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We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon $H$ with $S$ states, and $A$ actions. The performance of an agent is measured by the regret after…

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…

Data Structures and Algorithms · Computer Science 2026-03-17 Haoran Xu , Owen Shen , Peter Glynn , Yinyu Ye , Patrick Jaillet

In the model of online caching with machine learned advice, introduced by Lykouris and Vassilvitskii, the goal is to solve the caching problem with an online algorithm that has access to next-arrival predictions: when each input element…

Data Structures and Algorithms · Computer Science 2019-10-31 Dhruv Rohatgi

We consider the classical online bipartite matching problem in the probe-commit model. In this problem, when an online vertex arrives, its edges must be probed to determine if they exist, based on known edge probabilities. A probing…

Data Structures and Algorithms · Computer Science 2024-12-16 Allan Borodin , Calum MacRury

Determinant maximization provides an elegant generalization of problems in many areas, including convex geometry, statistics, machine learning, fair allocation of goods, and network design. In an instance of the determinant maximization…

Data Structures and Algorithms · Computer Science 2022-11-22 Adam Brown , Aditi Laddha , Madhusudhan Pittu , Mohit Singh

Estimating the density of a distribution from its samples is a fundamental problem in statistics. Hypothesis selection addresses the setting where, in addition to a sample set, we are given $n$ candidate distributions -- referred to as…

Data Structures and Algorithms · Computer Science 2025-10-23 Maryam Aliakbarpour , Zhan Shi , Ria Stevens , Vincent X. Wang

In the online sorting problem, we have an array $A$ of $n$ cells, and receive a stream of $n$ items $x_1,\dots,x_n\in [0,1]$. When an item arrives, we need to immediately and irrevocably place it into an empty cell. The goal is to minimize…

Data Structures and Algorithms · Computer Science 2025-10-23 Yang Hu

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

Querying complex models for precise information (e.g. traffic models, database systems, large ML models) often entails intense computations and results in long response times. Thus, weaker models which give imprecise results quickly can be…

Data Structures and Algorithms · Computer Science 2024-11-06 Franziska Eberle , Felix Hommelsheim , Alexander Lindermayr , Zhenwei Liu , Nicole Megow , Jens Schlöter

We present prior robust algorithms for a large class of resource allocation problems where requests arrive one-by-one (online), drawn independently from an unknown distribution at every step. We design a single algorithm that, for every…

Data Structures and Algorithms · Computer Science 2019-03-12 Nikhil R. Devanur , Kamal Jain , Balasubramanian Sivan , Christopher A. Wilkens

In the classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop and pick the current sample or to continue and lose that…

Data Structures and Algorithms · Computer Science 2019-03-13 Jose Correa , Raimundo Saona , Bruno Ziliotto

Consider a gambler and a prophet who observe a sequence of independent, non-negative numbers. The gambler sees the numbers one-by-one whereas the prophet sees the entire sequence at once. The goal of both is to decide on fractions of each…

Data Structures and Algorithms · Computer Science 2013-07-22 Paul Duetting , Robert Kleinberg

We focus on analyzing the classical stochastic projected gradient methods under a general dependent data sampling scheme for constrained smooth nonconvex optimization. We show the worst-case rate of convergence $\tilde{O}(t^{-1/4})$ and…

Optimization and Control · Mathematics 2023-06-26 Ahmet Alacaoglu , Hanbaek Lyu

In numerous online selection problems, decision-makers (DMs) must allocate on the fly limited resources to customers with uncertain values. The DM faces the tension between allocating resources to currently observed values and saving them…

Computer Science and Game Theory · Computer Science 2025-11-04 Yihua Xu , Süleyman Kerimov , Sebastian Perez-Salazar

Only recently progress has been made in obtaining $o(\log(\mathrm{rank}))$-competitive algorithms for the matroid secretary problem. More precisely, Chakraborty and Lachish (2012) presented a $O(\sqrt{\log(\mathrm{rank})})$-competitive…

Data Structures and Algorithms · Computer Science 2014-07-07 Moran Feldman , Ola Svensson , Rico Zenklusen

In a matroid secretary problem, one is presented with a sequence of objects of various weights in a random order, and must choose irrevocably to accept or reject each item. There is a further constraint that the set of items selected must…

Computer Science and Game Theory · Computer Science 2013-01-22 David Harris , Manish Purohit

We study the polynomial-time approximability of the optimal online stochastic bipartite matching algorithm, initiated by Papadimitriou et al. (EC'21). Here, nodes on one side of the graph are given upfront, while at each time $t$, an online…

Data Structures and Algorithms · Computer Science 2024-07-23 Mark Braverman , Mahsa Derakhshan , Tristan Pollner , Amin Saberi , David Wajc

Hypothesis Selection is a fundamental distribution learning problem where given a comparator-class $Q=\{q_1,\ldots, q_n\}$ of distributions, and a sampling access to an unknown target distribution $p$, the goal is to output a distribution…

Machine Learning · Computer Science 2021-08-19 Olivier Bousquet , Mark Braverman , Klim Efremenko , Gillat Kol , Shay Moran

Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally robust…

Machine Learning · Computer Science 2024-04-04 Nika Haghtalab , Michael I. Jordan , Eric Zhao

This paper studies online optimization under inventory (budget) constraints. While online optimization is a well-studied topic, versions with inventory constraints have proven difficult. We consider a formulation of inventory-constrained…

Performance · Computer Science 2024-12-20 Qiulin Lin , Hanling Yi , John Pang , Minghua Chen , Adam Wierman , Michael Honig , Yuanzhang Xiao