14 citations · 45 across the 11 of their papers we have counts for
6 papers · 1 filter
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…
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…
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…
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…