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A significant progress has been made in the past three decades over the study of combinatorial NP optimization problems and their associated optimization and approximate classes, such as NPO, PO, APX (or APXP), and PTAS. Unfortunately, a…

Computational Complexity · Computer Science 2016-01-07 Tomoyuki Yamakami

We study the non-uniform capacitated multi-item lot-sizing (\lotsizing) problem. In this problem, there is a set of demands over a planning horizon of $T$ time periods and all demands must be satisfied on time. We can place an order at the…

Data Structures and Algorithms · Computer Science 2016-10-10 Shi Li

We address the classical knapsack problem and a variant in which an upper bound is imposed on the number of items that can be selected. We show that appropriate combinations of rounding techniques yield novel and powerful ways of rounding.…

Computational Complexity · Computer Science 2007-05-23 Monaldo Mastrolilli , Marcus Hutter

Large scale multiagent systems must rely on distributed decision making, as centralized coordination is either impractical or impossible. Recent works approach this problem under a game theoretic lens, whereby utility functions are assigned…

Computer Science and Game Theory · Computer Science 2021-02-10 Rahul Chandan , Dario Paccagnan , Jason R. Marden

Scheduling with assignment restrictions is an important special case of scheduling unrelated machines which has attracted much attention in the recent past. While a lower bound on approximability of 3/2 is known for its most general…

Data Structures and Algorithms · Computer Science 2010-09-24 Ulrich M. Schwarz

The assortment problem in revenue management is the problem of deciding which subset of products to offer to consumers in order to maximise revenue. A simple and natural strategy is to select the best assortment out of all those that are…

Data Structures and Algorithms · Computer Science 2019-02-22 Gerardo Berbeglia , Gwenaël Joret

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 main objective of this paper is to develop a martingale-type solution to optimal consumption--investment choice problems ([Merton, 1969] and [Merton, 1971]) under time-varying incomplete preferences driven by externalities such as…

Mathematical Finance · Quantitative Finance 2025-01-14 Weixuan Xia

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…

Machine Learning · Statistics 2023-11-29 Xi Chen , David Simchi-Levi , Yining Wang

We consider the fair allocation of indivisible items to several agents with additional conflict constraints. These are represented by a conflict graph where each item corresponds to a vertex of the graph and edges in the graph represent…

Discrete Mathematics · Computer Science 2023-08-21 Nina Chiarelli , Matjaž Krnc , Martin Milanič , Ulrich Pferschy , Joachim Schauer

In this work, we consider solving a distributed optimization problem in a multi-agent network with multiple clusters. In each cluster, the involved agents cooperatively optimize a separable composite function with a common decision…

Optimization and Control · Mathematics 2022-03-03 Jianzheng Wang , Guoqiang Hu

Generalizing many well-known and natural scheduling problems, scheduling with job-specific cost functions has gained a lot of attention recently. In this setting, each job incurs a cost depending on its completion time, given by a private…

Data Structures and Algorithms · Computer Science 2014-03-07 Wiebke Höhn , Julián Mestre , Andreas Wiese

Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute actions in stochastic environments, modeled as Markov decision…

Multiagent Systems · Computer Science 2011-10-13 D. A. Dolgov , E. H. Durfee

Decentralized resource allocation is a key problem for large-scale autonomic (or self-managing) computing systems. Motivated by a data center scenario, we explore efficient techniques for resolving resource conflicts via cooperative…

Computer Science and Game Theory · Computer Science 2012-12-12 Craig Boutilier , Rajarshi Das , Jeffrey O. Kephart , Gerald Tesauro , William E. Walsh

We study the budgeted versions of the well known matching and matroid intersection problems. While both problems admit a polynomial-time approximation scheme (PTAS) [Berger et al. (Math. Programming, 2011), Chekuri, Vondrak and Zenklusen…

Data Structures and Algorithms · Computer Science 2023-02-14 Ilan Doron-Arad , Ariel Kulik , Hadas Shachnai

The AC Optimal power flow (OPF) problem is one of the most fundamental problems in power systems engineering. For the past decades, researchers have been relying on unproven heuristics to tackle OPF. The hardness of OPF stems from two…

Data Structures and Algorithms · Computer Science 2020-07-16 Majid Khonji , Sid Chi-Kin Chau , Khaled Elbassion

We study Matching and other related problems in a partial information setting where the agents' utilities for being matched to other agents are hidden and the mechanism only has access to ordinal preference information. Our model is…

Computer Science and Game Theory · Computer Science 2016-08-03 Elliot Anshelevich , Shreyas Sekar

A mixed shop is a manufacturing infrastructure designed to process a mixture of a set of flow-shop jobs and a set of open-shop jobs. Mixed shops are in general much more complex to schedule than flow-shops and open-shops, and have been…

Data Structures and Algorithms · Computer Science 2018-09-18 Longcheng Liu , Yong Chen , Jianming Dong , Randy Goebel , Guohui Lin , Yue Luo , Guanqun Ni , Bing Su , An Zhang

We study the assortment optimization problem under general linear constraints, where the customer choice behavior is captured by the Cross-Nested Logit model. In this problem, there is a set of products organized into multiple subsets (or…

Optimization and Control · Mathematics 2023-04-19 Cuong Le , Tien Mai

In the Demand Strip Packing problem (DSP), we are given a time interval and a collection of tasks, each characterized by a processing time and a demand for a given resource (such as electricity, computational power, etc.). A feasible…

Data Structures and Algorithms · Computer Science 2021-05-20 Waldo Gálvez , Fabrizio Grandoni , Afrouz Jabal Ameli , Kamyar Khodamoradi