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20112026
most citedDual Mirror Descent for Online Allocation Problems

21 citations · 44 across the 22 of their papers we have counts for

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5 papers · 1 filter

cs.DS2022★ 1 cited

Online Resource Allocation under Horizon Uncertainty

Santiago Balseiro, Christian Kroer, Rachitesh Kumar

We study stochastic online resource allocation: a decision maker needs to allocate limited resources to stochastically-generated sequentially-arriving requests in order to maximize…

math.OC2022

Uniformly Bounded Regret in Dynamic Fair Allocation

Santiago R. Balseiro, Shangzhou Xia

We study a dynamic allocation problem in which sequentially arriving divisible resources are to be allocated to a number of agents with linear utilities. The marginal utilities…

econ.TH2022★ 2 cited

On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design

Jerry Anunrojwong, Santiago R. Balseiro, Omar Besbes

Classical Bayesian mechanism design relies on the common prior assumption, but such prior is often not available in practice. We study the design of prior-independent mechanisms th…

cs.GT2022

Single-Leg Revenue Management with Advice

Santiago Balseiro, Christian Kroer, Rachitesh Kumar

Single-leg revenue management is a foundational problem of revenue management that has been particularly impactful in the airline and hotel industry: Given units of a resource,…

math.OC2022★ 4 cited

Analysis of Dual-Based PID Controllers through Convolutional Mirror Descent

Santiago R. Balseiro, Haihao Lu, Vahab Mirrokni +1

Dual-based proportional-integral-derivative (PID) controllers are often employed in practice to solve online allocation problems with global constraints, such as budget pacing in o…