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We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…
Managing millions of digital auctions is an essential task for modern advertising auction systems. The main approach to managing digital auctions is an autobidding approach, which depends on the Click-Through Rate and Conversion Rate…
As machine learning models are increasingly being employed to make consequential decisions in real-world settings, it becomes critical to ensure that individuals who are adversely impacted (e.g., loan denied) by the predictions of these…
We analyze a tree search problem with an underlying Markov decision process, in which the goal is to identify the best action at the root that achieves the highest cumulative reward. We present a new tree policy that optimally allocates a…
This study introduces a novel computational framework for Robust Topology Optimization (RTO) considering imprecise random field parameters. Unlike the worst-case approach, the present method provides upper and lower bounds for the mean and…
Optimal resource allocation (RA) in massive carrier aggregation scenarios is a challenging combinatorial optimization problem whose dimension is proportional to the number of users, component carriers (CCs), and OFDMA resource blocks per…
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we consider ambiguity in choice functions over a multi-attribute prospect space. Our main result is a robust…
Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…
Geographic experiments are a widely-used methodology for measuring incremental return on ad spend (iROAS) at scale, yet their design presents significant challenges. The unit count is small, heterogeneity is large, and the optimal Supergeo…
Online resource allocation (ORA) is a fundamental framework for sequential decision-making problems under budget constraints, with applications ranging from online advertising to revenue management. In this work, we study a broader setting…
Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…
We propose a distributionally robust formulation of the traditional risk parity portfolio optimization problem. Distributional robustness is introduced by targeting the discrete probabilities attached to each observation used during…
Allocating scarce, indivisible resources to diverse groups under uncertainty is a central challenge in operations research, where efficiency-focused methods often underserve marginalized populations. We study the Fair Online Resource…
The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…
We consider the classical problem of sequential resource allocation where a decision maker must repeatedly divide a budget between several resources, each with diminishing returns. This can be recast as a specific stochastic optimization…
We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…
Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…
The NP-hard scheduling problem P||C_max encompasses a set of tasks with known execution time which must be mapped to a set of identical machines such that the overall completion time is minimized. In this work, we improve existing…
Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…
Sampling efficiency is a key bottleneck in reinforcement learning with verifiable rewards. Existing group-based policy optimization methods, such as GRPO, allocate a fixed number of rollouts for all training prompts. This uniform allocation…