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We consider a large-scale service system where incoming tasks have to be instantaneously dispatched to one out of many parallel server pools. The user-perceived performance degrades with the number of concurrent tasks and the dispatcher…

We present prior robust algorithms for a large class of resource allocation problems where requests arrive one-by-one (online), drawn independently from an unknown distribution at every step. We design a single algorithm that, for every…

Data Structures and Algorithms · Computer Science 2019-03-12 Nikhil R. Devanur , Kamal Jain , Balasubramanian Sivan , Christopher A. Wilkens

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

We consider the stochastic scheduling problem of minimizing the expected makespan on $m$ parallel identical machines. While the (adaptive) list scheduling policy achieves an approximation ratio of $2$, any (non-adaptive) fixed assignment…

Discrete Mathematics · Computer Science 2021-06-30 Guillaume Sagnol , Daniel Schmidt genannt Waldschmidt

In the online load balancing problem on related machines, we have a set of jobs (with different sizes) arriving online, and we need to assign each job to a machine immediately upon its arrival, so as to minimize the makespan, i.e., the…

Data Structures and Algorithms · Computer Science 2019-09-11 Bo Li , Minming Li , Xiaowei Wu

We study online resource allocation under non-stationary demand with a minimum offline data requirement. In this problem, a decision-maker must allocate multiple types of resources to sequentially arriving queries over a finite horizon.…

Machine Learning · Computer Science 2026-02-23 Yiding Feng , Jiashuo Jiang , Yige Wang

Efficient load balancing is crucial in cloud computing environments to ensure optimal resource utilization, minimize response times, and prevent server overload. Traditional load balancing algorithms, such as round-robin or least…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-10 Kavish Chawla

We consider load balancing problem in a cache network consisting of storage-enabled servers forming a distributed content delivery scenario. Previously proposed load balancing solutions cannot perfectly balance out requests among servers,…

Information Theory · Computer Science 2019-08-06 Mahdi Jafari Siavoshani , Farzad Parvaresh , Ali Pourmiri , Seyed Pooya Shariatpanahi

In this paper, we formulate an optimal ordering policy as a stochastic control problem where each firm decides the amount of input goods to order from their upstream suppliers based on the current inventory level of its output good. For…

Optimization and Control · Mathematics 2022-09-13 Jose I. Caiza , Ian Walter , Jitesh H. Panchal , Junjie Qin , Philip E. Pare

Online algorithms are usually analyzed using the notion of competitive ratio which compares the solution obtained by the algorithm to that obtained by an online adversary for the worst possible input sequence. Often this measure turns out…

Data Structures and Algorithms · Computer Science 2014-10-08 Anamitra Roy Choudhury , Syamantak Das , Naveen Garg , Amit Kumar

We derive a learning framework to generate routing/pickup policies for a fleet of autonomous vehicles tasked with servicing stochastically appearing requests on a city map. We focus on policies that 1) give rise to coordination amongst the…

Multiagent Systems · Computer Science 2023-07-07 Daniel Garces , Sushmita Bhattacharya , Stephanie Gil , Dimitri Bertsekas

The paper is devoted to the approximate consensus problem for networks of nonlinear agents with switching topology, noisy and delayed measurements. In contrast to the existing stochastic approximation-based control algorithms (protocols), a…

Systems and Control · Computer Science 2013-06-17 Natalia Amelina , Alexander Fradkov , Yuming Jiang , Dimitrios J. Vergados

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

Flexible loads, i.e. the loads whose power trajectory is not bound to a specific one, constitute a sizable portion of current and future electric demand. This flexibility can be used to improve the performance of the grid, should the right…

Optimization and Control · Mathematics 2014-07-08 Mahdi Kefayati , Ross Baldick

Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…

Data Structures and Algorithms · Computer Science 2026-05-19 Negin Golrezaei , Patrick Jaillet , Zijie Zhou

Resource allocation for cloud services is a complex task due to the diversity of the services and the dynamic workloads. One way to address this is by overprovisioning which results in high cost due to the unutilized resources. A much more…

Data Structures and Algorithms · Computer Science 2015-03-10 Galia Shabtai , Danny Raz , Yuval Shavitt

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…

Optimization and Control · Mathematics 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

We consider a multi-stage stochastic optimization problem originally introduced by Cygan et al. (2013), studying how a single server should prioritize stochastically departing customers. In this setting, our objective is to determine an…

Data Structures and Algorithms · Computer Science 2022-09-29 Danny Segev

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

Online bidding is a classic optimization problem, with several applications in online decision-making, the design of interruptible systems, and the analysis of approximation algorithms. In this work, we study online bidding under…

Computer Science and Game Theory · Computer Science 2025-10-30 Spyros Angelopoulos , Bertrand Simon