Related papers: Resource Allocation under Stochastic Demands using…
We study stochastic online resource allocation: a decision maker needs to allocate limited resources to stochastically-generated sequentially-arriving requests in order to maximize reward. At each time step, requests are drawn independently…
Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…
Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…
Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…
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…
In this paper, we conduct a study to optimize resource allocation for adaptive real-time and delay-tolerant applications in cellular systems. To represent the user applications via several devices and equipment, sigmoidal-like and logarithm…
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…
In this paper we consider multiple constrained resource allocation problems, where the constraints can be specified by formulating activity dependency restrictions or by using game-theoretic models. All the problems are focused on generic…
We consider the classical problem of sequential resource allocation where a decision maker must repeatedly divide a budget between several resources, each with diminishing returns. This can be recast as a specific stochastic optimization…
In this paper, we consider the resource allocation problem in a network with a large number of connections which are used by a huge number of users. The resource allocation problem under discussion is a maximization problem with linear…
Efficient allocation of finite resources is a crucial problem in a wide variety of on-demand smart city applications. Service requests often appear randomly over time and space with varying intensity. Resource provisioning decisions need to…
Contemporary industrial parks are challenged by the growing concerns about high cost and low efficiency of energy supply. Moreover, in the case of uncertain supply/demand, how to mobilize delay-tolerant elastic loads and compensate…
This work proposes and studies the distributed resource allocation problem in asynchronous and stochastic settings. We consider a distributed system with multiple workers and a coordinating server with heterogeneous computation and…
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…
In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradient descent applied to the dual problem and prove the…
We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…
Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions associated with the nodes and edges. In most stochastic…
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…
For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…
In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…