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In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…
We consider the problem of scheduling in multi-class, parallel-server queuing systems with uncertain rewards from job-server assignments. In this scenario, jobs incur holding costs while awaiting completion, and job-server assignments yield…
Rising provider turnover results in frequently needing to rematch patients with available providers. However, the rematching process is cumbersome for both patients and health systems, resulting in labor-intensive and ad hoc reassignments.…
A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…
The list update problem is one of the oldest and simplest problems in online algorithms: A set of items must be maintained in a list while requests to these items arrive over time. Whenever an item is requested, the algorithm pays a cost…
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 machine learning systems need to adapt to domain shifts. Meanwhile, acquiring label at every timestep is expensive. We propose a surprisingly simple algorithm that adaptively balances its regret and its number of label queries in…
We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period.…
Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…
In this paper we study the non-stationary stochastic optimization question with bandit feedback and dynamic regret measures. The seminal work of Besbes et al. (2015) shows that, when aggregated function changes is known a priori, a simple…
We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…
In many fields of study, we only observe lower bounds on the true response value of some experiments. When fitting a regression model to predict the distribution of the outcomes, we cannot simply drop these right-censored observations, but…
Dispatching mobile resources such as repair crews and mobile emergency generators is essential for the rapid restoration of distribution systems after extreme events. However, the restoration process is affected by various uncertain factors…
Bike-sharing systems are a rapidly developing mode of transportation and provide an efficient alternative to passive, motorized personal mobility. The asymmetric nature of bike demand causes the need for rebalancing bike stations, which is…
The problem of optimizing social welfare objectives on multi sided ride hailing platforms such as Uber, Lyft, etc., is challenging, due to misalignment of objectives between drivers, passengers, and the platform itself. An ideal solution…
As e-commerce expands, delivering real-time personalized recommendations from vast catalogs poses a critical challenge for retail platforms. Maximizing revenue requires careful consideration of both individual customer characteristics and…
Regret has been widely adopted as the metric of choice for evaluating the performance of online optimization algorithms for distributed, multi-agent systems. However, data/model variations associated with agents can significantly impact…
We study an online linear programming (OLP) model in which inventory is not provided upfront but instead arrives gradually through an exogenous stochastic replenishment process. This replenishment-based formulation captures operational…
Considering the close interaction between spare parts logistics and maintenance planning, this paper presents a model for joint optimization of multi-location spare parts supply chain and condition-based maintenance under predictive and…
Distribution network reconfiguration (DNR) is a tool used by operators to balance line load flows and mitigate losses. As distributed generation and flexible load adoption increases, the impact of DNR on the security, efficiency, and…