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This paper considers online optimization for a system that performs a sequence of back-to-back tasks. Each task can be processed in one of multiple processing modes that affect the duration of the task, the reward earned, and an additional…

Optimization and Control · Mathematics 2024-01-17 Michael J. Neely

We consider the classical online scheduling problem P||C_{max} in which jobs are released over list and provide a nearly optimal online algorithm. More precisely, an online algorithm whose competitive ratio is at most (1+\epsilon) times…

Data Structures and Algorithms · Computer Science 2013-02-19 Lin Chen , Deshi Ye , Guochuan Zhang

We study the classical problem of prediction with expert advice in the adversarial setting with a geometric stopping time. In 1965, Cover gave the optimal algorithm for the case of 2 experts. In this paper, we design the optimal algorithm,…

Machine Learning · Computer Science 2016-07-12 Nick Gravin , Yuval Peres , Balasubramanian Sivan

The delayed feedback problem is one of the imperative challenges in online advertising, which is caused by the highly diversified feedback delay of a conversion varying from a few minutes to several days. It is hard to design an appropriate…

Machine Learning · Computer Science 2021-08-16 Haoming Li , Feiyang Pan , Xiang Ao , Zhao Yang , Min Lu , Junwei Pan , Dapeng Liu , Lei Xiao , Qing He

We consider distributed iterative algorithms for the averaging problem over time-varying topologies. Our focus is on the convergence time of such algorithms when complete (unquantized) information is available, and on the degradation of…

Optimization and Control · Mathematics 2009-01-14 Angelia Nedić , Alex Olshevsky , Asuman Ozdaglar , John Tsitsiklis

We study the problem of matching agents who arrive at a marketplace over time and leave after d time periods. Agents can only be matched while they are present in the marketplace. Each pair of agents can yield a different match value, and…

Data Structures and Algorithms · Computer Science 2018-08-13 Itai Ashlagi , Maximilien Burq , Chinmoy Dutta , Patrick Jaillet , Amin Saberi , Chris Sholley

We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…

Data Structures and Algorithms · Computer Science 2024-06-13 Alexander Braun , Thomas Kesselheim , Tristan Pollner , Amin Saberi

We study the Pandora's Box problem in an online learning setting with semi-bandit feedback. In each round, the learner sequentially pays to open up to $n$ boxes with unknown reward distributions, observes rewards upon opening, and decides…

Machine Learning · Computer Science 2025-10-27 Junyan Liu , Ziyun Chen , Kun Wang , Haipeng Luo , Lillian J. Ratliff

This work introduces \emph{sharding} and \emph{Poissonization} as a unified framework for analyzing prophet inequalities. Sharding involves splitting a random variable into several independent random variables, shards, that collectively…

Data Structures and Algorithms · Computer Science 2024-04-05 Elfarouk Harb

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

This paper considers online convex optimization with time-varying constraint functions. Specifically, we have a sequence of convex objective functions $\{f_t(x)\}_{t=0}^{\infty}$ and convex constraint functions…

Optimization and Control · Mathematics 2017-02-20 Michael J. Neely , Hao Yu

We consider the problem of allocating a set of divisible goods to $N$ agents in an online manner, aiming to maximize the Nash social welfare, a widely studied objective which provides a balance between fairness and efficiency. The goods…

Computer Science and Game Theory · Computer Science 2021-08-04 Siddhartha Banerjee , Vasilis Gkatzelis , Artur Gorokh , Billy Jin

We study the problem of fairly allocating indivisible goods to agents in an online setting, where goods arrive sequentially and must be allocated irrevocably. Focusing on the popular fairness notions of envy-freeness, proportionality, and…

Computer Science and Game Theory · Computer Science 2026-05-29 Tzeh Yuan Neoh , Jannik Peters , Nicholas Teh

In many real life situations, including job and loan applications, gatekeepers must make justified and fair real-time decisions about a person's fitness for a particular opportunity. In this paper, we aim to accomplish approximate group…

Machine Learning · Computer Science 2021-05-26 Yi Sun , Ivan Ramirez , Alfredo Cuesta-Infante , Kalyan Veeramachaneni

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 paper, we study $k$-unit single sample prophet inequalities. A seller has $k$ identical, indivisible items to sell. A sequence of buyers arrive one-by-one, with each buyer's private value for the item, $X_i$, revealed to the seller…

Computer Science and Game Theory · Computer Science 2026-03-25 Pranav Nuti , Peter Westbrook

Over the past two decades, significant strides have been made in stochastic problems such as revenue-optimal auction design and prophet inequalities, traditionally modeled with $n$ independent random variables to represent the values of $n$…

Computer Science and Game Theory · Computer Science 2024-06-11 Vasilis Livanos , Kalen Patton , Sahil Singla

An unknown positive number of items arrive at independent uniformly distributed times in the interval [0,1] to a selector, whose task is to pick online the last one. We show that under the assumption of an adversary determining the number…

Computer Science and Game Theory · Computer Science 2011-04-18 Johan Wästlund

We study the online fair division problem, where indivisible goods arrive sequentially and must be allocated immediately and irrevocably. Prior work establishes strong impossibility results for approximating classic notions such as…

Computer Science and Game Theory · Computer Science 2026-05-29 Davin Choo , Winston Fu , Derek Khu , Tzeh Yuan Neoh , Tze-Yang Poon , Nicholas Teh

Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…

Numerical Analysis · Computer Science 2014-12-04 Uri Ascher , Farbod Roosta-Khorasani