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Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

We consider a fundamental pricing model in which a fixed number of units of a reusable resource are used to serve customers. Customers arrive to the system according to a stochastic process and upon arrival decide whether or not to purchase…

Data Structures and Algorithms · Computer Science 2020-02-12 Omar Besbes , Adam N. Elmachtoub , Yunjie Sun

We investigate the online fair allocation problem with sequentially arriving items under various input models, with the goal of balancing fairness and efficiency. We propose the unconstrained PACE (Pacing According to Current Estimated…

Computer Science and Game Theory · Computer Science 2024-08-06 Zongjun Yang , Luofeng Liao , Yuan Gao , Christian Kroer

Motivated by display advertising on the internet, the online stochastic matching problem is proposed by Feldman, Mehta, Mirrokni, and Muthukrishnan (FOCS 2009). Consider a stochastic bipartite graph with offline vertices on one side and…

Data Structures and Algorithms · Computer Science 2022-04-15 Zhihao Gavin Tang , Hongxun Wu , Jinzhao Wu

We study the problem of selling identical goods to n unit-demand bidders in a setting in which the total supply of goods is unknown to the mechanism. Items arrive dynamically, and the seller must make the allocation and payment decisions…

Computer Science and Game Theory · Computer Science 2009-05-22 Moshe Babaioff , Liad Blumrosen , Aaron L. Roth

This paper considers a general stochastic resource allocation problem that arises widely in wireless networks, cognitive radio, networks, smart-grid communications, and cross-layer design. The problem formulation involves expectations with…

Optimization and Control · Mathematics 2017-12-12 Amrit Singh Bedi , Ketan Rajawat

We study a sequential resource allocation problem where a decision maker selects subsets of agents at each period to maximize overall outcomes without prior knowledge of individual-level effects. Our framework applies to settings such as…

Machine Learning · Computer Science 2025-08-29 Katherine B. Adams , Justin J. Boutilier , Qinyang He , Yonatan Mintz

Social networks have been popular platforms for information propagation. An important use case is viral marketing: given a promotion budget, an advertiser can choose some influential users as the seed set and provide them free or discounted…

Social and Information Networks · Computer Science 2016-11-15 Yixin Bao , Xiaoke Wang , Zhi Wang , Chuan Wu , Francis C. M. Lau

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

The culture of sharing instead of ownership is sharply increasing in individuals behaviors. Particularly in transportation, concepts of sharing a ride in either carpooling or ridesharing have been recently adopted. An efficient optimization…

Social and Information Networks · Computer Science 2018-01-25 Pooyan Ehsani , Jia Yuan Yu

Contextual bandit algorithms are extremely popular and widely used in recommendation systems to provide online personalised recommendations. A recurrent assumption is the stationarity of the reward function, which is rather unrealistic in…

Machine Learning · Statistics 2020-04-29 Giuseppe Di Benedetto , Vito Bellini , Giovanni Zappella

Many settings involve sequential decision-making where a set of actions can be chosen at each time step, each action provides a stochastic reward, and the distribution for the reward of each action is initially unknown. However, frequent…

Optimization and Control · Mathematics 2019-10-21 Yonatan Mintz , Anil Aswani , Philip Kaminsky , Elena Flowers , Yoshimi Fukuoka

We study the online stochastic matching problem. Consider a bipartite graph with offline vertices on one side, and with i.i.d.online vertices on the other side. The offline vertices and the distribution of online vertices are known to the…

Data Structures and Algorithms · Computer Science 2021-03-26 Zhiyi Huang , Xinkai Shu

Online task scheduling serves an integral role for task-intensive applications in cloud computing and crowdsourcing. Optimal scheduling can enhance system performance, typically measured by the reward-to-cost ratio, under some task arrival…

Machine Learning · Computer Science 2024-02-27 Yongxin Xu , Shangshang Wang , Hengquan Guo , Xin Liu , Ziyu Shao

Patient scheduling is a difficult task involving stochastic factors such as the unknown arrival times of patients. Similarly, the scheduling of radiotherapy for cancer treatments needs to handle patients with different urgency levels when…

Machine Learning · Computer Science 2022-10-25 Tu-San Pham , Antoine Legrain , Patrick De Causmaecker , Louis-Martin Rousseau

The $b$-matching problem is an allocation problem where the vertices on the left-hand side of a bipartite graph, referred to as servers, may be matched multiple times. In the setting with stochastic rewards, an assignment between an…

Data Structures and Algorithms · Computer Science 2024-11-27 Susanne Albers , Sebastian Schubert

We consider a node-monitor pair, where updates are generated stochastically (according to a known distribution) at the node that it wishes to send to the monitor. The node is assumed to incur a fixed cost for each transmission, and the…

Information Theory · Computer Science 2021-04-23 Kumar Saurav , Rahul Vaze

The high proportions of demand charges in electric bills motivate large-power customers to leverage energy storage for reducing the peak procurement from the outer grid. Given limited energy storage, we expect to maximize the peak-demand…

Systems and Control · Electrical Eng. & Systems 2021-08-25 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

We show how to restrict the analysis of a class of online problems that includes the $k$-server problem in finite metrics such that we only have to consider finite sequences of request. When applying the restrictions, both the optimal…

Data Structures and Algorithms · Computer Science 2013-03-13 Tobias Mömke
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