Related papers: A Two-Layer Framework for Joint Online Configurati…
Centered around solving the Online Saddle Point problem, this paper introduces the Online Convex-Concave Optimization (OCCO) framework, which involves a sequence of two-player time-varying convex-concave games. We propose the generalized…
We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…
We consider the problem of service placement at the network edge, in which a decision maker has to choose between $N$ services to host at the edge to satisfy the demands of customers. Our goal is to design adaptive algorithms to minimize…
Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…
One of the most important aspects of moving forward to the next generation networks like 5G/6G, is to enable network slicing in an efficient manner. The most challenging issues are the uncertainties in computation and communication demand.…
We study the online constrained ranking problem motivated by an application to web-traffic shaping: an online stream of sessions arrive in which, within each session, we are asked to rank items. The challenge involves optimizing the ranking…
We investigate an optimization problem in a queueing system where the service provider selects the optimal service fee p and service capacity \mu to maximize the cumulative expected profit (the service revenue minus the capacity cost and…
We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…
We study online alignment of large language models under misspecified preference feedback, where the observed preference oracle deviates from an ideal but unknown ground-truth oracle. The online LLM alignment problem is a bi-level…
This paper focuses on the online saddle point problem, which involves a sequence of two-player time-varying convex-concave games. Considering the nonstationarity of the environment, we adopt the duality gap and the dynamic Nash equilibrium…
We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget and return-on-investment (ROI) constraints. Existing…
In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…
Large language models now serve millions of users daily, with providers incurring costs exceeding $700,000 per day. Each request requires token-by-token inference, making GPU scheduling central to latency, capacity, and cost. The difficulty…
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…
Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…
We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…
We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…
We study a fundamental online job admission problem where jobs with deadlines arrive online over time at their release dates, and the task is to determine a preemptive single-server schedule which maximizes the number of jobs that complete…
When a robot autonomously performs a complex task, it frequently must balance competing objectives while maintaining safety. This becomes more difficult in uncertain environments with stochastic outcomes. Enhancing transparency in the…
We consider a variant of the online buffer management problem in network switches, called the $k$-frame throughput maximization problem ($k$-FTM). This problem models the situation where a large frame is fragmented into $k$ packets and…