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We present a new approach for studying the problem of optimal hedging of a European option in a finite and complete discrete-time market model. We consider partial hedging strategies that maximize the success probability or minimize the…

Pricing of Securities · Quantitative Finance 2009-10-28 Peter G. Lindberg

Today's online platforms heavily lean on algorithmic recommendations for bolstering user engagement and driving revenue. However, these recommendations can impact multiple stakeholders simultaneously -- the platform, items (sellers), and…

Information Retrieval · Computer Science 2024-05-28 Qinyi Chen , Jason Cheuk Nam Liang , Negin Golrezaei , Djallel Bouneffouf

As data scientists grapple with increasingly complex ethical decisions in machine learning (ML) and data science, the field of algorithmic fairness has offered multiple solutions, from formal mathematical definitions to holistic notions of…

Computers and Society · Computer Science 2026-05-05 Jennah Gosciak , Karen Levy , Allison Koenecke

Motivated by applications in recommender systems, web search, social choice and crowdsourcing, we consider the problem of identifying the set of top $K$ items from noisy pairwise comparisons. In our setting, we are non-actively given $r$…

Data Structures and Algorithms · Computer Science 2016-05-13 Xi Chen , Sivakanth Gopi , Jieming Mao , Jon Schneider

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

Data Structures and Algorithms · Computer Science 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

We consider a generalization of the vertex weighted online bipartite matching problem where the offline vertices, called resources, are reusable. In particular, when a resource is matched it is unavailable for a deterministic time duration…

Data Structures and Algorithms · Computer Science 2022-07-19 Rajan Udwani

We revisit the classic online bin packing problem. In this problem, items of positive sizes no larger than 1 are presented one by one to be packed into subsets called "bins" of total sizes no larger than 1, such that every item is assigned…

Data Structures and Algorithms · Computer Science 2017-07-07 János Balogh , József Békési , György Dósa , Leah Epstein , Asaf Levin

In this paper, we consider the online version of the machine minimization problem (introduced by Chuzhoy et al., FOCS 2004), where the goal is to schedule a set of jobs with release times, deadlines, and processing lengths on a minimum…

Discrete Mathematics · Computer Science 2014-03-06 Nikhil Devanur , Konstantin Makarychev , Debmalya Panigrahi , Grigory Yaroslavtsev

In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…

Data Structures and Algorithms · Computer Science 2019-11-20 Russell Lee , Mohammad H. Hajiesmaili , Jian Li

We study the \emph{bounded-delay model} for Qualify-of-Service buffer management. Time is discrete. There is a buffer. Unit-length jobs (also called \emph{packets}) arrive at the buffer over time. Each packet has an integer release time, an…

Data Structures and Algorithms · Computer Science 2011-08-02 Fei Li

An important area of combinatorial optimization is the study of packing and covering problems, such as Bin Packing, Multiple Knapsack, and Bin Covering. Those problems have been studied extensively from the viewpoint of approximation…

Data Structures and Algorithms · Computer Science 2020-07-07 Max Bannach , Sebastian Berndt , Marten Maack , Matthias Mnich , Alexandra Lassota , Malin Rau , Malte Skambath

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

In the online packet scheduling problem with deadlines (PacketSchD, for short), the goal is to schedule transmissions of packets that arrive over time in a network switch and need to be sent across a link. Each packet has a deadline,…

Data Structures and Algorithms · Computer Science 2023-10-24 Pavel Veselý , Marek Chrobak , Łukasz Jeż , Jiří Sgall

Makespan minimization on parallel identical machines is a classical and intensively studied problem in scheduling, and a classic example for online algorithm analysis with Graham's famous list scheduling algorithm dating back to the 1960s.…

Data Structures and Algorithms · Computer Science 2022-01-14 Leah Epstein , Alexandra Lassota , Asaf Levin , Marten Maack , Lars Rohwedder

We study the classic online bipartite matching problem with a twist: offline vertices, called resources, are $\textit{reusable}$. In particular, when a resource is matched to an online vertex it is unavailable for a deterministic time…

Data Structures and Algorithms · Computer Science 2022-10-25 Steven Delong , Alireza Farhadi , Rad Niazadeh , Balasubramanian Sivan , Rajan Udwani

A frequently studied performance measure in online optimization is competitive analysis. It corresponds to the worst-case ratio, over all possible inputs of an algorithm, between the performance of the algorithm and the optimal offline…

Optimization and Control · Mathematics 2024-05-30 Antoine Lhomme , Nicolas Catusse , Nadia Brauner

Designing fair algorithmic decision systems requires balancing model performance with fairness toward affected individuals: More fairness might require sacrificing some performance and vice versa, yet the space of possible trade-offs is…

Machine Learning · Computer Science 2026-05-12 Mieke Wilms , Christoph Heitz

Fairness of machine learning algorithms has been of increasing interest. In order to suppress or eliminate discrimination in prediction, various notions as well as approaches have been proposed to impose fairness. Given a notion of…

Machine Learning · Computer Science 2022-02-25 Zeyu Tang , Kun Zhang

Information-centric networking extensively uses universal in-network caching. However, developing an efficient and fair collaborative caching algorithm for selfish caches is still an open question. In addition, the communication overhead…

Networking and Internet Architecture · Computer Science 2017-05-03 Liang Wang , Gareth Tyson , Jussi Kangasharju , Jon Crowcroft
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