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We investigate the distributed online economic dispatch problem for power systems with time-varying coupled inequality constraints. The problem is formulated as a distributed online optimization problem in a multi-agent system. At each time…

Optimization and Control · Mathematics 2025-12-25 Yingjie Zhou , Xiaoqian Wang , Tao Li

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Optimization and Control · Mathematics 2023-05-30 Joshua Cutler , Dmitriy Drusvyatskiy , Zaid Harchaoui

We study contextual dynamic pricing, where a decision maker posts personalized prices based on observable contexts and receives binary purchase feedback indicating whether the customer's valuation exceeds the price. Each valuation is…

Machine Learning · Computer Science 2025-08-15 Xueping Gong , Wei You , Jiheng Zhang

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii

Motivated by hiring pipelines, we study three selection and ordering problems in which applicants for a finite set of positions must be interviewed or sent offers. There is a finite time budget for interviewing/sending offers, and every…

Data Structures and Algorithms · Computer Science 2023-10-30 Boris Epstein , Will Ma

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

We consider the problem of assigning or allocating resources to a set of jobs. We consider the case when the resources are fungible, that is, the job can be done with any mix of the resources, but with different efficiencies. In our…

Optimization and Control · Mathematics 2021-04-20 Akshay Agrawal , Stephen Boyd , Deepak Narayanan , Fiodar Kazhamiaka , Matei Zaharia

The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorporation of complex structural constraints. We introduce a…

Machine Learning · Computer Science 2025-10-09 Kaizheng Wang

Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…

Machine Learning · Computer Science 2021-03-26 Jože M. Rožanec , Dunja Mladenić

The behavior of users in relatively predictable, both in terms of the data they request and the wireless channels they observe. In this paper, we consider the statistics of such predictable patterns of the demand and channel jointly across…

Information Theory · Computer Science 2018-06-14 L. Srikar Muppirisetty , John Tadrous , Atilla Eryilmaz , Henk Wymeersch

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

We study the online busy time scheduling model on heterogeneous machines. In our setting, jobs with uniform length arrive online with a deadline that becomes known to the algorithm at the job's arrival time. An algorithm has access to…

Data Structures and Algorithms · Computer Science 2026-03-09 Gruia Calinescu , Sami Davies , Samir Khuller , Shirley Zhang

The theory of discrete-time online learning has been successfully applied in many problems that involve sequential decision-making under uncertainty. However, in many applications including contractual hiring in online freelancing platforms…

Machine Learning · Computer Science 2020-07-27 Semih Cayci , Swati Gupta , Atilla Eryilmaz

Algorithms frequently assist, rather than replace, human decision-makers. However, the design and analysis of algorithms often focus on predicting outcomes and do not explicitly model their effect on human decisions. This discrepancy…

Human-Computer Interaction · Computer Science 2024-10-31 Bryce McLaughlin , Jann Spiess

Distributing services, goods, and tasks in the gig economy heavily relies upon on-demand workers (aka agents), leading to new challenges varying from logistics optimization to the ethical treatment of gig workers. We focus on fair and…

Computer Science and Game Theory · Computer Science 2025-03-21 Hadi Hosseini , Šimon Schierreich

Budget Minimization is a scheduling problem with precedence constraints, i.e., a scheduling problem on a partially ordered set of jobs $(N, \unlhd)$. A job $j \in N$ is available for scheduling, if all jobs $i \in N$ with $i \unlhd j$ are…

Discrete Mathematics · Computer Science 2019-06-27 Marinus Gottschau , Felix Happach , Marcus Kaiser , Clara Waldmann

We consider the classical machine scheduling, where $n$ jobs need to be scheduled on $m$ machines, and where job $j$ scheduled on machine $i$ contributes $p_{i,j}\in \mathbb{R}$ to the load of machine $i$, with the goal of minimizing the…

Computer Science and Game Theory · Computer Science 2020-09-09 Cong Chen , Paul Giessler , Akaki Mamageishvili , Matus Mihalak , Paolo Penna

We study the problem of dynamic assortment personalization with large, heterogeneous populations and wide arrays of products, and demonstrate the importance of structural priors for effective, efficient large-scale personalization.…

Machine Learning · Statistics 2019-05-03 Nathan Kallus , Madeleine Udell

Malleable scheduling is a model that captures the possibility of parallelization to expedite the completion of time-critical tasks. A malleable job can be allocated and processed simultaneously on multiple machines, occupying the same time…

Discrete Mathematics · Computer Science 2022-03-29 Dimitris Fotakis , Jannik Matuschke , Orestis Papadigenopoulos

We study Bayesian automated mechanism design in unstructured dynamic environments, where a principal repeatedly interacts with an agent, and takes actions based on the strategic agent's report of the current state of the world. Both the…

Computer Science and Game Theory · Computer Science 2021-05-14 Hanrui Zhang , Vincent Conitzer
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