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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

The theory of discrete-time online learning has been successfully applied in many problems that involve sequential decision-making under uncertainty. However, in many applications including contractual hiring in online freelancing platforms…

Machine Learning · Computer Science 2020-07-27 Semih Cayci , Swati Gupta , Atilla Eryilmaz

Consider a hiring process with candidates coming from different universities. It is easy to order candidates with the same background, yet it can be challenging to compare them otherwise. The latter case requires additional costly…

Computer Science and Game Theory · Computer Science 2024-11-19 Ziyad Benomar , Evgenii Chzhen , Nicolas Schreuder , Vianney Perchet

Online allocation is a broad class of problems where items arriving online have to be allocated to agents who have a fixed utility/cost for each assigned item so to maximize/minimize some objective. This framework captures a broad range of…

Computer Science and Game Theory · Computer Science 2023-05-31 Ilan Reuven Cohen , Debmalya Panigrahi

Bin packing is a classic optimization problem with a wide range of applications, from load balancing to supply chain management. In this work, we study the online variant of the problem, in which a sequence of items of various sizes must be…

Data Structures and Algorithms · Computer Science 2024-04-18 Spyros Angelopoulos , Shahin Kamali , Kimia Shadkami

The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…

Networking and Internet Architecture · Computer Science 2022-10-21 Naram Mhaisen , George Iosifidis , Douglas Leith

In the model of online caching with machine learned advice, introduced by Lykouris and Vassilvitskii, the goal is to solve the caching problem with an online algorithm that has access to next-arrival predictions: when each input element…

Data Structures and Algorithms · Computer Science 2019-10-31 Dhruv Rohatgi

We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

Machine Learning · Computer Science 2026-03-06 Alexandre Jacquillat , Michael Lingzhi Li

Many real-world resource allocation systems, such as humanitarian logistics and vaccine distribution, must preposition limited supply across multiple locations before demand is realized while stockouts incur irreversible service losses. To…

Artificial Intelligence · Computer Science 2026-05-11 Tzeh Yuan Neoh , Davin Choo , Mengchu Yue , Milind Tambe

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

This paper considers a combination of the joint replenishment problem with single machine scheduling. There is a single resource, which is required by all the jobs, and a job can be started at time point $t$ on the machine if and only the…

Data Structures and Algorithms · Computer Science 2024-05-03 Péter Györgyi , Tamás Kis , Tímea Tamási

In this work we consider a variant of adversarial online learning where in each round one picks $B$ out of $N$ arms and incurs cost equal to the $\textit{minimum}$ of the costs of each arm chosen. We propose an algorithm called Follow the…

Machine Learning · Computer Science 2022-10-13 Damon Falck , Thomas Orton

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…

Machine Learning · Computer Science 2021-12-24 Nicolò Cesa-Bianchi , Tommaso Cesari , Yishay Mansour , Vianney Perchet

We study two canonical online optimization problems under capacity/budget constraints: the fractional one-way trading problem (OTP) and the integral online knapsack problem (OKP) under an infinitesimal assumption. Under the competitive…

Data Structures and Algorithms · Computer Science 2020-09-23 Ying Cao , Bo Sun , Danny H. K. Tsang

Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…

Optimization and Control · Mathematics 2015-02-06 Reza Eghbali , Jon Swenson , Maryam Fazel

A classical problem in power systems is to allocate in-coming (elastic or inelastic) demands without violating the operating constraints of electric networks in an online fashion. Although online decision problems have been well-studied in…

Data Structures and Algorithms · Computer Science 2021-10-26 Areg Karapetyan , Majid Khonji , Chi-Kin Chau , Khaled Elbassioni

We study the dynamic pricing problem with knapsack, addressing the challenge of balancing exploration and exploitation under resource constraints. We introduce three algorithms tailored to different informational settings: a Boundary…

Optimization and Control · Mathematics 2025-01-27 Ruicheng Ao , Jiashuo Jiang , David Simchi-Levi

In this work, we study the problem of online mechanism design for resources allocation and pricing in cloud computing (RAPCC). We show that in general the allocation problems in RAPCC are NP-hard, and therefore we focus on designing…

Computer Science and Game Theory · Computer Science 2014-03-11 Weidong Ma , Bo Zheng , Tao Qin , Pingzhong Tang , Tie-Yan Liu

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

Online algorithms are usually analyzed using the notion of competitive ratio which compares the solution obtained by the algorithm to that obtained by an online adversary for the worst possible input sequence. Often this measure turns out…

Data Structures and Algorithms · Computer Science 2014-10-08 Anamitra Roy Choudhury , Syamantak Das , Naveen Garg , Amit Kumar
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