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We revisit the online dynamic acknowledgment problem. In the problem, a sequence of requests arrive over time to be acknowledged, and all outstanding requests can be satisfied simultaneously by one acknowledgement. The goal of the problem…

Data Structures and Algorithms · Computer Science 2023-05-30 Sungjin Im , Benjamin Moseley , Chenyang Xu , Ruilong Zhang

Motivated by bursty bandwidth allocation and by the allocation of virtual machines to servers in the cloud, we consider the online problem of packing items with random sizes into unit-capacity bins. Items arrive sequentially, but upon…

Optimization and Control · Mathematics 2021-02-08 Sebastian Perez-Salazar , Mohit Singh , Alejandro Toriello

We introduce a natural online allocation problem that connects several of the most fundamental problems in online optimization. Let $M$ be an $n$-point metric space. Consider a resource that can be allocated in arbitrary fractions to the…

Data Structures and Algorithms · Computer Science 2021-12-01 Nikhil Bansal , Christian Coester

Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining,…

Computational Finance · Quantitative Finance 2013-05-21 Bin Li , Steven C. H. Hoi

We study the pricing behavior of third-party platforms facing strategic agents. Assuming the platform is a revenue maximizer, it observes market features that generally affect demand. Since only the equilibrium price and quantity are…

Machine Learning · Computer Science 2025-12-30 Rui Ai , David Simchi-Levi , Feng Zhu

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

This paper studies online resource allocation with replenishable budgets, where budgets can be replenished on top of the initial budget and an agent sequentially chooses online allocation decisions without violating the available budget…

Computer Science and Game Theory · Computer Science 2024-01-10 Jianyi Yang , Pengfei Li , Mohammad Jaminur Islam , Shaolei Ren

We consider the problem of online active learning to collect data for regression modeling. Specifically, we consider a decision maker with a limited experimentation budget who must efficiently learn an underlying linear population model.…

Machine Learning · Statistics 2016-12-22 Carlos Riquelme , Ramesh Johari , Baosen Zhang

We consider a two-way trading problem, where investors buy and sell a stock whose price moves within a certain range. Naturally they want to maximize their profit. Investors can perform up to $k$ trades, where each trade must involve the…

Data Structures and Algorithms · Computer Science 2017-06-19 Stanley P. Y. Fung

We introduce and study the weighted version of an online matching problem in the Euclidean plane with non-crossing constraints: points with non-negative weights arrive online, and an algorithm can match an arriving point to one of the…

Data Structures and Algorithms · Computer Science 2026-03-11 Joan Boyar , Shahin Kamali , Kim S. Larsen , Ali Fata Lavasani , Yaqiao Li , Denis Pankratov

We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled i.i.d. from an unknown distribution and needs to make a…

Machine Learning · Computer Science 2021-04-21 Alfonso Lobos , Paul Grigas , Zheng Wen

We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…

Machine Learning · Computer Science 2019-04-05 Gautam Goel , Adam Wierman

We consider prediction with expert advice for strongly convex and bounded losses, and investigate trade-offs between regret and "variance" (i.e., squared difference of learner's predictions and best expert predictions). With $K$ experts,…

Machine Learning · Computer Science 2022-06-07 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

A major technique in learning-augmented online algorithms is combining multiple algorithms or predictors. Since the performance of each predictor may vary over time, it is desirable to use not the single best predictor as a benchmark, but…

Machine Learning · Computer Science 2023-12-19 Antonios Antoniadis , Christian Coester , Marek Eliáš , Adam Polak , Bertrand Simon

Online Resource Allocation problem is a central problem in many areas of Computer Science, Operations Research, and Economics. In this problem, we sequentially receive $n$ stochastic requests for $m$ kinds of shared resources, where each…

Data Structures and Algorithms · Computer Science 2025-05-07 Rohan Ghuge , Sahil Singla , Yifan Wang

We study an online learning problem with long-term budget constraints in the adversarial setting. In this problem, at each round $t$, the learner selects an action from a convex decision set, after which the adversary reveals a cost…

Machine Learning · Computer Science 2025-08-26 Dhruv Sarkar , Samrat Mukhopadhyay , Abhishek Sinha

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

We consider a variant of the online caching problem where the items exhibit dependencies among each other: an item can reside in the cache only if all its dependent items are also in the cache. The dependency relations can form any directed…

Data Structures and Algorithms · Computer Science 2024-01-31 Julien Dallot , Amirmehdi Jafari Fesharaki , Maciej Pacut , Stefan Schmid

In this paper we propose a novel adaptive online optimization algorithm tailored to the management of microgrids with high renewable energy penetration, which can be formulated as a constrained, online optimization problem. The proposed…

Optimization and Control · Mathematics 2025-12-05 Wouter J. A. van Weerelt , Angela Fontan , Nicola Bastianello

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
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