Related papers: Optimal treatment assignment rules under capacity …
Randomized controlled trials typically analyze the effectiveness of treatments with the goal of making treatment recommendations for patient subgroups. With the advance of electronic health records, a great variety of data has been…
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…
We propose an optimal solution to a deterministic dynamic assignment problem by leveraging connections to the theory of discrete optimal transport to convert the combinatorial assignment problem into a tractable linear program. We seek to…
We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…
We consider the facility location problem in the one-dimensional setting where each facility can serve a limited number of agents from the algorithmic and mechanism design perspectives. From the algorithmic perspective, we prove that the…
We study stochastic optimization problems with chance and risk constraints, where in the latter, risk is quantified in terms of the conditional value-at-risk (CVaR). We consider the distributionally robust versions of these problems, where…
In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems…
Randomized controlled trials are often run in settings with many subpopulations that may have differential benefits from the treatment being evaluated. We consider the problem of sample selection, i.e., whom to enroll in a randomized trial,…
We introduce a novel family of mechanisms for constrained allocation problems which we call local priority mechanisms. These mechanisms are parameterized by a function which assigns a set of agents, the local compromisers, to every…
This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
In many classification settings, the class of primary interest is underrepresented, leading to imbalanced data problems that arise in applications such as rare disease detection and fraud identification. In these contexts, identifying a…
In this paper we consider distributed allocation problems with memory constraint limits. Firstly, we propose a tractable relaxation to the problem of optimal symmetric allocations from [1]. The approximated problem is based on the Q-error…
Given facilities with capacities and clients with penalties and demands, the transportation problem with market choice consists in finding the minimum-cost way to partition the clients into unserved clients, paying the penalties, and into…
We study real-time routing policies in smart transit systems, where the platform has a combination of cars and high-capacity vehicles (e.g., buses or shuttles) and seeks to serve a set of incoming trip requests. The platform can use its…
Resource constraints can fundamentally change both learning and decision-making. We explore how memory constraints influence an agent's performance when navigating unknown environments using standard reinforcement learning algorithms.…
We study the problem of a principal who wants to influence an agent's observable action, subject to an ex-post budget. The agent has a private type determining their cost function. This paper endogenizes the value of the resource driving…
Massive surges of enrollments in courses have led to a crisis in several computer science departments - not only is the demand for certain courses extremely high from majors, but the demand from non-majors is also very high. Much of the…
The first step towards investigating the effectiveness of a treatment via a randomized trial is to split the population into control and treatment groups then compare the average response of the treatment group receiving the treatment to…
This paper focuses on two commonly used path assignment policies for agents traversing a congested network: self-interested routing, and system-optimum routing. In the self-interested routing policy each agent selects a path that optimizes…