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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

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

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 variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…

Data Structures and Algorithms · Computer Science 2020-11-20 Yuval Emek , Shay Kutten , Yangguang Shi

We study the online resource allocation problem in which at each round, a budget $B$ must be allocated across $K$ arms under censored feedback. An arm yields a reward if and only if two conditions are satisfied: (i) the arm is activated…

Machine Learning · Computer Science 2026-02-09 Giovanni Montanari , Côme Fiegel , Corentin Pla , Aadirupa Saha , Vianney Perchet

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

Optimization and Control · Mathematics 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

Machine Learning · Computer Science 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

We consider the widely studied problem of coded caching under non-uniform requests where users independently request files according to some underlying popularity distribution in each slot. This work is a first step towards analyzing this…

Information Theory · Computer Science 2023-12-11 Anupam Nayak , Sheel Shah , Nikhil Karamchandani

In this work, we study an upgrading scheme for online resource allocation problems. We work in a sequential setting, where at each round a request for a resource arrives and the decision-maker has to decide whether to accept it (and thus,…

Optimization and Control · Mathematics 2024-02-15 Patrick Jaillet , Chara Podimata , Andrew Vakhutinsky , Zijie Zhou

We study online fair allocation of $T$ sequentially arriving items among $n$ agents with heterogeneous preferences, with the objective of maximizing generalized-mean welfare, defined as the $p$-mean of agents' time-averaged utilities, with…

Computer Science and Game Theory · Computer Science 2026-02-12 Zongjun Yang , Rachitesh Kumar , Christian Kroer

This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining the blocking cost under a certain budget limit. To tackle…

Optimization and Control · Mathematics 2024-05-07 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system operates in discrete time; at each time slot, the administrator…

Machine Learning · Statistics 2023-11-17 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

We study the classical Network Revenue Management (NRM) problem with accept/reject decisions and $T$ IID arrivals. We consider a distributional form where each arrival must fall under a finite number of possible categories, each with a…

Machine Learning · Computer Science 2025-01-03 Jiashuo Jiang , Will Ma , Jiawei Zhang

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

This paper studies an online service caching problem, where an edge server, equipped with a prediction window of future service request arrivals, needs to decide which services to host locally subject to limited storage capacity. The edge…

Networking and Internet Architecture · Computer Science 2023-01-11 Siqi Fan , I-Hong Hou , Van Sy Mai

In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new…

Data Structures and Algorithms · Computer Science 2022-05-03 Guanting Chen , Xiaocheng Li , Yinyu Ye

We propose a novel algorithm for online resource allocation with non-stationary customer arrivals and unknown click-through rates. We assume multiple types of customers arrive in a nonstationary stochastic fashion, with unknown arrival…

Machine Learning · Computer Science 2024-06-04 Xiaoyue Zhang , Hanzhang Qin , Mabel C. Chou

We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…

Data Structures and Algorithms · Computer Science 2020-02-28 Alberto Vera , Siddhartha Banerjee

This paper addresses Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make a decision. Perturbations may not be i.i.d. generated and…

Optimization and Control · Mathematics 2019-06-04 Víctor Valls , George Iosifidis , Douglas J. Leith , Leandros Tassiulas