Related papers: Non-Stationary Online Resource Allocation: Learnin…
In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communication link. The system operates in discrete time; at each time…
We study online learning for optimal allocation when the resource to be allocated is time. %Examples of possible applications include job scheduling for a computing server, a driver filling a day with rides, a landlord renting an estate,…
In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new…
The classic newsvendor model yields an optimal decision for a ``newsvendor'' selecting a quantity of inventory, under the assumption that the demand is drawn from a known distribution. Motivated by applications such as cloud provisioning…
Online Resource Allocation addresses the problem of efficiently allocating limited resources to buyers with incomplete knowledge of future requests. In our setting, buyers arrive sequentially requesting a set of items, each with a value…
Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…
We investigate the non-stationary stochastic linear bandit problem where the reward distribution evolves each round. Existing algorithms characterize the non-stationarity by the total variation budget $B_K$, which is the summation of the…
We study the sample complexity of online reinforcement learning in the general \hzyrev{non-episodic} setting of nonlinear dynamical systems with continuous state and action spaces. Our analysis accommodates a large class of dynamical…
Users of recommender systems often behave in a non-stationary fashion, due to their evolving preferences and tastes over time. In this work, we propose a practical approach for fast personalization to non-stationary users. The key idea is…
The configuration balancing problem with stochastic requests generalizes many well-studied resource allocation problems such as load balancing and virtual circuit routing. In it, we have $m$ resources and $n$ requests. Each request has…
Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…
Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…
We consider a semi-supervised classification problem with non-stationary label-shift in which we observe a labelled data set followed by a sequence of unlabelled covariate vectors in which the marginal probabilities of the class labels may…
We study the framework of a dynamic decision-making scenario with resource constraints. In this framework, an agent, whose target is to maximize the total reward under the initial inventory, selects an action in each round upon observing a…
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…
We study a centralized discrete-time dynamic two-way matching model with finitely many agent types. Agents arrive stochastically over time and join their type-dedicated queues waiting to be matched. We focus on availability-based policies…
We study the problem of allocating $T$ sequentially arriving items among $n$ homogeneous agents under the constraint that each agent must receive a pre-specified fraction of all items, with the objective of maximizing the agents' total…
In this paper we propose primal-dual algorithms for different variants of the online resource allocation problem with departures. In the basic variant, requests (items) arrive over time to a set of resources (knapsacks) and upon arrival,…
Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…
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…