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The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

As a powerful Bayesian non-parameterized algorithm, the Gaussian process (GP) has performed a significant role in Bayesian optimization and signal processing. GPs have also advanced online decision-making systems because their posterior…

Machine Learning · Computer Science 2022-10-27 Tianyu Liu , Jie Lu , Zheng Yan , Guangquan Zhang

We study the minimum-cost metric perfect matching problem under online i.i.d arrivals. We are given a fixed metric with a server at each of the points, and then requests arrive online, each drawn independently from a known probability…

Data Structures and Algorithms · Computer Science 2019-04-22 Anupam Gupta , Guru Guruganesh , Binghui Peng , David Wajc

We consider the edge-weighted online stochastic matching problem, in which an edge-weighted bipartite graph G=(I\cup J, E) with offline vertices J and online vertex types I is given. The online vertices have types sampled from I with…

Data Structures and Algorithms · Computer Science 2023-12-01 Yilong Feng , Guoliang Qiu , Xiaowei Wu , Shengwei Zhou

With the popularity of the Internet, traditional offline resource allocation has evolved into a new form, called online resource allocation. It features the online arrivals of agents in the system and the real-time decision-making…

Artificial Intelligence · Computer Science 2020-12-17 Yifan Xu , Pan Xu , Jianping Pan , Jun Tao

Motivated by the applications of rental services in e-commerce, we consider revenue maximization in online assortment of reusable resources for a stream of arriving consumers with different types. We design competitive online algorithms…

Data Structures and Algorithms · Computer Science 2025-12-09 Yiding Feng , Rad Niazadeh , Amin Saberi

As foundation models grow in size, fine-tuning them becomes increasingly expensive. While GPU spot instances offer a low-cost alternative to on-demand resources, their volatile prices and availability make deadline-aware scheduling…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-25 Linggao Kong , Yuedong Xu , Lei Jiao , Chuan Xu

We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…

Optimization and Control · Mathematics 2012-05-07 Michael Ludkovski , Semih Sezer

The integration of intermittent and stochastic renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides the flexibility of shifting energy over time; network, on…

Optimization and Control · Mathematics 2014-11-05 Junjie Qin , Yinlam Chow , Jiyan Yang , Ram Rajagopal

In the research field of big data, one of important issues is how to recover the sequentially changing sets of true features when the data sets arrive sequentially. The paper presents a general framework for online updating variable…

Methodology · Statistics 2021-01-22 Xiaoyu Ma , Lu Lin , Yujie Gai

We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…

Optimization and Control · Mathematics 2018-10-16 Simone Carlo Surace , Jean-Pascal Pfister

We address the challenge of quantifying Bayesian uncertainty and incorporating it in offline use cases of finite-state Markov Decision Processes (MDPs) with unknown dynamics. Our approach provides a principled method to disentangle…

Machine Learning · Computer Science 2024-06-05 Filippo Valdettaro , A. Aldo Faisal

We investigate online scheduling with commitment for parallel identical machines. Our objective is to maximize the total processing time of accepted jobs. As soon as a job has been submitted, the commitment constraint forces us to decide…

Data Structures and Algorithms · Computer Science 2019-04-15 Chris Schwiegelshohn , Uwe Schwiegelshohn

Most practical scheduling applications involve some uncertainty about the arriving times and lengths of the jobs. Stochastic online scheduling is a well-established model capturing this. Here the arrivals occur online, while the processing…

Data Structures and Algorithms · Computer Science 2022-12-20 Sven Jäger

Display Ads and the generalized assignment problem are two well-studied online packing problems with important applications in ad allocation and other areas. In both problems, ad impressions arrive online and have to be allocated…

Machine Learning · Computer Science 2023-05-26 Fabian Spaeh , Alina Ene

We consider the job assignment problem in a multi-server system consisting of $N$ parallel processor sharing servers, categorized into $M$ ($\ll N$) different types according to their processing capacity or speed. Jobs of random sizes…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-23 Arpan Mukhopadhyay , A. Karthik , Ravi R. Mazumdar

We consider a problem wherein jobs arrive at random times and assume random values. Upon each job arrival, the decision-maker must decide immediately whether or not to accept the job and gain the value on offer as a reward, with the…

Artificial Intelligence · Computer Science 2022-02-03 Danial Dervovic , Parisa Hassanzadeh , Samuel Assefa , Prashant Reddy

We study a fundamental model of resource allocation in which a finite number of resources must be assigned in an online manner to a heterogeneous stream of customers. The customers arrive randomly over time according to known stochastic…

Optimization and Control · Mathematics 2018-05-16 Clifford Stein , Van-Anh Truong , Xinshang Wang

Motivated by the growing interest in today's massive parallel computing capabilities we analyze a queueing network with many servers in parallel to which jobs arrive a according to a Poisson process. Each job, upon arrival, is split into…

Probability · Mathematics 2015-07-20 Mariana Olvera-Cravioto , Octavio Ruiz-Lacedelli

Online matching is a fundamental problem in the study of online algorithms. We study the problem under a very general arrival model: the edge arrival model. Free disposal is an important notion in the online matching literature, which…

Data Structures and Algorithms · Computer Science 2024-10-30 Tianle Jiang , Yuhao Zhang