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math.OC2025
Online Stochastic Packing with General Correlations
Sabri Cetin, Yilun Chen, David A. Goldberg
There has been a growing interest in studying online stochastic packing under more general correlation structures, motivated by the complex data sets and models driving modern appl…
math.OC2025
Beyond Non-Degeneracy: Revisiting Certainty Equivalent Heuristic for Online Linear Programming
Yilun Chen, Wenjia Wang
The Certainty Equivalent heuristic (CE) is a widely-used algorithm for various dynamic resource allocation problems in OR and OM. Despite its popularity, existing theoretical guara…