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In this paper we propose a general framework to characterize and solve the stochastic optimization problems with multiple objectives underlying many real world learning applications. We first propose a projection based algorithm which…

机器学习 · 计算机科学 2013-07-16 Mehrdad Mahdavi , Tianbao Yang , Rong Jin

We consider a parallel system of $m$ identical machines prone to unpredictable crashes and restarts, trying to cope with the continuous arrival of tasks to be executed. Tasks have different computational requirements (i.e., processing time…

分布式、并行与集群计算 · 计算机科学 2016-03-21 Elli Zavou , Antonio Fernández Anta

We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially over multiple discrete time periods. At each time period, one…

最优化与控制 · 数学 2020-12-21 Jiashuo Jiang , Jiawei Zhang

We introduce the online stochastic Convex Programming (CP) problem, a very general version of stochastic online problems which allows arbitrary concave objectives and convex feasibility constraints. Many well-studied problems like online…

机器学习 · 计算机科学 2014-10-29 Shipra Agrawal , Nikhil R. Devanur

Online optimization covers problems such as online resource allocation, online bipartite matching, adwords (a central problem in e-commerce and advertising), and adwords with separable concave returns. We analyze the worst case competitive…

数据结构与算法 · 计算机科学 2016-11-03 Reza Eghbali , Maryam Fazel

We study an online version of the max-min fair allocation problem for indivisible items. In this problem, items arrive one by one, and each item must be allocated irrevocably on arrival to one of $n$ agents, who have additive valuations for…

计算机科学与博弈论 · 计算机科学 2021-11-16 Yasushi Kawase , Hanna Sumita

This study explores the problem of Multi-Agent Path Finding with continuous and stochastic travel times whose probability distribution is unknown. Our purpose is to manage a group of automated robots that provide package delivery services…

机器人学 · 计算机科学 2023-02-06 Atsuyoshi Kita , Nobuhiro Suenari , Masashi Okada , Tadahiro Taniguchi

The classic online stochastic matching problem typically requires immediate and irrevocable matching decisions. However, in many modern decentralized systems such as real-time ride-hailing and distributed cloud computing, the primary…

数据结构与算法 · 计算机科学 2026-05-15 Sara Ahmadian , Edith Cohen , Mohammad Roghani

Supply chain disruptions and volatile demand pose significant challenges to the UK automotive industry, which relies heavily on Just-In-Time (JIT) manufacturing. While qualitative studies highlight the potential of integrating Artificial…

机器学习 · 统计学 2025-11-11 Muhammad Shahnawaz , Adeel Safder

This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online…

最优化与控制 · 数学 2021-10-29 Killian Wood , Gianluca Bianchin , Emiliano Dall'Anese

Today's top advertisers typically manage hundreds of campaigns simultaneously and consistently launch new ones throughout the year. A crucial challenge for marketing managers is determining the optimal allocation of limited budgets across…

机器学习 · 统计学 2024-09-04 Lin Ge , Yang Xu , Jianing Chu , David Cramer , Fuhong Li , Kelly Paulson , Rui Song

One-max search is a classic problem in online decision-making, in which a trader acts on a sequence of revealed prices and accepts one of them irrevocably to maximise its profit. The problem has been studied both in probabilistic and in…

数据结构与算法 · 计算机科学 2025-02-11 Ziyad Benomar , Lorenzo Croissant , Vianney Perchet , Spyros Angelopoulos

We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…

最优化与控制 · 数学 2010-01-07 Michael J. Neely

Online algorithms that allow a small amount of migration or recourse have been intensively studied in the last years. They are essential in the design of competitive algorithms for dynamic problems, where objects can also depart from the…

数据结构与算法 · 计算机科学 2019-05-21 Sebastian Berndt , Valentin Dreismann , Kilian Grage , Klaus Jansen , Ingmar Knof

Various statistical analysis methods are studied for years to extract accurate trends of network traffic and predict the future load mainly to allocate required resources. Besides, many stochastic modeling techniques are offered to…

网络与互联网体系结构 · 计算机科学 2019-12-30 Doğanalp Ergenç , Ertan Onur

We study the problem of finding statistically distinct plans for stochastic planning and task assignment problems such as online multi-robot pickup and delivery (MRPD) when facing multiple competing objectives. In many real-world settings…

机器人学 · 计算机科学 2023-12-13 Nils Wilde , Javier Alonso-Mora

The interconnection network is a crucial subsystem in High-Performance Computing clusters and Data-centers, guaranteeing high bandwidth and low latency to the applications' communication operations. Unfortunately, congestion situations may…

网络与互联网体系结构 · 计算机科学 2025-02-04 Jose Rocher-Gonzalez , Jesus Escudero-Sahuquillo , Pedro J. Garcia , Francisco J. Quiles

We study the performance of a proportional weights algorithm for online capacitated bipartite matching modeling the delivery of impression ads. The algorithm uses predictions on the advertiser nodes to match arriving impression nodes…

数据结构与算法 · 计算机科学 2021-06-03 Thomas Lavastida , Benjamin Moseley , R. Ravi , Chenyang Xu

We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system operates in discrete time; at each time slot, the administrator…

This paper concerns the mechanism design for online resource allocation in a strategic setting. In this setting, a single supplier allocates capacity-limited resources to requests that arrive in a sequential and arbitrary manner. Each…

计算机科学与博弈论 · 计算机科学 2023-10-10 Xiaoqi Tan , Bo Sun , Alberto Leon-Garcia , Yuan Wu , Danny H. K. Tsang
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