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We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan

We consider the problem of a firm seeking to use personalized pricing to sell an exogenously given stock of a product over a finite selling horizon to different consumer types. We assume that the type of an arriving consumer can be observed…

Machine Learning · Computer Science 2021-10-08 Ningyuan Chen , Guillermo Gallego

We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson population of customers choose their arrival time with the goal of…

Probability · Mathematics 2021-01-01 Liron Ravner , Yutaka Sakuma

In this paper, we consider a static, multi-period newsvendor model under a budget constraint. In the case where the true demand distribution is known, we develop a heuristic algorithm to solve the problem. By comparing this algorithm with…

Optimization and Control · Mathematics 2023-12-04 Ben Black , Trivikram Dokka , Christopher Kirkbride

We study a resource allocation problem over time, where a finite (random) resource needs to be distributed among a set of users at each time instant. Shortfalls in the resource allocated result in user dissatisfaction, which we model as an…

Optimization and Control · Mathematics 2023-12-05 Akhil Bhimaraju , Avhishek Chatterjee , Lav R. Varshney

We consider a retailer selling a single product with limited on-hand inventory over a finite selling season. Customer demand arrives according to a Poisson process, the rate of which is influenced by a single action taken by the retailer…

Machine Learning · Computer Science 2013-06-28 Zizhuo Wang , Shiming Deng , Yinyu Ye

Motivated by modern-day applications such as Attended Home Delivery and Preference-based Group Scheduling, where decision makers wish to steer a large number of customers toward choosing the exact same alternative, we introduce a novel…

Optimization and Control · Mathematics 2025-02-13 Omar El Housni , Marouane Ibn Brahim , Danny Segev

We consider the dynamic inventory problem with non-stationary demands. It has long been known that non-stationary (s, S) policies are optimal for this problem. However, finding optimal policy parameters remains a computational challenge as…

Optimization and Control · Mathematics 2020-07-20 Onur A. Kilic , S. Armagan Tarim

It is well known that machine learning methods can be vulnerable to adversarially-chosen perturbations of their inputs. Despite significant progress in the area, foundational open problems remain. In this paper, we address several key…

Machine Learning · Computer Science 2024-10-30 Edgar Dobriban , Hamed Hassani , David Hong , Alexander Robey

We propose a new approach to competitive analysis in online scheduling by introducing the novel concept of competitive-ratio approximation schemes. Such a scheme algorithmically constructs an online algorithm with a competitive ratio…

Data Structures and Algorithms · Computer Science 2012-11-01 Elisabeth Günther , Olaf Maurer , Nicole Megow , Andreas Wiese

We consider "time-of-use" pricing as a technique for matching supply and demand of temporal resources with the goal of maximizing social welfare. Relevant examples include energy, computing resources on a cloud computing platform, and…

Computer Science and Game Theory · Computer Science 2017-04-11 Shuchi Chawla , Nikhil R. Devanur , Alexander E. Holroyd , Anna Karlin , James Martin , Balasubramanian Sivan

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

This paper studies a fundamental algorithmic problem related to the design of demand-aware networks: networks whose topologies adjust toward the traffic patterns they serve, in an online manner. The goal is to strike a tradeoff between the…

Data Structures and Algorithms · Computer Science 2020-04-07 Chen Avin , Kaushik Mondal , Stefan Schmid

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Artificial Intelligence · Computer Science 2023-01-02 Dimitri Bertsekas

We consider the latency minimization problem in a task-offloading scenario, where multiple servers are available to the user equipment for outsourcing computational tasks. To account for the temporally dynamic nature of the wireless links…

Signal Processing · Electrical Eng. & Systems 2020-06-23 Aniq Ur Rahman , Gourab Ghatak , Antonio De Domenico

In this paper, we consider the online version of the machine minimization problem (introduced by Chuzhoy et al., FOCS 2004), where the goal is to schedule a set of jobs with release times, deadlines, and processing lengths on a minimum…

Discrete Mathematics · Computer Science 2014-03-06 Nikhil Devanur , Konstantin Makarychev , Debmalya Panigrahi , Grigory Yaroslavtsev

Mobile micro-clouds are promising for enabling performance-critical cloud applications. However, one challenge therein is the dynamics at the network edge. In this paper, we study how to place service instances to cope with these dynamics,…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-09-19 Shiqiang Wang , Rahul Urgaonkar , Ting He , Kevin Chan , Murtaza Zafer , Kin K. Leung

While the Bayesian decision-theoretic framework offers an elegant solution to the problem of decision making under uncertainty, one question is how to appropriately select the prior distribution. One idea is to employ a worst-case prior.…

Machine Learning · Computer Science 2023-02-22 Thomas Kleine Buening , Christos Dimitrakakis , Hannes Eriksson , Divya Grover , Emilio Jorge

Contract scheduling is a general technique that allows to design a system with interruptible capabilities, given an algorithm that is not necessarily interruptible. Previous work on this topic has largely assumed that the interruption is a…

Artificial Intelligence · Computer Science 2020-11-26 Spyros Angelopoulos , Shahin Kamali

We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said…

Probability · Mathematics 2019-06-07 O. Besbes , Y. Gur , A. Zeevi