Dynamic budget throttling in repeated second-price auctions
In today's online advertising markets, a crucial requirement for an advertiser is to control her
total expenditure within a time horizon under some budget. Among various budget control …
total expenditure within a time horizon under some budget. Among various budget control …
Fluid policies, reoptimization, and performance guarantees in dynamic resource allocation
Many sequential decision problems involve deciding how to allocate shared resources
across a set of independent systems at each point in time. A classic example is the restless …
across a set of independent systems at each point in time. A classic example is the restless …
Dynamic resource allocation: Algorithmic design principles and spectrum of achievable performances
Dynamic resource allocation problems are ubiquitous, arising in inventory management,
order fulfillment, online advertising, and other applications. We initially focus on one of the …
order fulfillment, online advertising, and other applications. We initially focus on one of the …
Fluid approximations for revenue management under high-variance demand
One of the most prevalent demand models in the revenue management literature is based
on dividing the selling horizon into a number of time periods such that there is at most one …
on dividing the selling horizon into a number of time periods such that there is at most one …
Decoupling Learning and Decision-Making: Breaking the $\mathcalO (\sqrtT) $ Barrier in Online Resource Allocation with First-Order Methods
Online linear programming plays an important role in both revenue management and
resource allocation, and recent research has focused on develo** efficient first-order …
resource allocation, and recent research has focused on develo** efficient first-order …
Degeneracy is ok: Logarithmic regret for network revenue management with indiscrete distributions
We study the classical Network Revenue Management (NRM) problem with accept/reject
decisions and $ T $ IID arrivals. We consider a distributional form where each arrival must …
decisions and $ T $ IID arrivals. We consider a distributional form where each arrival must …
Constant approximation for network revenue management with Markovian-correlated customer arrivals
J Jiang - arxiv preprint arxiv:2305.05829, 2023 - arxiv.org
The Network Revenue Management (NRM) problem is a well-known challenge in dynamic
decision-making under uncertainty. In this problem, fixed resources must be allocated to …
decision-making under uncertainty. In this problem, fixed resources must be allocated to …
The multi-secretary problem with many types
We study the multi-secretary problem with capacity to hire up to B out of T candidates, and
values drawn iid from a distribution F on [0, 1]. We investigate achievable regret …
values drawn iid from a distribution F on [0, 1]. We investigate achievable regret …
A sequential model for high-volume recruitment under random yields
We model a multiphase and high-volume recruitment process as a large-scale dynamic
program. The success of the process is measured by a reward, which is the total assessment …
program. The success of the process is measured by a reward, which is the total assessment …
Online resource allocation under horizon uncertainty
We study stochastic online resource allocation: a decision maker needs to allocate limited
resources to stochastically-generated sequentially-arriving requests in order to maximize …
resources to stochastically-generated sequentially-arriving requests in order to maximize …