Related papers: Online Resource Allocation with Non-Stationary Cus…
Design of {\it online algorithms} for assigning mobile users to basestations is considered with the objective of maximizing the sum-rate, when all users associated to any one basestation equally share each basestation's resources. Each user…
We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attention spans, i.e., the maximum number of products they are…
The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the…
We study network revenue management problems motivated by applications such as railway ticket sales and hotel room bookings. Requests, each requiring a resource for a consecutive stay, arrive sequentially with known arrival probabilities.…
Online allocation problems with resource constraints have a rich history in operations research. In this paper, we introduce the \emph{regularized online allocation problem}, a variant that includes a non-linear regularizer acting on the…
This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…
Task offloading is a promising technology to exploit the benefits of fog computing. An effective task offloading strategy is needed to utilize the computational resources efficiently. In this paper, we endeavor to seek an online task…
Online Resource Allocation addresses the problem of efficiently allocating limited resources to buyers with incomplete knowledge of future requests. In our setting, buyers arrive sequentially requesting a set of items, each with a value…
We study an edge-weighted online stochastic \emph{Generalized Assignment Problem} with \emph{unknown} Poisson arrivals. In this model, we consider a bipartite graph that contains offline bins and online items, where each offline bin is…
We study stationary online bipartite matching, where both types of nodes--offline and online--arrive according to Poisson processes. Offline nodes wait to be matched for some random time, determined by an exponential distribution, while…
Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…
We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said…
In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communication link. The system operates in discrete time; at each time…
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…
Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…
We consider the problem of scheduling packets of different lengths via a directed communication link prone to jamming errors. Dynamic packet arrivals and errors are modelled by an adversary. We focus on estimating relative throughput of…
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…
We develop randomized modifications of Markov chains and apply these modifications to the routing chains of customers in Jacksonian stochastic networks. The aim of our investigations is to find new rerouting schemes for non standard Jackson…