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One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where performance is measured against rich classes of comparator functions that…

Machine Learning · Computer Science 2020-11-03 Ilja Kuzborskij , Nicolò Cesa-Bianchi

Recent advances in machine learning have spurred significant interest in learning-augmented algorithms, particularly for online optimization. A growing body of work has studied online bidding in this framework, aiming to characterize the…

Data Structures and Algorithms · Computer Science 2026-05-11 Changyeol Lee , Dahoon Lee , Jongseo Lee , Yongho Shin , Changki Yun

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

The estimation of class prevalence, i.e., the fraction of a population that belongs to a certain class, is a very useful tool in data analytics and learning, and finds applications in many domains such as sentiment analysis, epidemiology,…

Machine Learning · Statistics 2021-09-21 Purushottam Kar , Shuai Li , Harikrishna Narasimhan , Sanjay Chawla , Fabrizio Sebastiani

Sponsored search auctions are commonly modeled as an assignment of a fixed set of slots (positions) to a set of advertisers, with welfare maximization being reducible to a standard matching problem. Motivated by modern ad formats, we study…

Computer Science and Game Theory · Computer Science 2026-05-13 Eleni Batziou , Georgios Birmpas , Georgios Chionas , Piotr Krysta

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

A popular approach to selling online advertising is by a waterfall, where a publisher makes sequential price offers to ad networks for an inventory, and chooses the winner in that order. The publisher picks the order and prices to maximize…

Machine Learning · Computer Science 2019-04-23 Branislav Kveton , Saied Mahdian , S. Muthukrishnan , Zheng Wen , Yikun Xian

We study the problem of allocating $T$ sequentially arriving items among $n$ homogeneous agents under the constraint that each agent must receive a pre-specified fraction of all items, with the objective of maximizing the agents' total…

Computer Science and Game Theory · Computer Science 2022-09-27 Steven Yin , Shipra Agrawal , Assaf Zeevi

In [1, 2], we have explored the theoretical aspects of feature extraction optimization processes for solving largescale problems and overcoming machine learning limitations. Majority of optimization algorithms that have been introduced in…

Machine Learning · Computer Science 2019-08-28 Farid Ghareh Mohammadi , M. Hadi Amini , Hamid R. Arabnia

In markets for online advertising, some advertisers pay only when users respond to ads. So publishers estimate ad response rates and multiply by advertiser bids to estimate expected revenue for showing ads. Since these estimates may be…

Computer Science and Game Theory · Computer Science 2015-06-08 Ragavendran Gopalakrishnan , Eric Bax , Krishna Prasad Chitrapura , Sachin Garg

Ranking problems, also known as preference learning problems, define a widely spread class of statistical learning problems with many applications, including fraud detection, document ranking, medicine, credit risk screening, image ranking…

Machine Learning · Computer Science 2020-12-17 Tino Werner

Semi-online algorithms that are allowed to perform a bounded amount of repacking achieve guaranteed good worst-case behaviour in a more realistic setting. Most of the previous works focused on minimization problems that aim to minimize some…

Data Structures and Algorithms · Computer Science 2021-04-21 Sebastian Berndt , Kilian Grage , Klaus Jansen , Lukas Johannsen , Maria Kosche

In this paper, we exploit linear programming duality in the online setting (i.e., where input arrives on the fly) from the unique perspective of designing lower bounds on the competitive ratio. In particular, we provide a general technique…

Data Structures and Algorithms · Computer Science 2016-04-07 Yossi Azar , Ilan Reuven Cohen , Alan Roytman

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

Systems and Control · Electrical Eng. & Systems 2025-08-04 Andrea Martin , Ian R. Manchester , Luca Furieri

Several well-studied online resource allocation problems can be formulated in terms of infinite, increasing sequences of positive values, in which each element is associated with a corresponding allocation value. Examples include problems…

Data Structures and Algorithms · Computer Science 2021-11-10 Spyros Angelopoulos , Diogo Arsénio , Shahin Kamali

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…

Data Structures and Algorithms · Computer Science 2019-05-14 Will Ma , David Simchi-Levi

Advertising becomes one of the most popular ways of monetizing an online transaction platform. Usually, sponsored advertisements are posted on the most attractive positions to enhance the number of clicks. However, multiple e-commerce…

Computer Science and Game Theory · Computer Science 2022-04-22 Weian Li , Qi Qi , Changjun Wang , Changyuan Yu

Online Budgeted Matching (OBM) is a classic problem with important applications in online advertising, online service matching, revenue management, and beyond. Traditional online algorithms typically assume a small bid setting, where the…

Computer Science and Game Theory · Computer Science 2024-11-15 Jianyi Yang , Pengfei Li , Adam Wierman , Shaolei Ren

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints and conditional expectation constraints. The online RAP is an integer linear programming problem where resource consumption coefficients are…

Optimization and Control · Mathematics 2022-04-01 Yuwei Chen , Zengde Deng , Zaiyi Chen , Yinzhi Zhou , Yujie Chen , Haoyuan Hu
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