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We study a wholesale supply chain ordering problem. In this problem, the supplier has an initial stock, and faces an unpredictable stream of incoming orders, making real-time decisions on whether to accept or reject each order. What makes…

Data Structures and Algorithms · Computer Science 2025-04-08 Will Ma , David Simchi-Levi , Jinglong Zhao

In this paper we propose primal-dual algorithms for different variants of the online resource allocation problem with departures. In the basic variant, requests (items) arrive over time to a set of resources (knapsacks) and upon arrival,…

Data Structures and Algorithms · Computer Science 2025-10-07 Yusuf Amidu , Khaled Elbassioni , Adriana F. Gabor

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

The online knapsack problem is a classic problem in the field of online algorithms. Its canonical version asks how to pack items of different values and weights arriving online into a capacity-limited knapsack so as to maximize the total…

Machine Learning · Computer Science 2024-04-18 Adam Lechowicz , Rik Sengupta , Bo Sun , Shahin Kamali , Mohammad Hajiesmaili

We introduce the Colonel Blotto game with favoritism, an extension of the famous Colonel Blotto game where the winner-determination rule is generalized to include pre-allocations and asymmetry of the players' resources effectiveness on each…

Computer Science and Game Theory · Computer Science 2021-06-02 Dong Quan Vu , Patrick Loiseau

Originating in evolutionary game theory, the class of "zero-determinant" strategies enables a player to unilaterally enforce linear payoff relationships in simple repeated games. An upshot of this kind of payoff constraint is that it can…

Theoretical Economics · Economics 2025-11-26 Nikos Dimou , Alex McAvoy

This paper studies a generalized variant of the Colonel Blotto game, referred to as the Colonel Blotto game with costs. Unlike the classic Colonel Blotto game, which imposes the use-it-or-lose-it budget assumption, the Colonel Blotto game…

Computer Science and Game Theory · Computer Science 2024-12-19 Stanisław Kaźmierowski

Colonel Blotto games with discrete strategy spaces effectively illustrate the intricate nature of multidimensional strategic reasoning. This paper studies the equilibrium set of such games where, in line with prior experimental work, the…

Computer Science and Game Theory · Computer Science 2024-03-28 Christian Ewerhart , Stanisław Kaźmierowski

A simple mechanism for allocating indivisible resources is sequential allocation in which agents take turns to pick items. We focus on possible and necessary allocation problems, checking whether allocations of a given form occur in some or…

Artificial Intelligence · Computer Science 2014-12-09 Haris Aziz , Toby Walsh , Lirong Xia

We introduce a new class of context dependent, incomplete information games to serve as structured prediction models for settings with significant strategic interactions. Our games map the input context to outcomes by first condensing the…

Machine Learning · Computer Science 2019-05-30 Vikas K. Garg , Tommi Jaakkola

We study the dynamic pricing problem with knapsack, addressing the challenge of balancing exploration and exploitation under resource constraints. We introduce three algorithms tailored to different informational settings: a Boundary…

Optimization and Control · Mathematics 2025-01-27 Ruicheng Ao , Jiashuo Jiang , David Simchi-Levi

Despite many distributed resource allocation (DRA) algorithms have been reported in literature, it is still unknown how to allocate the resource optimally over multiple interacting coalitions. One major challenge in solving such a problem…

Optimization and Control · Mathematics 2025-09-24 Jialing Zhou , Guanghui Wen , Yuezu Lv , Tao Yang , Guanrong Chen

Multi-armed bandit models have proven to be useful in modeling many real world problems in the areas of control and sequential decision making with partial information. However, in many scenarios, such as those prevalent in healthcare and…

Optimization and Control · Mathematics 2024-08-27 Qinyang He , Yonatan Mintz

In modern resource-sharing systems, multiple agents access limited resources with unknown stochastic conditions to perform tasks. When multiple agents access the same resource (arm) simultaneously, they compete for successful usage, leading…

Computer Science and Game Theory · Computer Science 2025-03-28 Hongbo Li , Lingjie Duan

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire

We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

Optimization and Control · Mathematics 2023-08-02 Xilin Zhang , Wang Chi Cheung

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha

We extend the adversarial/non-stochastic multi-play multi-armed bandit (MPMAB) to the case where the number of arms to play is variable. The work is motivated by the fact that the resources allocated to scan different critical locations in…

Machine Learning · Computer Science 2021-10-28 Yiyang Wang , Neda Masoud

We examine sequential equilibrium in the context of computational games, where agents are charged for computation. In such games, an agent can rationally choose to forget, so issues of imperfect recall arise. In this setting, we consider…

Computer Science and Game Theory · Computer Science 2014-12-22 Joseph Y. Halpern , Rafael Pass
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