Related papers: Exponentially Weighted Algorithm for Online Networ…
We consider a distributed resource allocation problem in networks where each transmitter-receiver pair aims at maximizing its local utility function by adjusting its action matrix, which belongs to a given feasible set. This problem has…
We study a general online combinatorial auction problem in algorithmic mechanism design. A provider allocates multiple types of capacity-limited resources to customers that arrive in a sequential and arbitrary manner. Each customer has a…
We study a \emph{financial} version of the classic online problem of scheduling weighted packets with deadlines. The main novelty is that, while previous works assume packets have \emph{fixed} weights throughout their lifetime, this work…
We consider online optimization problems with time-varying linear equality constraints. In this framework, an agent makes sequential decisions using only prior information. At every round, the agent suffers an environment-determined loss…
We consider the problem of online allocation (matching, budgeted allocations, and assortments) of reusable resources where an adversarial sequence of resource requests is revealed over time and any allocated resource is used/rented for a…
In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…
Resource constrained job scheduling is a hard combinatorial optimisation problem that originates in the mining industry. Off-the-shelf solvers cannot solve this problem satisfactorily in reasonable timeframes, while other solution methods…
In this paper, we consider contention resolution algorithms that are augmented with predictions about the network. We begin by studying the natural setup in which the algorithm is provided a distribution defined over the possible network…
We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…
We study the online preemptive scheduling of intervals and jobs (with restarts). Each interval or job has an arrival time, a deadline, a length and a weight. The objective is to maximize the total weight of completed intervals or jobs.…
We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…
We consider a generalization of the vertex weighted online bipartite matching problem where the offline vertices, called resources, are reusable. In particular, when a resource is matched it is unavailable for a deterministic time duration…
This paper concerns the mechanism design for online resource allocation in a strategic setting. In this setting, a single supplier allocates capacity-limited resources to requests that arrive in a sequential and arbitrary manner. Each…
Motivated by online decision-making in time-varying combinatorial environments, we study the problem of transforming offline algorithms to their online counterparts. We focus on offline combinatorial problems that are amenable to a constant…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
This paper considers online optimization of a renewal-reward system. A controller performs a sequence of tasks back-to-back. Each task has a random vector of parameters, called the task type vector, that affects the task processing options…
This paper considers online distributed convex constrained optimization over a time-varying multi-agent network. Agents in this network cooperate to minimize the global objective function through information exchange with their neighbors…
This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constraint violation is used as the metric to…
A classical problem in power systems is to allocate in-coming (elastic or inelastic) demands without violating the operating constraints of electric networks in an online fashion. Although online decision problems have been well-studied in…
We consider the problem of bidding in online advertising, where an advertiser aims to maximize value while adhering to budget and Return-on-Spend (RoS) constraints. Unlike prior work that assumes knowledge of the value generated by winning…