Related papers: Discrete Effort Distribution via Regret-enabled Gr…
This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…
Consider that there are $k\le n$ agents in a simple, connected, and undirected graph $G=(V,E)$ with $n$ nodes and $m$ edges. The goal of the dispersion problem is to move these $k$ agents to mutually distinct nodes. Agents can communicate…
The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed on the selected k design points. Statistical efficiency…
We consider the problem of contextual bandits where actions are subsets of a ground set and mean rewards are modeled by an unknown monotone submodular function that belongs to a class $\mathcal{F}$. We allow time-varying matroid constraints…
How can non-communicating agents learn to share congested resources efficiently? This is a challenging task when the agents can access the same resource simultaneously (in contrast to multi-agent multi-armed bandit problems) and the…
In this paper, we develop a simple and fast online algorithm for solving a class of binary integer linear programs (LPs) arisen in general resource allocation problem. The algorithm requires only one single pass through the input data and…
We develop an online learning algorithm for identifying unlabeled data points that are most informative for training (i.e., active learning). By formulating the active learning problem as the prediction with sleeping experts problem, we…
Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…
Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…
In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource…
A new algorithm for regret minimization in online convex optimization is described. The regret of the algorithm after $T$ time periods is $O(\sqrt{T \log T})$ - which is the minimum possible up to a logarithmic term. In addition, the new…
We study the canonical quantity-based network revenue management (NRM) problem where the decision-maker must irrevocably accept or reject each arriving customer request with the goal of maximizing the total revenue given limited resources.…
We consider parametrized linear-quadratic optimal control problems and provide their online-efficient solutions by combining greedy reduced basis methods and machine learning algorithms. To this end, we first extend the greedy control…
We study the dispersion problem in anonymous port-labeled graphs: $k \leq n$ mobile agents, each with a unique ID and initially located arbitrarily on the nodes of an $n$-node graph with maximum degree $\Delta$, must autonomously relocate…
This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…
This paper considers the problem of designing a dynamical system to solve constrained optimization problems in a distributed way and in an anytime fashion (i.e., such that the feasible set is forward invariant). For problems with separable…
We consider the problem of dynamically scheduling J jobs on N processors for non-preemptive execution where the value of each job (or the reward garnered upon completion) decays over time. All jobs are initially available in a buffer and…
We study contextual dynamic pricing under a semiparametric demand model in which the purchase probability is $1-F(p-m(\mathbf{x}))$, where $m(\mathbf{x})$ captures mean utility as a function of product features and buyer covariates, and $F$…
We study partial and budgeted versions of the well studied connected dominating set problem. In the partial connected dominating set problem, we are given an undirected graph G = (V,E) and an integer n', and the goal is to find a minimum…
We consider sequential optimization of an unknown function in a reproducing kernel Hilbert space. We propose a Gaussian process-based algorithm and establish its order-optimal regret performance (up to a poly-logarithmic factor). This is…