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Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…

Machine Learning · Computer Science 2022-10-13 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

Though competitive analysis has been a very useful performance measure for the quality of online algorithms, it is recognized that it sometimes fails to distinguish between algorithms of different quality in practice. A number of…

Data Structures and Algorithms · Computer Science 2015-03-19 Joan Boyar , Kim S. Larsen , Abyayananda Maiti

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…

Machine Learning · Computer Science 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

Online algorithm is an important branch in algorithm design. Designing online algorithms with a bounded competitive ratio (in terms of worst-case performance) can be hard and usually relies on problem-specific assumptions. Inspired by…

Machine Learning · Computer Science 2021-11-22 Bingqian Du , Zhiyi Huang , Chuan Wu

Per-instance algorithm selection seeks to recommend, for a given problem instance and a given performance criterion, one or several suitable algorithms that are expected to perform well for the particular setting. The selection is…

Neural and Evolutionary Computing · Computer Science 2022-09-08 Ana Kostovska , Anja Jankovic , Diederick Vermetten , Jacob de Nobel , Hao Wang , Tome Eftimov , Carola Doerr

Online bidding is a classical problem in online decision-making, with applications in resource allocation, hierarchical clustering, and the analysis of approximation algorithms. We study its randomized learning-augmented variant, where an…

Data Structures and Algorithms · Computer Science 2026-05-15 Mathis Degryse , Imrane Saakour , Christoph Dürr , Spyros Angelopoulos

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…

Machine Learning · Computer Science 2021-12-24 Nicolò Cesa-Bianchi , Tommaso Cesari , Yishay Mansour , Vianney Perchet

We introduce and study spatiotemporal online allocation with deadline constraints ($\mathsf{SOAD}$), a new online problem motivated by emerging challenges in sustainability and energy. In $\mathsf{SOAD}$, an online player completes a…

Data Structures and Algorithms · Computer Science 2025-03-14 Adam Lechowicz , Nicolas Christianson , Bo Sun , Noman Bashir , Mohammad Hajiesmaili , Adam Wierman , Prashant Shenoy

We study the discrete bin covering problem where a multiset of items from a fixed set $S \subseteq (0,1]$ must be split into disjoint subsets while maximizing the number of subsets whose contents sum to at least $1$. We study the online…

Data Structures and Algorithms · Computer Science 2024-01-29 Magnus Berg , Shahin Kamali

We consider the distributed version of the Multiple Knapsack Problem (MKP), where $m$ items are to be distributed amongst $n$ processors, each with a knapsack. We propose different distributed approximation algorithms with a tradeoff…

Data Structures and Algorithms · Computer Science 2017-02-06 Ananth Murthy , Chandan Yeshwanth , Shrisha Rao

In this paper we present the Warm-starting Dynamic Thresholding algorithm, developed using dynamic programming, for a variant of the standard online selection problem. The problem allows job positions to be either free or already occupied…

Data Structures and Algorithms · Computer Science 2020-02-21 Mathilde Fekom , Nicolas Vayatis , Argyris Kalogeratos

In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…

Data Structures and Algorithms · Computer Science 2021-12-06 Spyros Angelopoulos , Shahin Kamali , Dehou Zhang

We study two canonical online optimization problems under capacity/budget constraints: the fractional one-way trading problem (OTP) and the integral online knapsack problem (OKP) under an infinitesimal assumption. Under the competitive…

Data Structures and Algorithms · Computer Science 2020-09-23 Ying Cao , Bo Sun , Danny H. K. Tsang

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

We extend the Mobile Server Problem, introduced in SPAA'17, to a model where k identical mobile resources, here named servers, answer requests appearing at points in the Euclidean space. In order to reduce communication costs, the positions…

Data Structures and Algorithms · Computer Science 2019-07-24 Björn Feldkord , Till Knollmann , Manuel Malatyali , Friedhelm Meyer auf der Heide

A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…

Data Structures and Algorithms · Computer Science 2014-04-10 Shipra Agrawal , Zizhuo Wang , Yinyu Ye

In many real-world deployments of machine learning systems, data arrive piecemeal. These learning scenarios may be passive, where data arrive incrementally due to structural properties of the problem (e.g., daily financial data) or active,…

Machine Learning · Computer Science 2021-01-01 Jordan T. Ash , Ryan P. Adams