Related papers: A Two-Layer Framework for Joint Online Configurati…
In this paper, we study the cooperative operation problem between the fleet operator and incentive-aware customers in an on-demand delivery system. Specifically, the fleet operator offers discounts on transportation costs in exchange of the…
A wide range of decision problems can be formulated as bilevel programs with independent followers, which as a special case include two-stage stochastic programs. These problems are notoriously difficult to solve especially when a large…
In Apprenticeship Learning (AL), we are given a Markov Decision Process (MDP) without access to the cost function. Instead, we observe trajectories sampled by an expert that acts according to some policy. The goal is to find a policy that…
We propose and study an online version of min-max optimization based on cumulative saddle points under a variety of performance measures beyond convex-concave settings. After first observing the incompatibility of (static) Nash equilibrium…
Transit Network Design is a well-studied problem in the field of transportation, typically addressed by solving optimization models under fixed demand assumptions. Considering the limitations of these assumptions, this paper proposes a new…
This paper presents bushing condition monitoring frameworks that use multi-layer perceptrons (MLP), radial basis functions (RBF) and support vector machines (SVM) classifiers. The first level of the framework determines if the bushing is…
This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…
We study the problem of online model selection in reinforcement learning, where the selector has access to a class of reinforcement learning agents and learns to adaptively select the agent with the right configuration. Our goal is to…
Researchers and practitioners operating on a limited budget face the cost-performance trade-off dilemma. The challenging decision often centers on whether to use a large LLM with better performance or a smaller one with reduced costs. This…
In last-mile delivery logistics, peer-to-peer logistic platforms play an important role in connecting senders, customers, and independent carriers to fulfill delivery requests. Since the carriers are not under the platform's control, the…
Online learning to rank (ONL2R) is a foundational problem for recommender systems and has received increasing attention in recent years. Among the existing approaches for ONL2R, a natural modeling architecture is the multi-armed bandit…
The Maximal Covering Location-Interdiction Problem (MCLIP) is a classic bi-level optimization problem, which is fundamental to resilient infrastructure planning yet remains computationally intractable. Specifically, the upper level…
The problem of online scheduling of multi-server jobs is considered, where there are a total of $K$ servers, and each job requires concurrent service from multiple servers for it to be processed. Each job on its arrival reveals its…
We formalize sequential decision-making with information acquisition as the probing-augmented user-centric selection (PUCS) framework, where a learner first probes a subset of arms to obtain side information on resources and rewards, and…
Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…
This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds for online single-level algorithms to the bilevel setting.…
Building systems that autonomously create temporal abstractions from data is a key challenge in scaling learning and planning in reinforcement learning. One popular approach for addressing this challenge is the options framework (Sutton et…
Over-actuated systems often make it possible to achieve specific performances by switching between different subsets of actuators. However, when the system parameters are unknown, transferring authority to different subsets of actuators is…
We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…
We study the problem of modeling purchase of multiple products and utilizing it to display optimized recommendations for online retailers and e-commerce platforms. We present a parsimonious multi-purchase family of choice models called the…