Related papers: Cost Preserving Dependent Rounding for Allocation …
Motivated by programmatic advertising optimization, we consider the task of sequentially allocating budget across a set of resources. At every time step, a feasible allocation is chosen and only a corresponding random return is observed.…
We study the problem of minimizing an ordered norm of a load vector (indexed by a set of $d$ resources), where a finite number $n$ of customers $c$ contribute to the load of each resource by choosing a solution $x_c$ in a convex set $X_c…
Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…
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…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…
We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…
We study dynamic $(1-\epsilon)$-approximate rounding of fractional matchings -- a key ingredient in numerous breakthroughs in the dynamic graph algorithms literature. Our first contribution is a surprisingly simple deterministic rounding…
We consider various stochastic models that incorporate the notion of risk-averseness into the standard 2-stage recourse model, and develop novel techniques for solving the algorithmic problems arising in these models. A key notable feature…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
In the fixed budget thresholding bandit problem, an algorithm sequentially allocates a budgeted number of samples to different distributions. It then predicts whether the mean of each distribution is larger or lower than a given threshold.…
We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…
Randomized protocols are procedures that incorporate probabilistic choices during their execution and they play a central role in quantum algorithms, spanning Hamiltonian simulation, noise mitigation, and measurement tasks. In practical…
We show that randomization can lead to significant improvements for a few fundamental problems in distributed tracking. Our basis is the {\em count-tracking} problem, where there are $k$ players, each holding a counter $n_i$ that gets…
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…
We present a novel algorithm that efficiently computes near-optimal deterministic policies for constrained reinforcement learning (CRL) problems. Our approach combines three key ideas: (1) value-demand augmentation, (2) action-space…
In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…
Distributionally robust stochastic optimization (DRSO) is a framework for decision-making problems under certainty, which finds solutions that perform well for a chosen set of probability distributions. Many different approaches for…
In this paper, we present the first known example of a locally checkable labeling problem (LCL) that admits asymptotic distributed quantum advantage in the LOCAL model of distributed computing: our problem can be solved in $O(\log n)$…
Over the past decade, a long line of research has investigated the distributed complexity landscape of locally checkable labeling (LCL) problems on bounded-degree graphs, culminating in an almost-complete classification on general graphs…
We develop a general deterministic distributed method for locally rounding fractional solutions of graph problems for which the analysis can be broken down into analyzing pairs of vertices. Roughly speaking, the method can transform…