time.To address this issue, bandwidth sharing techniques…

Dynamic pricing of goods in a competitive environment to maximize revenue is a natural objective and has been a subject of research over the years. In this paper, we focus on a class of markets exhibiting the substitutes property with…

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

We consider assignment policies that allocate resources to users, where both resources and users are located on a one-dimensional line. First, we consider unidirectional assignment policies that allocate resources only to users located to…