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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

This paper investigates to what extent one can improve reinforcement learning algorithms. Our study is split in three parts. First, our analysis shows that the classical asymptotic convergence rate $O(1/\sqrt{N})$ is pessimistic and can be…

Machine Learning · Computer Science 2021-10-25 Othmane Mounjid , Charles-Albert Lehalle

Offline-to-Online Reinforcement Learning (O2O RL) faces a critical dilemma in balancing the use of a fixed offline dataset with newly collected online experiences. Standard methods, often relying on a fixed data-mixing ratio, struggle to…

Machine Learning · Computer Science 2026-04-09 Chihyeon Song , Jaewoo Lee , Jinkyoo Park

This paper proposes a novel approach to construct data-driven online solutions to optimization problems (P) subject to a class of distributionally uncertain dynamical systems. The introduced framework allows for the simultaneous learning of…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Dan Li , Dariush Fooladivanda , Sonia Martinez

The exact Markov modeling analysis of erasure networks with finite buffers is an extremely hard problem due to the large number of states in the system. In such networks, packets are lost due to either link erasures or blocking by the full…

Information Theory · Computer Science 2010-12-14 Nima Torabkhani , Badri N. Vellambi , Faramarz Fekri

We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…

Machine Learning · Computer Science 2021-04-27 Ehsan Emamjomeh-Zadeh , Chen-Yu Wei , Haipeng Luo , David Kempe

This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Wenqian Xue , Yi Jiang , Frank L. Lewis , Bosen Lian

In online learning from non-stationary data streams, it is necessary to learn robustly to outliers and to adapt quickly to changes in the underlying data generating mechanism. In this paper, we refer to the former attribute of online…

Machine Learning · Statistics 2021-09-29 Shintaro Fukushima , Atsushi Nitanda , Kenji Yamanishi

Online optimization with memory costs has many real-world applications, where sequential actions are made without knowing the future input. Nonetheless, the memory cost couples the actions over time, adding substantial challenges.…

Machine Learning · Computer Science 2023-05-02 Pengfei Li , Jianyi Yang , Shaolei Ren

Suitable estimators for a class of Large Deviation approximations of rare event probabilities based on sample realizations of random processes have been proposed in our earlier work. These estimators are expressed as non-linear…

Information Theory · Computer Science 2016-05-04 Spyridon Vassilaras , Ioannis Ch. Paschalidis

We introduce a new computational model for data streams: asymptotically exact streaming algorithms. These algorithms have an approximation ratio that tends to one as the length of the stream goes to infinity while the memory used by the…

Data Structures and Algorithms · Computer Science 2014-08-11 Marc Heinrich , Alexander Munteanu , Christian Sohler

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

Machine Learning · Computer Science 2020-10-26 Sean R. Sinclair , Tianyu Wang , Gauri Jain , Siddhartha Banerjee , Christina Lee Yu

We introduce a model of online algorithms subject to strict constraints on data retention. An online learning algorithm encounters a stream of data points, one per round, generated by some stationary process. Crucially, each data point can…

Machine Learning · Computer Science 2024-04-18 Nicole Immorlica , Brendan Lucier , Markus Mobius , James Siderius

The integration of intermittent and stochastic renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides the flexibility of shifting energy over time; network, on…

Optimization and Control · Mathematics 2014-11-05 Junjie Qin , Yinlam Chow , Jiyan Yang , Ram Rajagopal

Machine learning algorithms, especially Neural Networks (NNs), are a valuable tool used to approximate non-linear relationships, like the AC-Optimal Power Flow (AC-OPF), with considerable accuracy -- and achieving a speedup of several…

Machine Learning · Computer Science 2023-03-24 Rahul Nellikkath , Spyros Chatzivasileiadis

Synchronous updates may compromise the efficiency of cross-device federated learning once the number of active clients increases. The \textit{FedBuff} algorithm (Nguyen et al., 2022) alleviates this problem by allowing asynchronous updates…

Machine Learning · Computer Science 2022-10-21 Mohammad Taha Toghani , César A. Uribe

We study online interval scheduling in the irrevocable setting, where each interval must be immediately accepted or rejected upon arrival. The objective is to maximize the total length of accepted intervals while ensuring that no two…

Machine Learning · Computer Science 2025-11-21 Antonios Antoniadis , Ali Shahheidar , Golnoosh Shahkarami , Abolfazl Soltani

Decision making and learning in the presence of uncertainty has attracted significant attention in view of the increasing need to achieve robust and reliable operations. In the case where uncertainty stems from the presence of adversarial…

Machine Learning · Computer Science 2024-03-25 André Bertolace , Konstatinos Gatsis , Kostas Margellos

Robots operating in changing environments either predict obstacle changes and/or plan quickly enough to react to them. Predictive approaches require a strong prior about the position and motion of obstacles. Reactive approaches require no…

We introduce a new, "worst-case" model for an asynchronous communication network and investigate the simplest (yet central) task in this model, namely the feasibility of end-to-end routing. Motivated by the question of how successful a…

Networking and Internet Architecture · Computer Science 2009-10-26 Paul Bunn , Rafail Ostrovsky
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