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In many practical applications, usually, similar optimisation problems or scenarios repeatedly appear. Learning from previous problem-solving experiences can help adjust algorithm components of meta-heuristics, e.g., adaptively selecting…

Neural and Evolutionary Computing · Computer Science 2024-04-17 Jiyuan Pei , Jialin Liu , Yi Mei

We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled i.i.d. from an unknown distribution and needs to make a…

Machine Learning · Computer Science 2021-04-21 Alfonso Lobos , Paul Grigas , Zheng Wen

Online platforms increasingly rely on sequential decision-making algorithms to allocate resources, match users, or control exposure, while facing growing pressure to ensure fairness over time. We study a general online decision-making…

Optimization and Control · Mathematics 2026-02-13 Rui Chen , Oktay Gunluk , Andrea Lodi , Guanyi Wang

This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon…

Data Structures and Algorithms · Computer Science 2023-10-20 Duksang Lee , William Overman , Dabeen Lee

In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…

Machine Learning · Computer Science 2023-01-31 Qixin Zhang , Wenbing Ye , Zaiyi Chen , Haoyuan Hu , Enhong Chen , Yang Yu

Contextual online decision-making problems with constraints appear in a wide range of real-world applications, such as adaptive experimental design under safety constraints, personalized recommendation with resource limits, and dynamic…

Machine Learning · Statistics 2025-05-23 Haichen Hu , David Simchi-Levi , Navid Azizan

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

Online bidding is a classic optimization problem, with several applications in online decision-making, the design of interruptible systems, and the analysis of approximation algorithms. In this work, we study online bidding under…

Computer Science and Game Theory · Computer Science 2025-10-30 Spyros Angelopoulos , Bertrand Simon

Real-world intelligence systems usually operate by combining offline learning and online adaptation with highly correlated and non-stationary system data or signals, which, however, has rarely been investigated theoretically in the…

Machine Learning · Computer Science 2025-12-02 Haizheng Li , Lei Guo

Motivated by cloud computing applications, we study the problem of how to optimally deploy new hardware subject to both power and robustness constraints. To model the situation observed in large-scale data centers, we introduce the Online…

Data Structures and Algorithms · Computer Science 2022-09-05 Konstantina Mellou , Marco Molinaro , Rudy Zhou

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

We study an online linear programming (OLP) problem under a random input model in which the columns of the constraint matrix along with the corresponding coefficients in the objective function are generated i.i.d. from an unknown…

Data Structures and Algorithms · Computer Science 2021-04-20 Xiaocheng Li , Yinyu Ye

Recently, the number of off-the-shelf Large Language Models (LLMs) has exploded with many open-source options. This creates a diverse landscape regarding both serving options (e.g., inference on local hardware vs remote LLM APIs) and model…

Machine Learning · Computer Science 2024-12-18 Dimitrios Sikeridis , Dennis Ramdass , Pranay Pareek

This paper proposes a Safe Online Control-Informed Learning framework for safety-critical autonomous systems. The framework unifies optimal control, parameter estimation, and safety constraints into an online learning process. It employs an…

Systems and Control · Electrical Eng. & Systems 2025-12-25 Tianyu Zhou , Zihao Liang , Zehui Lu , Shaoshuai Mou

We study the online traveling repairperson problem on a line within the recently proposed learning-augmented framework, which provides predictions on the requests to be served via machine learning. In the original model (with no…

Data Structures and Algorithms · Computer Science 2026-01-21 Swapnil Guragain , Gokarna Sharma

In Online Learning to Rank (OLTR) the aim is to find an optimal ranking model by interacting with users. When learning from user behavior, systems must interact with users while simultaneously learning from those interactions. Unlike other…

Information Retrieval · Computer Science 2017-11-28 Harrie Oosterhuis , Maarten de Rijke

We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…

Machine Learning · Computer Science 2016-01-26 Daniel Barsky , Koby Crammer

Learning the optimal ordering of content is an important challenge in website design. The learning to rank (LTR) framework models this problem as a sequential problem of selecting lists of content and observing where users decide to click.…

Machine Learning · Computer Science 2023-05-12 James A. Grant , David S. Leslie

In this paper, we present a framework used to construct and analyze algorithms for online optimization problems with deadlines or with delay over a metric space. Using this framework, we present algorithms for several different problems. We…

Data Structures and Algorithms · Computer Science 2019-04-16 Yossi Azar , Noam Touitou

We study the admission control problem in general networks. Communication requests arrive over time, and the online algorithm accepts or rejects each request while maintaining the capacity limitations of the network. The admission control…

Data Structures and Algorithms · Computer Science 2008-12-18 Noga Alon , Yossi Azar , Shai Gutner