14 citations · 45 across the 11 of their papers we have counts for
12 papers
Competitive Analysis of Stock-based Thresholds via Prophet Inequalities in Continuous Time
Jiashuo Jiang
We study a continuous-time -unit online resource allocation problem with nonhomogeneous Poisson arrivals and time-varying valuation distributions. While the optimal dynamic poli…
Online Semi-infinite Linear Programming: Efficient Algorithms via Function Approximation
Yiming Zong, Jiashuo Jiang
We consider the dynamic resource allocation problem where the decision space is finite-dimensional, yet the solution must satisfy a large or even infinite number of constraints rev…
Non-Stationary Online Resource Allocation: Learning from a Single Sample
Yiding Feng, Jiashuo Jiang, Yige Wang
We study online resource allocation under non-stationary demand with a minimum offline data requirement. In this problem, a decision-maker must allocate multiple types of resources…
Constant Approximation for Network Revenue Management with Markovian-Correlated Customer Arrivals
Jiashuo Jiang
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 serve cus…
Constrained Online Two-stage Stochastic Optimization: Near Optimal Algorithms via Adversarial Learning
Jiashuo Jiang
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of periods. At each period, we take the first-stage action, observe a m…
Degeneracy is OK: Logarithmic Regret for Network Revenue Management with Indiscrete Distributions
Jiashuo Jiang, Will Ma, Jiawei Zhang
We study the classical Network Revenue Management (NRM) problem with accept/reject decisions and IID arrivals. We consider a distributional form where each arrival must fall un…
Learning to Order for Inventory Systems with Lost Sales and Uncertain Supplies
Boxiao Chen, Jiashuo Jiang, Jiawei Zhang +1
We consider a stochastic lost-sales inventory control system with a lead time over a planning horizon . Supply is uncertain, and is a function of the order quantity (due to…
Non-stationary Bandits with Knapsacks
Shang Liu, Jiashuo Jiang, Xiaocheng Li
In this paper, we study the problem of bandits with knapsacks (BwK) in a non-stationary environment. The BwK problem generalizes the multi-arm bandit (MAB) problem to model the res…
Tightness without Counterexamples: A New Approach and New Results for Prophet Inequalities
Jiashuo Jiang, Will Ma, Jiawei Zhang
Prophet inequalities consist of many beautiful statements that establish tight performance ratios between online and offline allocation algorithms. Typically, tightness is establis…
Tight Guarantees for Multi-unit Prophet Inequalities and Online Stochastic Knapsack
Jiashuo Jiang, Will Ma, Jiawei Zhang
Prophet inequalities are a useful tool for designing online allocation procedures and comparing their performance to the optimal offline allocation. In the basic setting of -uni…
Online Resource Allocation with Stochastic Resource Consumption
Jiashuo Jiang, Jiawei Zhang
We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially o…
Online Stochastic Optimization with Wasserstein Based Non-stationarity
Jiashuo Jiang, Xiaocheng Li, Jiawei Zhang
We consider a general online stochastic optimization problem with multiple budget constraints over a horizon of finite time periods. In each time period, a reward function and mult…