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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 consider the online resource minimization problem in which jobs with hard deadlines arrive online over time at their release dates. The task is to determine a feasible schedule on a minimum number of machines. We rigorously study this…

Data Structures and Algorithms · Computer Science 2015-12-09 Lin Chen , Nicole Megow , Kevin Schewior

We study the assortment optimization problem under general linear constraints, where the customer choice behavior is captured by the Cross-Nested Logit model. In this problem, there is a set of products organized into multiple subsets (or…

Optimization and Control · Mathematics 2023-04-19 Cuong Le , Tien Mai

The online portfolio selection (OLPS) problem differs from classical portfolio model problems, as it involves making sequential investment decisions. Many OLPS strategies described in the literature capture market movement based on various…

Portfolio Management · Quantitative Finance 2022-06-03 Man Yiu Tsang , Tony Sit , Hoi Ying Wong

Contention resolution schemes (or CR schemes), introduced by Chekuri, Vondrak and Zenklusen, are a class of randomized rounding algorithms for converting a fractional solution to a relaxation for a down-closed constraint family into an…

Data Structures and Algorithms · Computer Science 2023-01-31 Danish Kashaev , Richard Santiago

In this paper, we consider a Markov chain choice model with single transition. In this model, customers arrive at each product with a certain probability. If the arrived product is unavailable, then the seller can recommend a subset of…

Optimization and Control · Mathematics 2017-02-14 Kameng Nip , Zhenbo Wang , Zizhuo Wang

We study a fundamental model of resource allocation in which a finite number of resources must be assigned in an online manner to a heterogeneous stream of customers. The customers arrive randomly over time according to known stochastic…

Optimization and Control · Mathematics 2018-05-16 Clifford Stein , Van-Anh Truong , Xinshang Wang

Online resource allocation problems are central challenges in economics and computer science, modeling situations in which $n$ items arriving one at a time must each be immediately allocated among $m$ agents. In such problems, our objective…

Data Structures and Algorithms · Computer Science 2025-10-14 Kalen Patton

This paper investigates the online conversion problem, which involves sequentially trading a divisible resource (e.g., energy) under dynamically changing prices to maximize profit. A key challenge in online conversion is managing decisions…

Data Structures and Algorithms · Computer Science 2025-02-07 Yanzhao Wang , Hasti Nourmohammadi Sigaroudi , Bo Sun , Omid Ardakanian , Xiaoqi Tan

Online advertising has recently grown into a highly competitive and complex multi-billion-dollar industry, with advertisers bidding for ad slots at large scales and high frequencies. This has resulted in a growing need for efficient…

Machine Learning · Computer Science 2023-07-04 Zhe Feng , Swati Padmanabhan , Di Wang

We design an expected polynomial-time, truthful-in-expectation, (1-1/e)-approximation mechanism for welfare maximization in a fundamental class of combinatorial auctions. Our results apply to bidders with valuations that are m matroid rank…

Computer Science and Game Theory · Computer Science 2011-04-19 Shaddin Dughmi , Tim Roughgarden , Qiqi Yan

We consider a single buyer with a combinatorial preference that would like to purchase related products and services from different vendors, where each vendor supplies exactly one product. We study the general case where subsets of products…

Computer Science and Game Theory · Computer Science 2014-01-09 Moshe Babaioff , Noam Nisan , Renato Paes Leme

Most existing work in online stochastic combinatorial optimization assumes that inputs are drawn from independent distributions -- a strong assumption that often fails in practice. At the other extreme, arbitrary correlations are equivalent…

Data Structures and Algorithms · Computer Science 2025-11-11 Zhimeng Gao , Evangelia Gergatsouli , Kalen Patton , Sahil Singla

We give new approximation algorithms for the submodular joint replenishment problem and the inventory routing problem, using an iterative rounding approach. In both problems, we are given a set of $N$ items and a discrete time horizon of…

Data Structures and Algorithms · Computer Science 2019-12-03 Thomas Bosman , Neil Olver

Assortment optimization is a fundamental challenge in modern retail and recommendation systems, where the goal is to select a subset of products that maximizes expected revenue under complex customer choice behaviors. While recent advances…

Machine Learning · Statistics 2026-03-11 Miao Lu , Yuxuan Han , Han Zhong , Zhengyuan Zhou , Jose Blanchet

We study a wholesale supply chain ordering problem. In this problem, the supplier has an initial stock, and faces an unpredictable stream of incoming orders, making real-time decisions on whether to accept or reject each order. What makes…

Data Structures and Algorithms · Computer Science 2025-04-08 Will Ma , David Simchi-Levi , Jinglong Zhao

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.…

Theoretical Economics · Economics 2026-01-07 Ming Hu , Tongwen Wu

In this paper, we consider the problem of resource congestion control for competing online learning agents. On the basis of non-cooperative game as the model for the interaction between the agents, and the noisy online mirror ascent as the…

Machine Learning · Computer Science 2019-10-22 Ezra Tampubolon , Holger Boche

We consider online fractional covering problems with a convex objective, where the covering constraints arrive over time. Formally, we want to solve $\min\,\{f(x) \mid Ax\ge \mathbf{1},\, x\ge 0\},$ where the objective function…

Data Structures and Algorithms · Computer Science 2014-12-30 Niv Buchbinder , Shahar Chen , Anupam Gupta , Viswanath Nagarajan , Joseph , Naor

Real-world natural language processing (NLP) models need to be continually updated to fix the prediction errors in out-of-distribution (OOD) data streams while overcoming catastrophic forgetting. However, existing continual learning (CL)…

Computation and Language · Computer Science 2022-05-05 Bill Yuchen Lin , Sida Wang , Xi Victoria Lin , Robin Jia , Lin Xiao , Xiang Ren , Wen-tau Yih