Related papers: Discrete Effort Distribution via Regret-enabled Gr…
It is known that greedy methods perform well for maximizing monotone submodular functions. At the same time, such methods perform poorly in the face of non-monotonicity. In this paper, we show - arguably, surprisingly - that invoking the…
We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…
This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…
We study nonstationary Online Linear Programming (OLP), where $n$ orders arrive sequentially with reward-resource consumption pairs that form a sequence of independent, but not necessarily identically distributed, random vectors. At the…
In this paper we prove the efficacy of a simple greedy algorithm for a finite horizon online resource allocation/matching problem, when the corresponding static planning linear program (SPP) exhibits a non-degeneracy condition called the…
We study online fair allocation of $T$ sequentially arriving items among $n$ agents with heterogeneous preferences, with the objective of maximizing generalized-mean welfare, defined as the $p$-mean of agents' time-averaged utilities, with…
A deterministic approximation algorithm is presented for the maximization of non-monotone submodular functions over a ground set of size $n$ subject to cardinality constraint $k$; the algorithm is based upon the idea of interlacing two…
We study the awake complexity of graph problems that belong to the class O-LOCAL, which includes a subset of problems solvable by sequential greedy algorithms, such as $(\Delta+1)$-coloring and maximal independent set. It is known from…
We propose an exact polynomial algorithm for a resource allocation problem with convex costs and constraints on partial sums of resource consumptions, in the presence of either continuous or integer variables. No assumption of strict…
We study a quadratic nonseparable resource allocation problem that arises in the area of decentralized energy management (DEM), where unbalance in electricity networks has to be minimized. In this problem, the given resource is allocated…
This paper introduces consensus-based primal-dual methods for distributed online optimization where the time-varying system objective function $f_t(\mathbf{x})$ is given as the sum of local agents' objective functions, i.e.,…
We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…
We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…
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 study the quadratic resource allocation problem and its variant with lower and upper constraints on nested sums of variables. This problem occurs in many applications, in particular battery scheduling within decentralized energy…
Consider the classical problem of predicting the next bit in a sequence of bits. A standard performance measure is {\em regret} (loss in payoff) with respect to a set of experts. For example if we measure performance with respect to two…
Decision Tree is a classic formulation of active learning: given $n$ hypotheses with nonnegative weights summing to 1 and a set of tests that each partition the hypotheses, output a decision tree using the provided tests that uniquely…
In this work, we study the multi-agent decision problem where agents try to coordinate to optimize a given system-level objective. While solving for the global optimal is intractable in many cases, the greedy algorithm is a well-studied and…
The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy…
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…