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In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…

Machine Learning · Computer Science 2023-01-31 Qixin Zhang , Wenbing Ye , Zaiyi Chen , Haoyuan Hu , Enhong Chen , Yang Yu

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

Decisions for a variable renewable resource generators commitment in the energy market are typically made in advance when little information is obtainable about wind availability and market prices. Much research has been published…

Optimization and Control · Mathematics 2021-03-09 Razan A. H. Al-Lawati , Jose L. Crespo-Vazquez , Tasnim Ibn Faiz , Xin Fang , Md. Noor-E-Alam

Contextual stochastic optimization is an advanced methodology to model uncertainty in the presence of contextual information during decision planning processes. Although classical methodologies focus on minimizing the expectation of a…

Optimization and Control · Mathematics 2025-11-24 Man Yiu Tsang , Tony Sit , Hoi Ying Wong

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 2024-05-21 Jiashuo Jiang

We consider a general online stochastic optimization problem with multiple budget constraints over a horizon of finite time periods. In each time period, a reward function and multiple cost functions are revealed, and the decision maker…

Machine Learning · Computer Science 2022-07-26 Jiashuo Jiang , Xiaocheng Li , Jiawei Zhang

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 present a framework for achieving end-to-end management objectives for multiple services that concurrently execute on a service mesh. We apply reinforcement learning (RL) techniques to train an agent that periodically performs control…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Forough Shahab Samani , Rolf Stadler

Online Resource Allocation addresses the problem of efficiently allocating limited resources to buyers with incomplete knowledge of future requests. In our setting, buyers arrive sequentially requesting a set of items, each with a value…

Computer Science and Game Theory · Computer Science 2026-02-11 Dimitris Fotakis , Charalampos Platanos , Thanos Tolias

The vast majority of Dimensionality Reduction (DR) techniques rely on second-order statistics to define their optimization objective. Even though this provides adequate results in most cases, it comes with several shortcomings. The methods…

Computer Vision and Pattern Recognition · Computer Science 2017-08-21 Nikolaos Passalis , Anastasios Tefas

Real-time bidding (RTB) is an important mechanism in online display advertising, where a proper bid for each page view plays an essential role for good marketing results. Budget constrained bidding is a typical scenario in RTB where the…

Artificial Intelligence · Computer Science 2018-10-24 Di Wu , Xiujun Chen , Xun Yang , Hao Wang , Qing Tan , Xiaoxun Zhang , Jian Xu , Kun Gai

Conventional wisdom to improve the effectiveness of economic dispatch is to design the load forecasting method as accurately as possible. However, this approach can be problematic due to the temporal and spatial correlations between system…

Optimization and Control · Mathematics 2020-03-02 Chenbei Lu , Kui Wang , Chenye Wu

We develop a framework for the optimal pricing and product design of LLMs in which a provider sells menus of token budgets to users who differ in their valuations across a continuum of tasks. Under a homogeneous production technology, we…

Theoretical Economics · Economics 2026-03-10 Dirk Bergemann , Alessandro Bonatti , Alex Smolin

Promotions and discounts are essential components of modern e-commerce platforms, where they are often used to incentivize customers towards purchase completion. Promotions also affect revenue and may incur a monetary loss that is often…

Information Retrieval · Computer Science 2021-09-02 Javier Albert , Dmitri Goldenberg

Online platforms such as YouTube, Instagram heavily rely on recommender systems to decide what content to present to users. Producers, in turn, often create content that is likely to be recommended to users and have users engage with it. To…

Computer Science and Game Theory · Computer Science 2025-02-21 Krishna Acharya , Varun Vangala , Jingyan Wang , Juba Ziani

Campaigners are increasingly using online social networking platforms for promoting products, ideas and information. A popular method of promoting a product or even an idea is incentivizing individuals to evangelize the idea vigorously by…

Social and Information Networks · Computer Science 2016-06-17 Bhushan Kotnis , Joy Kuri

In a typical billboard advertisement technique, a number of digital billboards are owned by an influence provider, and many advertisers approach the influence provider for a specific number of views of their advertisement content on a…

Databases · Computer Science 2024-02-05 Dildar Ali , Suman Banerjee , Yamuna Prasad

Ads supply personalization aims to balance the revenue and user engagement, two long-term objectives in social media ads, by tailoring the ad quantity and density. In the industry-scale system, the challenge for ads supply lies in modeling…

Information Retrieval · Computer Science 2024-10-18 Wei Shi , Chen Fu , Qi Xu , Sanjian Chen , Jizhe Zhang , Qinqin Zhu , Zhigang Hua , Shuang Yang

The traditional communication model based on chain of multiple independent processing blocks is constraint to efficiency and introduces artificial barriers. Thus, each individually optimized block does not guarantee end-to-end performance…

Machine Learning · Computer Science 2022-04-11 Ijaz Ahmad , Seokjoo Shin

User growth is a major strategy for consumer internet companies. To optimize costly marketing campaigns and maximize user engagement, we propose a novel treatment effect optimization methodology to enhance user growth marketing. By…

Machine Learning · Computer Science 2025-07-09 Shuyang Du , Jennifer Zhang , Will Y. Zou