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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…
Flexible demand response (DR) resources can be leveraged to accommodate the stochasticity of some distributed energy resources. This paper develops an online learning approach that continuously estimates price sensitivities of residential…
We study an online linear programming (OLP) model in which inventory is not provided upfront but instead arrives gradually through an exogenous stochastic replenishment process. This replenishment-based formulation captures operational…
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…
We introduce the refined assortment optimization problem where a firm may decide to make some of its products harder to get instead of making them unavailable as in the traditional assortment optimization problem. Airlines, for example,…
In the online general knapsack problem, an algorithm is presented with an item $x=(s,v)$ of size $s$ and value $v$ and must irrevocably choose to pack such an item into the knapsack or reject it before the next item appears. The goal is to…
Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…
In this paper, we propose a stochastic model to describe how search service providers charge client companies based on users' queries for the keywords related to these companies' ads by using certain advertisement assignment strategies. We…
Regret matching (RM) -- and its modern variants -- is a foundational online algorithm that has been at the heart of many AI breakthrough results in solving benchmark zero-sum games, such as poker. Yet, surprisingly little is known so far in…
Most recent research in network revenue management incorporates choice behavior that models the customers' buying logic. These models are consequently more complex to solve, but they return a more robust policy that usually generates better…
The resource allocation problem consists of the optimal distribution of a budget between agents in a group. We consider such a problem in the context of open systems, where agents can be replaced at some time instances. These replacements…
We study the problem of online resource allocation, where multiple customers arrive sequentially and the seller must irrevocably allocate resources to each incoming customer while also facing a procurement cost for the total allocation.…
A frequent problem in settings where a unique resource must be shared among users is how to resolve the contention that arises when all of them must use it, but the resource allows only for one user each time. The application of efficient…
We study Online Linear Programming (OLP) with batching. The planning horizon is cut into $K$ batches, and the decisions on customers arriving within a batch can be delayed to the end of their associated batch. Compared with OLP without…
We study the revenue guarantees and approximability of item pricing. Recent work shows that with $n$ heterogeneous items, item-pricing guarantees an $O(\log n)$ approximation to the optimal revenue achievable by any (buy-many) mechanism,…
We study the Online Traveling Salesperson Problem (OLTSP) with predictions. In OLTSP, a sequence of initially unknown requests arrive over time at points (locations) of a metric space. The goal is, starting from a particular point of the…
Motivated by e-commerce, we study the online assortment optimization problem. The seller offers an assortment, i.e. a subset of products, to each arriving customer, who then purchases one or no product from her offered assortment. A…
A basic combinatorial online resource allocation problem is considered, where multiple servers have individual capacity constraints, and at each time slot, a set of jobs arrives, that have potentially different weights to different servers.…
Online decision-makers often obtain predictions on future variables, such as arrivals, demands, inventories, and so on. These predictions can be generated from simple forecasting algorithms for univariate time-series, all the way to…
We give a polynomial-time algorithm for OnlineSetCover with a competitive ratio of $O(\log mn)$ when the elements are revealed in random order, essentially matching the best possible offline bound of $O(\log n)$ and circumventing the…