Related papers: Stochastic Online Correlated Selection
Motivated by online retail, we consider the problem of selling one item (e.g., an ad slot) to two non-excludable buyers (say, a merchant and a brand). This problem captures, for example, situations where a merchant and a brand cooperatively…
Online allocation is a broad class of problems where items arriving online have to be allocated to agents who have a fixed utility/cost for each assigned item so to maximize/minimize some objective. This framework captures a broad range of…
We study online convex optimization in a setting where the learner seeks to minimize the sum of a per-round hitting cost and a movement cost which is incurred when changing decisions between rounds. We prove a new lower bound on the…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
We consider a fair resource allocation problem in the no-regret setting against an unrestricted adversary. The objective is to allocate resources equitably among several agents in an online fashion so that the difference of the aggregate…
We consider a multi-agent resource allocation setting that models the assignment of papers to reviewers. A recurring issue in allocation problems is the compatibility of welfare/efficiency and fairness. Given an oracle to find a…
A canonical setting for non-monetary online resource allocation is one where agents compete over multiple rounds for a single item per round, with i.i.d. valuations and additive utilities across rounds. With $n$ symmetric agents, a natural…
We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…
Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained…
Sampling without replacement is a natural online rounding strategy for converting fractional bipartite matching into an integral one. In Online Bipartite Matching, we can use the Balance algorithm to fractionally match each online vertex,…
This paper presents Orthogonal Subspace Clustering (OSC), an innovative method for high-dimensional data clustering. We first establish a theoretical theorem proving that high-dimensional data can be decomposed into orthogonal subspaces in…
Online advertising is an important and huge industry. Having knowledge of the website attributes can contribute greatly to business strategies for ad-targeting, content display, inventory purchase or revenue prediction. Classical inferences…
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…
Recent empirical work demonstrates that online advertisement can exhibit bias in the delivery of ads across users even when all advertisers bid in a non-discriminatory manner. We study the design of ad auctions that, given fair bids, are…
We study stochastic online resource allocation: a decision maker needs to allocate limited resources to stochastically-generated sequentially-arriving requests in order to maximize reward. At each time step, requests are drawn independently…
We initiate the study of two-sided online resource allocation with costly cancellations. Our focus is on edge-weighted online bipartite matching (and several of its extensions), where nodes arrive online and request offline resources. In…
We consider the problem of fairly allocating a sequence of indivisible items that arrive online in an arbitrary order to a group of n agents with additive normalized valuation functions. We consider both the allocation of goods and chores…
Two-sided platforms rely on their recommendation algorithms to help visitors successfully find a match. However, on platforms such as VolunteerMatch (VM) -- which has facilitated millions of connections between volunteers and nonprofits --…
We study stationary online bipartite matching, where both types of nodes--offline and online--arrive according to Poisson processes. Offline nodes wait to be matched for some random time, determined by an exponential distribution, while…
This paper considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…