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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

Opportunistic detection rules (ODRs) are variants of fixed-sample-size detection rules in which the statistician is allowed to make an early decision on the alternative hypothesis opportunistically based on the sequentially observed…

Information Theory · Computer Science 2016-02-15 Wenyi Zhang , George V. Moustakides , H. Vincent Poor

We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

Optimization and Control · Mathematics 2023-08-02 Xilin Zhang , Wang Chi Cheung

We study offline constrained reinforcement learning with general function approximation in discounted constrained Markov decision processes. Prior methods either require full data coverage for evaluating intermediate policies, lack oracle…

Machine Learning · Statistics 2026-05-13 Seokmin Ko , Ambuj Tewari , Kihyuk Hong

In online convex optimization (OCO), a decision-maker is confronted with an unknown environment and seeks to play an optimal sequence of decisions on a short time-scale using only past information. Recent advances in second-order OCO…

Optimization and Control · Mathematics 2026-05-28 Jean-Luc Lupien , Yuen-Man Pun , Youssef Diouane , Iman Shames , Antoine Lesage-Landry

Offline safe reinforcement learning (RL) aims to train a policy that satisfies constraints using a pre-collected dataset. Most current methods struggle with the mismatch between imperfect demonstrations and the desired safe and rewarding…

Machine Learning · Computer Science 2024-07-23 Yihang Yao , Zhepeng Cen , Wenhao Ding , Haohong Lin , Shiqi Liu , Tingnan Zhang , Wenhao Yu , Ding Zhao

We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…

Data Structures and Algorithms · Computer Science 2024-06-13 Alexander Braun , Thomas Kesselheim , Tristan Pollner , Amin Saberi

We investigate a lossy source compression problem in which both the encoder and decoder are equipped with a pre-trained sequence predictor. We propose an online lossy compression scheme that, under a 0-1 loss distortion function, ensures a…

Information Theory · Computer Science 2025-03-12 Unnikrishnan Kunnath Ganesan , Giuseppe Durisi , Matteo Zecchin , Petar Popovski , Osvaldo Simeone

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

Burst contention is a well-known challenging problem in Optical Burst Switching (OBS) networks. Contention resolution approaches are always reactive and attempt to minimize the BLR based on local information available at the core node. On…

Networking and Internet Architecture · Computer Science 2009-07-28 Martin Levesque , Halima Elbiaze

We study an online linear programming (OLP) model in which inventory is not provided upfront but instead arrives gradually through an exogenous stochastic replenishment process. This replenishment-based formulation captures operational…

Optimization and Control · Mathematics 2026-01-22 Yuze Chen , Yuan Zhou , Baichuan Mo , Jie Ying , Yufei Ruan , Zhou Ye

Online forecasting under a changing environment has been a problem of increasing importance in many real-world applications. In this paper, we consider the meta-algorithm presented in \citet{zhang2017dynamic} combined with different…

Machine Learning · Computer Science 2020-11-16 Anant Raj , Pierre Gaillard , Christophe Saad

The Bayesian online selection problem aims to design a pricing scheme for a sequence of arriving buyers that maximizes the expected social welfare (or revenue) subject to different structural constraints. Inspired by applications with a…

Computer Science and Game Theory · Computer Science 2024-03-11 Nima Anari , Rad Niazadeh , Amin Saberi , Ali Shameli

Open Radio Access Network systems, with their virtualized base stations (vBSs), offer operators the benefits of increased flexibility, reduced costs, vendor diversity, and interoperability. Optimizing the allocation of resources in a vBS is…

Networking and Internet Architecture · Computer Science 2024-12-31 Michail Kalntis , George Iosifidis , Fernando A. Kuipers

We present a general framework for stochastic online maximization problems with combinatorial feasibility constraints. The framework establishes prophet inequalities by constructing price-based online approximation algorithms, a natural…

Computer Science and Game Theory · Computer Science 2017-07-11 Paul Dütting , Michal Feldman , Thomas Kesselheim , Brendan Lucier

Reinforcement Learning-based Recommender Systems (RLRS) have shown promise across a spectrum of applications, from e-commerce platforms to streaming services. Yet, they grapple with challenges, notably in crafting reward functions and…

Information Retrieval · Computer Science 2024-03-27 Siyu Wang , Xiaocong Chen , Lina Yao

Numerous recent papers have studied the tension between thickening and clearing a market in (uncertain, online) long-time horizon Markovian settings. In particular, (Aouad and Sarita{\c{c}} EC'20, Collina et al. WINE'20, Kessel et al.…

Computer Science and Game Theory · Computer Science 2024-01-23 Neel Patel , David Wajc

In recent years, significant progress has been made in multi-objective reinforcement learning (RL) research, which aims to balance multiple objectives by incorporating preferences for each objective. In most existing studies, specific…

Machine Learning · Computer Science 2024-09-17 Qian Lin , Zongkai Liu , Danying Mo , Chao Yu

Unknown examples that are unseen during training often appear in real-world machine learning tasks, and an intelligent self-learning system should be able to distinguish between known and unknown examples. Accordingly, open set recognition…

Computer Vision and Pattern Recognition · Computer Science 2022-07-18 Jaeyeon Jang , Chang Ouk Kim

We introduce an online mathematical framework for survival analysis, allowing real time adaptation to dynamic environments and censored data. This framework enables the estimation of event time distributions through an optimal second order…

Machine Learning · Computer Science 2024-02-09 Camila Fernandez , Pierre Gaillard , Joseph de Vilmarest , Olivier Wintenberger